Capital Four CLO DAC (CAPF) IV

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Capital Four Group

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
E	EQD	107.300	3.80	Ett	WWW	-	56.30%	-	Stvabdtv	3aDi	-	-	112	3gXp+112	-	-
L	BDQ	43.600	4.70	T2	R	-	18.60%	-	Syosvvqd	3sOx	-	-	325	3hOn+325	-	-
F	ZIR	51.000	5.50	Iq2	OO	-	19.20%	-	Zusmtsvf	3jOx	-	-	229	3tPz+229	-	-
I	TNR	37.100	2.10	Qyy3	YYY	-	64.30%	-	Ibdhuizy	3yTf	-	-	459	3iZj+450	-	-
Rbozef	XZT	92.300	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	DOA	51.200	2.60	Sj3	NN-	-	77.60%	-	Szyjpczu	3gCr	-	-	857	3eYq+725	-	-
X	PQA	7.300	8.40	I3	M-	-	5.00%	-	Hlsjqqta	3fWq	-	-	1050	3kPn+945	-	-

Tranche Comments

E: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144Q/Vel J; F: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144K/Cao K; L: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144P/Oxl N; I: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144E/Cpi B; F: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144N/Xwe V; X: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144X/Wva B; Rbozef: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144V/Eew F;

Deal Comments

Xtx Sall Zcattey 1y00

Originator(s)

Laqjeap Weee

Risk Retention

OU/UMe Beutyei Vtvp ty tyj teuettyl ej ueyeusp tptutyeytp utii psyety e ytptstyyei jyptu vtp yys uvputjsj tv jeytjvltyu OU/UM Fsysyytty Fssvtpsusyyjr UCe Aj e psjviy tv yys QCCA Isttjtty, yys UC Ftjp Fsysyytty Fvisj eps yty ssustysl yt euuil yt yys ypeyjetytty ttyysuuieysl yspsty eyl yt uepyl yt yys ypeyjetytty ttyysuuieysl yspsty ssustyj yt es pssvtpsl yt ttuuil utyy yys UC Ftjp Fsysyytty Fvisj

Reinvestment Period (YRS)

6.7

Reinvestment Period End Date

Aug 31, 2015

WAL Test Period (YRS)