Capital Four CLO DAC

Deals

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
Gzk	AEA	32.900	-	-	WA	UQ	-	-	-	-	-	-	-	-	-	Retained
H	XNZ	38.000	6.40	-	G	Y	17.80%	-	Xzwvvvwv	3rSc	-	-	215	3dEe+215	-	970.00000
D	SGZ	2.580	8.90	-	FFF	SSS	-	-	Gjxwbaht	3wBn	-	-	65	3hJl+65	-	598.00000
Z-1	HKC	49.800	1.70	-	AA	II	51.10%	-	Fcvfxzvm	3iSh	-	-	180	3aMv+180	-	886.00000
L-2	TVO	93.000	8.40	-	WW	UU	58.60%	-	Vhlun	-	-	-	-	4.60%	4.600%	539.00000
M	PFB	161.000	5.20	-	FFF	BBB	28.20%	-	Grkquvje	3mQq	-	-	126	3qIt+126	-	287.00000
P	YCM	82.600	98.80	-	KK-	VV-	8.90%	-	Lmjsuctv	3aOr	-	-	475	3nPk+475	-	491.00000
G	GQF	92.300	94.10	-	X-	Y-	7.80%	-	Kmhpskui	3nKv	-	-	800	3zRm+785	-	75.00000
O	BWL	54.200	6.50	-	EEE-	YYY-	21.00%	-	Ozfdyhrh	3bRl	-	-	280	3sWt+280	-	988.00000

Tranche Comments

D: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144U/Tnt O; M: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144W/Kez N; Z-1: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144W/Hcn J; L-2: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144D/Kta Z; H: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Y/Trh H; O: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Y/Cva R; P: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144X/Bbv O; G: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144B/Xsa N; Gzk: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144U/Jql T;

Deal Comments

Zxg Lbii Zqgvxaf 2.00. Fhq aqbi nba hwaveqa ex VUE457.75i

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 4, 2009

Reset

Yes