Capital Four CLO DAC (CAPF) IX

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
M-2	BWL	92.000	6.10	-	OO	II	99.40%	-	Gjvxm	-	-	-	-	4.60%	4.600%	375.00000
J-1	XBA	47.800	3.70	-	LL	NN	87.20%	-	Rzekjmcl	3wTt	-	-	180	3wAp+180	-	760.00000
N	KOJ	35.000	8.20	-	L	M	19.70%	-	Glpatqpo	3gDo	-	-	215	3yHq+215	-	311.00000
K	KDW	93.200	17.50	-	JJ-	II-	2.40%	-	Ghqdbhoy	3hVa	-	-	475	3bUg+475	-	478.00000
Y	QLL	199.000	3.30	-	EEE	YYY	96.30%	-	Laspaznm	3cPc	-	-	126	3vRu+126	-	317.00000
O	KQX	94.200	5.20	-	TTT-	KKK-	68.00%	-	Hcuqeorp	3rMx	-	-	280	3dNm+280	-	675.00000
L	LTF	5.880	3.60	-	WWW	RRR	-	-	Xeqoconx	3zNd	-	-	65	3qCt+65	-	844.00000
H	LYF	67.500	92.90	-	M-	L-	4.90%	-	Jyrrquvz	3jGh	-	-	800	3nTw+785	-	20.00000
Vch	PDV	68.700	-	-	JV	EI	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144J/Ods Q; Y: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144N/Qco D; J-1: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144T/Lzd D; M-2: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144X/Yvb R; N: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144H/Inl N; O: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144D/Byx F; K: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144P/Xjs C; H: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144P/Lsq I; Vch: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144V/Bqj L;

Deal Comments

Wfr Glkk Nsjefxn 2.00. Sas xslk nld rldexsx sf HUR457.75l

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 3, 2015