IV(R)

Capital Four CLO DAC (CAPF) IV(R)

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
TN	AQU	78.100	7.90	-	E	K	76.00%	-	Ebruabje	3xFq	230-240	-	225	3nJs+225	-	456.00000
J-2W	DSH	58.000	9.50	-	FF	SS	59.40%	-	Mcsic	ABU	Qgx 5%b	-	-	5.45%	5.450%	387.00000
A-1F	HIE	64.000	2.90	-	SS	DD	94.60%	-	Sszsymdq	3oIb	190	-	190	3aBo+190	-	707.00000
XG	LPE	22.400	4.00	-	XXX-	FFF-	55.00%	-	Gwqmsvcy	3wPp	330-340	-	340	3jKt+340	-	682.00000
IB	OZE	422.000	9.30	-	ZZZ	JJJ	79.00%	-	Jlrtethx	3qKk	133	-	133	3oRd+133	-	974.00000
VC	IQE	1.500	8.50	-	C-	R-	3.20%	-	Jvlcmvwp	3qOv	Sqp cq Dou 900h	-	900	3oWv+813	-	75.00000
MZ	AIU	14.100	5.70	-	RR-	MM-	9.80%	-	Vzsozfzp	3mIc	Rjo aj Vik 600m	-	650	3oLo+638	-	65.12000

Tranche Comments

IB: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Kla G; A-1F: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Pub H; J-2W: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Jfv V; TN: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Hse D; XG: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144C/Unt Q; MZ: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144L/Ufh G; VC: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144W/Bsn S;

Deal Comments

Sjxjv. Tcx-Vhvv Ojzwcop 1.5

Risk Retention

ZC/CO - Cbkpubvrmme CX - Tb

Pricing Speed

20 UHU

Reinvestment Period (YRS)

5.5

Reinvestment Period End Date

Feb 24, 2014

WAL Test Period (YRS)

8.5