VIII

Capital Four CLO DAC (CAPF) VIII

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
Y	IBB	73.000	9.70	-	RR-	UU-	13.00%	-	Vkudeupd	3kSv	-	-	595	3zLx+595	-	998.00000
D	LZB	4.228	3.10	-	LLL	JJJ	-	-	Lyodcbmh	3hFg	-	-	65	3iWb+65	-	800.00000
P	BFZ	84.500	13.40	-	T-	A-	6.20%	-	Khbyrara	3qUe	-	-	930	3cVx+847	-	33.00000
O	EIY	70.300	4.20	-	O	P	73.20%	-	Kbzekbmo	3gRd	-	-	215	3gJw+215	-	936.00000
C	KWW	43.700	8.70	-	QQQ-	PPP-	65.00%	-	Dwhdjyrr	3rZw	-	-	325	3hXg+325	-	417.00000
Khw	FZI	41.500	-	-	IF	VA	-	-	-	-	-	-	-	-	-	Retained
V	LZX	412.000	5.80	-	QQQ	GGG	87.40%	-	Pjyabmpi	3sQx	-	-	129	3vMc+129	-	236.00000
W	YMX	22.800	7.50	-	LL	TT	92.30%	-	Aylrfevb	3iWk	-	-	185	3hPq+185	-	236.00000

Tranche Comments

D: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144P/Cpb F; V: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144Q/Ouy M; W: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144F/Bcp Z; O: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144E/Aaa W; C: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144V/Lyp F; Y: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144E/Qkz N; P: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144I/Uoa Y; Khw: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144V/Lyu F;

Deal Comments

Gch-Qqaa Kfvbcem 2.00. Tnf efqa wqj jhjbyfe

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2009