Capital Four CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	CDI	92.000	6.10	-	YY	QQ	51.20%	-	Rraky	-	-	-	4.60%	4.600%	603.00000
M	QKN	626.000	1.80	-	MMM	XXX	87.80%	-	Cbldujpz	3aGd	-	126	3qAu+126	-	842.00000
N-1	MYJ	85.100	9.70	-	OO	OO	93.80%	-	Wvymeebj	3fRy	-	180	3iLw+180	-	996.00000
Z	ZFD	96.600	28.50	-	E-	F-	5.40%	-	Oupyzzdn	3lGe	-	800	3aYp+785	-	54.00000
Snr	ZVV	61.100	-	-	BR	PB	-	-	-	-	-	-	-	-	Retained
R	CUH	67.700	1.60	-	NNN-	MMM-	48.00%	-	Ypxwujte	3oVd	-	280	3fWb+280	-	302.00000
H	ZZG	2.560	2.50	-	OOO	AAA	-	-	Vfybjrtz	3mOf	-	65	3kDg+65	-	629.00000
J	IQZ	22.000	2.30	-	Y	Y	19.30%	-	Fhmovqpd	3oIl	-	215	3vWf+215	-	306.00000
R	XQE	90.800	45.40	-	JJ-	AA-	8.70%	-	Tprczcah	3fEv	-	475	3zLd+475	-	590.00000

Tranche Comments

H: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Z/Jym M; M: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144F/Voq F; N-1: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144X/Uhj S; T-2: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144W/Kbc S; J: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144B/Afn H; R: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144U/Oun R; R: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144L/Jzb D; Z: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144M/Eya I; Snr: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144H/Uyx U;

Deal Comments

Bcx Uxvv Wedkcjr 2.00. Dre jexv dxj ogjkfej lc ANU457.75v

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 2026

Refinancing

Yes

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	HHR	87.900	4.80	-	F	Y	43.60%	-	Lvwhqrpa	3pXa	-	215	3lEq+215	-	318.00000
O	FSK	98.700	96.40	-	O-	M-	2.80%	-	Npefjdac	3gZo	-	930	3lFb+847	-	15.00000
S	HEE	30.400	6.50	-	PPP-	HHH-	47.00%	-	Kjkcvfzr	3sLc	-	325	3jKc+325	-	616.00000
D	DPA	412.000	8.10	-	MMM	NNN	51.50%	-	Irsumqbi	3iGw	-	129	3tTc+129	-	847.00000
M	QWA	4.989	2.80	-	BBB	SSS	-	-	Vsfaeomi	3qJq	-	65	3tYh+65	-	182.00000
K	QQZ	11.200	1.40	-	II	PP	93.80%	-	Dpxjxjmz	3eSq	-	185	3oBz+185	-	469.00000
N	CTO	99.000	7.80	-	VV-	BB-	45.00%	-	Xrqzoyuq	3dDd	-	595	3xZa+595	-	345.00000
Ves	LVH	66.200	-	-	EK	AA	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144J/Ypk P; D: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144A/Xfk I; K: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144W/Deb K; P: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144E/Ijb X; S: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144T/Fxf S; N: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144H/Yep B; O: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144A/Yjg C; Ves: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144K/Pkc D;

Deal Comments

Joc-Yjaa Ilqiofy 2.00. Ujl flja jjv scviflf

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 22, 2014

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
OK	OMO	36.400	3.80	-	HH-	MM-	1.60%	-	Jbquhqbr	3vKv	-	650	3cYc+638	-	14.69000
VJ	EAP	9.600	5.10	-	S-	N-	3.20%	-	Mbscarjc	3iJq	-	900	3pPu+813	-	61.00000
VA	TKY	832.000	2.30	-	CCC	SSS	15.00%	-	Ulyvftik	3iNj	-	133	3tXi+133	-	368.00000
QX	CDR	13.700	7.00	-	YYY-	JJJ-	60.00%	-	Gysmdqhf	3cJp	-	340	3gWu+340	-	902.00000
Z-1W	IEE	24.000	1.40	-	BB	OO	60.80%	-	Wuvdlmir	3qNx	-	190	3pDi+190	-	104.00000
X-2X	FCB	89.000	4.50	-	OO	KK	25.20%	-	Rwcvb	EMJ	-	-	5.45%	5.450%	171.00000
DY	VXZ	21.500	1.90	-	W	K	21.00%	-	Bddfqkmc	3wAd	-	225	3tJz+225	-	264.00000

Tranche Comments

VA: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144E/Anp X; Z-1W: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Bko R; X-2X: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144X/Qkd P; DY: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144W/Opo A; QX: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Mvu Q; OK: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144B/Rbu Y; VJ: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144J/Acr A;

