VII

Capital Four CLO DAC (CAPF) VII

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
G	DDI	26.470	84.00	-	T-	E-	-	-	Edjuwbmi	3kCt	Chc fh Uux 900h	-	925	3eOp+822	-	89.00000
R	YQO	479.800	6.10	-	VVV	FFF	-	-	Smoefrjh	3pKe	150p	150c	150	3yWk+150	-	390.00000
Bet	ZAV	12.000	7.90	-	YY-	NN-	-	-	Nzspqsjc	3qNd	-	-	695	3xMl+679	-	-
M	NUS	29.000	5.30	-	FF-	DD-	-	-	Vbcpkalh	3yKb	Mme pl Xmrw 600u	700	695	3oDd+679	-	73.00000
O	YCT	82.620	6.00	-	LLL-	UUU-	-	-	Czjjvuko	3vDn	400 f	-	400	3nNv+400	-	798.00000
I Krin	FAU	60.310	6.40	-	ZZZ	MMM	-	-	Bbjkfwac	3gRs	-	-	150	3xMh+150	-	203.00000
O-2	BWD	90.000	8.20	-	PP	TT	-	-	Msahe	VMC	-	-	-	5.45%	5.450%	346.00000
T-1	PNK	41.900	8.20	-	MM	PP	-	-	Ztxquktp	3oEs	215-220	-	215	3lZn+215	-	856.00000
G	BIL	47.900	6.20	-	P	A	-	-	Sujkhhnj	3rDm	255-260	-	255	3vOs+255	-	193.00000

Tranche Comments

R: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144G/Gst L; I Krin: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144Y/Hky N; T-1: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144G/Fre A; O-2: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144O/Yyh W; G: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144T/Ite B; O: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144P/Dmy N; M: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144M/Jep V; G: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144J/Pkt U; Bet: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144M/Pzd X;

Deal Comments

Afb Ewtt Mnurfng 1.5

Reinvestment Period (YRS)

7.1

Reinvestment Period End Date

Apr 12, 2013