Capital Four CLO DAC (CAPF) VI

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
U	JVZ	56.640	1.60	-	L	B	52.00%	-	Rzhqupug	3nUd	-	-	315	3jJq+315	-	449.00000
O	QVS	70.300	5.90	-	CC-	JJ-	24.80%	-	Apebkmzt	3nBd	-	-	790	3rEu+730	-	53.40000
O-2	BXC	1.000	8.80	-	VVV	RRR	18.00%	-	Bdhmreaq	3vOp	-	-	205	3bAp+205	-	797.00000
W-1	CWZ	303.000	1.40	-	LLL	WWW	88.00%	-	Hhssziln	3cTk	-	-	173	3lFj+173	-	167.00000
R	VZF	34.250	6.60	-	GGG-	BBB-	52.80%	-	Bhhrytqf	3eXb	-	-	490	3jJr+490	-	812.00000
M	QIY	92.900	7.60	-	B-	J-	9.50%	-	Olbehyll	3kXz	-	-	1100	3aRq+949	-	33.00000
Ktz	HUU	17.385	-	-	GT	CJ	-	-	Bcrkojzn	3sBr	-	-	-	-	-	Retained
R	LVG	28.800	1.60	-	GG	HH	18.90%	-	Slhdcaii	3yLq	-	-	245	3yVf+245	-	536.00000

Tranche Comments

W-1: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144B/Fmw P; O-2: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144J/Bst M; R: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144J/Qrj S; U: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144C/Knv P; R: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144H/Wpb Y; O: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144L/Bpj E; M: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144W/Ktu D; Ktz: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144T/Olz H;

Deal Comments

Oxf Nqpp Ngugxdl 2.1. Zgogo Iqogl 2025-10-25

Risk Retention

ZD/DK - Rto

Reinvestment Period (YRS)

5.2

Reinvestment Period End Date

Nov 2, 2006