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
X Mlvk	MKE	86.190	8.80	-	MMM	WWW	-	-	Ifbfckob	3bRg	-	-	150	3gIz+150	-	157.00000
Znt	XNX	68.000	3.80	-	EE-	XX-	-	-	Yxkvlcla	3gXe	-	-	695	3dId+679	-	-
K	EEK	901.990	9.20	-	FFF	OOO	-	-	Bslwxijr	3kXz	150d	150t	150	3nKm+150	-	194.00000
J-2	QVV	56.000	3.10	-	MM	WW	-	-	Svcue	PGA	-	-	-	5.45%	5.450%	202.00000
I-1	DGV	84.400	6.40	-	CC	KK	-	-	Rdcrccrs	3zXv	215-220	-	215	3iZc+215	-	110.00000
U	KKR	21.100	7.80	-	V	Y	-	-	Wllssdhv	3mKu	255-260	-	255	3mPb+255	-	228.00000
P	LBS	27.000	9.50	-	OO-	BB-	-	-	Dwcbyutk	3tTb	Mmn mz Umld 600g	700	695	3cUl+679	-	15.00000
A	SKV	59.300	3.00	-	JJJ-	QQQ-	-	-	Cqzqmboi	3aSw	400 m	-	400	3lFl+400	-	939.00000
X	ISL	59.640	46.00	-	I-	U-	-	-	Rsvcbstp	3sAc	Fuh eu Zgx 900e	-	925	3bVr+822	-	98.00000

Tranche Comments

K: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144B/Rri J; X Mlvk: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144Z/Xuh S; I-1: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144A/Oty K; J-2: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144V/Mej B; U: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144A/Jlm F; A: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144Y/Efh Q; P: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144K/Gxo U; X: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144V/Zio B; Znt: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144G/Etu E;

Deal Comments

Ioj Rsxx Ftroosz 1.5

Reinvestment Period (YRS)

1.4

Reinvestment Period End Date

Apr 5, 2001

Refinancing

Yes