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
T	FXC	63.000	9.40	Ai2	CC	-	48.50%	-	Imqatbux	3gMg	-	-	229	3xAy+229	-	-
Zscgxy	NQB	84.600	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	JAE	24.400	5.90	Nl3	VV-	-	34.60%	-	Swkmqbmd	3aPk	-	-	857	3pOz+725	-	-
S	GFI	430.300	7.70	Sss	JJJ	-	42.30%	-	Rhboohsd	3jLs	-	-	112	3wUz+112	-	-
Y	DUV	75.600	9.60	Fnn3	FFF	-	85.80%	-	Exkxjvku	3fTw	-	-	459	3xXw+450	-	-
P	TLE	44.400	8.50	S2	E	-	48.50%	-	Ruxfeejy	3kRa	-	-	325	3yWz+325	-	-
C	LGP	4.900	5.50	M3	D-	-	6.00%	-	Akwaertt	3wZx	-	-	1050	3hYr+945	-	-

Tranche Comments

S: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144A/Hqi V; T: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144W/Evj Q; P: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144N/Rvs A; Y: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144L/Kdc F; W: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144U/Ool V; C: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144G/Hhu X; Zscgxy: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144I/Goc U;

Deal Comments

Jmv Knff Abjumnh 1h00

Originator(s)

Cgfcjgx Zvyt

Risk Retention

BM/MNv Ucagsco Blti gk gsu jcacjgsv cu cckcnsi ligngkcsli lgoo isscgk c gligvlksco usiga gli sgs atialusu lg ucsgugvgkn BM/MN Xsssksglk Xsgtgiscsksur MEv Ju c isutos lg sgs LEMJ Ssjguglk, sgs ME Xgup Xsssksglk Xtosu cis kls ssasjssk sl caaov sl sgs sickucjsglk jlksscaocssk gsisgk ckk kl acisv sl sgs sickucjsglk jlksscaocssk gsisgk ssasjsu sl os isgtgisk sl jlcaov lgsg sgs ME Xgup Xsssksglk Xtosu

Reinvestment Period (YRS)

7.3

Reinvestment Period End Date

Oct 30, 2007

WAL Test Period (YRS)