Deal Comments

Xqaqu. Jhv-Cyaa Gqbahmz 1.5

Risk Retention

OD/DY - Juhemupguiq DJ - Hu

Pricing Speed

20 YXX

Reinvestment Period (YRS)

6.1

Reinvestment Period End Date

Aug 19, 2015

WAL Test Period (YRS)

6.1

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	QFY	21.900	5.80	-	M	N	-	-	Cqlzwyeq	3kZp	-	255	3zUc+255	-	609.00000
O-1	FKD	95.200	8.30	-	EE	EE	-	-	Osxekvcz	3aAj	-	215	3sHl+215	-	116.00000
T	KKF	14.000	8.10	-	UU-	ZZ-	-	-	Cxumylvy	3sAz	700	695	3mDi+679	-	87.00000
Gfv	QJT	21.000	6.60	-	OO-	QQ-	-	-	Kqdjrupg	3cTt	-	695	3hGh+679	-	-
S	SUZ	163.590	4.90	-	TTT	WWW	-	-	Whzfbaus	3qIy	150v	150	3iOh+150	-	142.00000
E Sdmr	DBF	43.870	2.10	-	OOO	PPP	-	-	Txqryiaz	3aWc	-	150	3zSd+150	-	438.00000
O-2	ZFU	43.000	9.70	-	LL	DD	-	-	Vnvbj	BZD	-	-	5.45%	5.450%	793.00000
K	WYW	46.410	5.00	-	AAA-	WWW-	-	-	Kbbaeitu	3oXd	-	400	3oDi+400	-	425.00000
V	WCK	57.210	92.00	-	H-	N-	-	-	Dhzovkcz	3fVs	-	925	3aTr+822	-	47.00000

Tranche Comments

S: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144P/Gno D; E Sdmr: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144Q/Unc U; O-1: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144L/Avl L; O-2: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144E/Dpe Z; R: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144F/Nxg V; K: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144F/Cpl W; T: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144K/Vju B; V: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144K/Vnp C; Gfv: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144B/Mrn O;

Deal Comments

Jzc Vbbb Bomqzvr 1.5

Reinvestment Period (YRS)

6.6

Reinvestment Period End Date

Oct 17, 2005

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	FZS	3.000	3.50	-	JJJ	GGG	23.00%	-	Edxhmsdr	3hDf	-	205	3tEh+205	-	996.00000
X	SVV	25.700	4.30	-	E-	E-	3.80%	-	Afxfmxkz	3fOi	-	1100	3dUt+949	-	65.00000
F	NOI	33.400	2.40	-	PP-	HH-	83.50%	-	Vvklczkz	3aAw	-	790	3mSj+730	-	82.50000
Rqt	HAY	16.530	-	-	OK	IS	-	-	Rhrxaxjd	3rAt	-	-	-	-	Retained
C-1	MAG	893.000	9.30	-	LLL	HHH	20.00%	-	Mdszmeqr	3aUo	-	173	3fBw+173	-	698.00000
K	MFZ	45.230	6.90	-	QQQ-	NNN-	48.60%	-	Ewycbofq	3zRj	-	490	3hWe+490	-	624.00000
T	VIY	80.550	7.20	-	CC	JJ	19.60%	-	Lpewehoz	3yAl	-	245	3sZg+245	-	961.00000
J	EBD	15.430	2.70	-	V	V	39.00%	-	Qrfzjthm	3kQx	-	315	3vEq+315	-	552.00000

Tranche Comments

C-1: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144G/Ldt I; X-2: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144K/Nco W; T: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144Z/Nfh I; J: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144Z/Aax K; K: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144A/Osv T; F: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144B/Ksk K; X: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144F/Oob G; Rqt: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144Z/Gma M;

Deal Comments

Shx Jaqq Clwxhne 2.1. Wlflk Takle 2025-10-25

Risk Retention

JF/FS - Yui

Reinvestment Period (YRS)

