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
L	YKP	2.150	3.10	-	PPP	NNN	-	-	Ahjatidp	3nJb	-	-	65	3pYp+65	-	766.00000
Fqp	LNO	55.700	-	-	XN	BL	-	-	-	-	-	-	-	-	-	Retained
G	TMS	18.200	8.80	-	KKK-	CCC-	28.00%	-	Iultztsa	3xMr	-	-	280	3iPj+280	-	757.00000
S	EWD	14.500	97.70	-	X-	A-	6.90%	-	Seopoprm	3rWq	-	-	800	3aQj+785	-	30.00000
W	FCB	682.000	2.60	-	III	QQQ	26.70%	-	Jcwmmbsg	3wQl	-	-	126	3pPh+126	-	456.00000
F-2	NUZ	34.000	2.30	-	NN	CC	54.40%	-	Ulryx	-	-	-	-	4.60%	4.600%	893.00000
U	ANP	19.000	8.40	-	S	Y	19.40%	-	Vlsujcdq	3sWf	-	-	215	3mNj+215	-	230.00000
P-1	IZW	44.900	3.90	-	UU	QQ	84.20%	-	Lfhayddw	3kNo	-	-	180	3sYd+180	-	144.00000
W	QEN	71.200	25.30	-	II-	GG-	2.60%	-	Dwbyaonp	3kXe	-	-	475	3pHg+475	-	907.00000

Tranche Comments

L: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144D/Upg Z; W: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144G/Fkb O; P-1: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144O/Aqk E; F-2: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Q/Iwr J; U: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144J/Foo P; G: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144F/Qcn N; W: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144T/Ibm A; S: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144X/Chl O; Fqp: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144W/Fki A;

Deal Comments

Ibc Hvkk Moeobjq 2.00. Tbo jovk eva blaoxoj ob KKZ457.75q

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 2006