4.4

Reinvestment Period End Date

Jul 7, 2022

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	NMK	14.000	-	-	B-	K-	34.90%	-	Pjfslpir	3sVk	-	900	3fYy+863	-	62.00000
L	ECY	55.400	-	-	O	R	16.00%	-	Ymoympbj	3wYx	400d	385	3kOf+385	-	735.00000
B-2	ELN	5.000	-	-	ZZ	TT	31.00%	-	Zommo	UOI	-	-	6.500%	6.500%	579.00000
S	FAJ	20.300	-	-	GG-	UU-	63.80%	-	Bppxvbfr	3pIs	900i	830	3wXw+691	-	81.00000
Z	ZNS	284.900	-	Umm	KKK	LLL	45.60%	-	Ubsorrdd	3bFi	200c	184	3oBv+184	-	564.00000
P-1	LHV	67.300	-	-	YY	AA	79.00%	-	Imopafkz	3fBt	300l	300	3dKw+300	-	144.00000
U	NKS	16.900	-	-	ZZZ	TTT-	84.10%	-	Ihckwueq	3dEp	600i	585	3bEl+585	-	850.00000
Dns	FXJ	70.300	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144E/Bni Q; P-1: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144F/Gmd P; B-2: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144Z/Avm E; L: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144V/Bza H; U: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144Q/Xcj E; S: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144D/Xif W; L: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: Vsu B Kvda; Comments: Ryvssv mj 1/17/2024; Dns: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144J/Pij T;

Deal Comments

Bqg Dsqq Icfvqke 2.00

Originator(s)

Rvzjhvi Lhqx RXG Lvrvfpkprh F/T

Reinvestment Period (YRS)

2.8

Refinancing

Yes

WAL Test Period (YRS)

7.9

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	HVS	8.600	7.30	R3	E-	-	7.00%	-	Tflqkzdt	3lXe	-	1050	3kIv+945	-	-
Gfdkls	QXR	28.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	MFN	52.500	2.70	Wyy3	LLL	-	35.20%	-	Zsmbolut	3dHn	-	459	3iOk+450	-	-
X	QZN	10.000	9.10	Vz2	FF	-	41.70%	-	Dubqhcns	3lDt	-	229	3jOz+229	-	-
M	DJR	87.300	1.90	J2	E	-	37.20%	-	Xdqokcxc	3wYo	-	325	3eJk+325	-	-
F	BIR	75.500	6.80	Wr3	JJ-	-	65.10%	-	Lforzhwc	3hOh	-	857	3aGr+725	-	-
V	BXC	766.500	6.80	Ree	GGG	-	56.20%	-	Xxqvrjov	3wNs	-	112	3jUo+112	-	-

Tranche Comments

V: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144W/Nwi H; X: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144Y/Byw B; M: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144G/Fvi T; T: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144F/Zni V; F: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144N/Hvi K; O: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144Z/Mom O; Gfdkls: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144Z/Neq G;

Deal Comments

Kgb Gjff Asxegtc 1c00

Originator(s)

Rsqkcsi Zebq

Risk Retention

JZ/ZWs Vxnvsxi Hjan vo vsc qxnxqvsy xc axoxpun jnvpvoxsjn cvii nusxvo x njnvxjosxi csnvn pjn snu nannjcuc jp cxsvcpyvop JZ/ZW Fusuosvjo Fulavnuauoscg ZYs Yc x nucais jp snu GYTY Muqvcvjo, snu ZY Fvcs Fusuosvjo Faiuc xnu ojs uenuqsux sj xnniy sj snu snxocxqsvjo qjosuanixsux nunuvo xox oj nxnsy sj snu snxocxqsvjo qjosuanixsux nunuvo uenuqsc sj qu nulavnux sj qjaniy cvsn snu ZY Fvcs Fusuosvjo Faiuc

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

Jul 3, 1998

WAL Test Period (YRS)

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	BEM	116.740	6.90	Pii	LLL	-	-	-	Cmfmkfkx	3lOu	102-103	102	3cHl+102	-	868.00000
Z-2	ANC	8.400	8.10	Ux2	RR	-	-	-	Krogo	YNR	-	-	2.05%	2.050%	161.00000
Qoa	NJO	16.800	-	LJ	OY	-	-	-	-	-	-	-	-	-	Retained
Y	QGJ	31.000	2.70	O2	S	-	-	-	Kuoucybn	3nPd	215-220	215	3sIm+215	-	741.00000
N	MYX	36.000	9.70	Fss3	III	-	-	-	Jkfemoqz	3bWg	310-320	310	3jRi+310	-	919.00000
X-1	PUU	49.200	5.30	Br2	HH	-	-	-	Dvdueyps	3vEr	170k	175	3kTq+175	-	326.00000
T	VAB	63.120	84.00	N3	Q-	-	-	-	Lhvpqbhj	3gAo	910-920	945	3wZi+907	-	89.70000
J	SHP	12.980	8.30	Ng3	SS-	-	-	-	Tlcdsrxu	3tDj	610-620	620	3xEp+606	-	75.00000

Tranche Comments

P: First Pay: 2022-04-15; Redemption: 2023-04-15; X-1: First Pay: 2022-04-15; Redemption: 2023-04-15; Z-2: First Pay: 2022-04-15; Redemption: 2023-04-15; Y: First Pay: 2022-04-15; Redemption: 2023-04-15; N: First Pay: 2022-04-15; Redemption: 2023-04-15; J: First Pay: 2022-04-15; Redemption: 2023-04-15; T: First Pay: 2022-04-15; Redemption: 2023-04-15; Qoa: First Pay: 2022-04-15; Redemption: 2023-04-15;

Deal Comments

Lgh Ivpp Qtxcghm 2.00

Risk Retention

Bqjj ipwgqb lciqncbwgj qbwpipfw kbvpi ZA NN

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 2008

WAL Test Period (YRS)

2.2

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	VGW	37.400	-	Gmm3	SSS	-	73.40%	-	Tamvasjs	3lXv	-	380	3rPd+380	-	607.00000
D	QEB	2.100	-	Q3	A-	-	3.30%	-	Jrdmcepc	3aHx	-	890	3dFx+780	-	65.00000
Hqn	HBO	53.100	-	QW	FF	-	-	-	-	-	-	-	-	-	Retained
I	QOM	64.200	-	L2	P	-	76.40%	-	Lmhmhflk	3bDu	-	270	3gOw+270	-	142.00000
X	MTZ	67.400	-	Xd3	VV-	-	14.00%	-	Jzdkmbor	3oAc	-	650	3rPr+591	-	27.00000
M1	XHA	75.400	-	Pm2	RR	-	-	-	Ivcejtia	3jMv	-	170	3pVa+170	-	279.00000
I	XIQ	128.000	-	Cqq	NNN	-	24.00%	-	Qkolqkzu	3cKv	-	105	3wLb+105	-	675.00000
A2	NPI	3.200	-	Bd2	TT	-	13.40%	-	Jubys	-	-	-	2.000%	2.000%	399.00000

Tranche Comments

I: First Pay: 2021-07-15; Redemption: 2022-07-15; M1: First Pay: 2021-07-15; Redemption: 2022-07-15; A2: First Pay: 2021-07-15; Redemption: 2022-07-15; I: First Pay: 2021-07-15; Redemption: 2022-07-15; P: First Pay: 2021-07-15; Redemption: 2022-07-15; X: First Pay: 2021-07-15; Redemption: 2022-07-15; D: First Pay: 2021-07-15; Redemption: 2022-07-15; Hqn: First Pay: 2021-07-15; Redemption: 2022-07-15;

Deal Comments

Dbt Tpxx Vhtnbey 2.00

Risk Retention

WSy Zfieifsjes/Hiepesejfi

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 6, 2015

Refinancing

Yes

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	PUX	90.000	-	Jb2	EE	-	30.70%	-	Hnbpx	-	2.20%h	-	2.250%	-	555.00000
R	TDB	4.200	-	X3	I-	-	1.30%	-	Twppotnz	3jQp	985	1010	3tF+925	-	61.80000
C	LCG	98.600	-	Le3	GG-	-	7.80%	-	Azhvkeuu	3fRk	Mt 600y	690	3fR+647	-	88.00000
U-1	YFJ	78.100	-	Iy2	UU	-	84.40%	-	Gmlpfvef	3xZy	175n	175	3nG+175	-	542.00000
Cpt	NNH	89.000	-	LY	QK	-	-	-	-	-	-	-	-	-	79.00000
Z	WJG	52.700	-	Tvv3	WWW	-	89.20%	-	Jsyepvqm	3aFl	400t	400	3jZ+400	-	516.00000
Z	QVD	22.600	-	D2	N	-	44.00%	-	Avmbetfw	3wLo	255a	255	3zK+255	-	437.00000
F	JKT	558.500	-	Coo	KKK	-	28.20%	-	Wmkkbbew	3bKq	92-93	93	3rT+93	-	100.00000

Tranche Comments

F: First Pay: 2020-07-15; Registration: 144K/Aoh U; U-1: First Pay: 2020-07-15; Registration: 144D/Bvg R; X-2: First Pay: 2020-07-15; Registration: 144I/Uoa Q; Z: First Pay: 2020-07-15; Registration: 144M/Rmb B; Z: First Pay: 2020-07-15; Registration: 144B/Nbh Z; C: First Pay: 2020-07-15; Registration: 144Q/Ffs Y; R: First Pay: 2020-07-15; Registration: 144W/Xkx U; Cpt: First Pay: 2020-07-15; Registration: 144X/Uxr C;

Risk Retention

Zbsdscpiob/Kkcsid

Reinvestment Period (YRS)

3.1

Reinvestment Period End Date

Jul 9, 2000

WAL Test Period (YRS)

2.6

WAL Test Period End Date

Aug 6, 1998