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
X	ZOS	12.000	5.20	-	R	V	88.40%	-	Scjavavm	3mBf	-	-	215	3cKr+215	-	162.00000
W	CJT	294.000	4.90	-	CCC	WWW	54.20%	-	Tmclqhbe	3dEt	-	-	126	3eXr+126	-	466.00000
Ejy	KAM	83.900	-	-	NM	UU	-	-	-	-	-	-	-	-	-	Retained
F-2	MNU	78.000	9.10	-	QQ	NN	95.60%	-	Dqyew	-	-	-	-	4.60%	4.600%	795.00000
B	YDT	41.700	99.20	-	O-	B-	3.70%	-	Qflhdwmc	3dEc	-	-	800	3dKl+785	-	39.00000
B	TTE	74.700	3.10	-	BBB-	GGG-	30.00%	-	Zlfcakyd	3lNg	-	-	280	3rEb+280	-	902.00000
J	CXA	72.100	70.50	-	II-	XX-	7.90%	-	Asjpzzwm	3wBq	-	-	475	3xId+475	-	813.00000
S	KEO	7.870	6.20	-	PPP	JJJ	-	-	Eyecadna	3gYn	-	-	65	3xPm+65	-	261.00000
J-1	JMI	29.600	4.50	-	NN	VV	77.10%	-	Gfewfpui	3rWc	-	-	180	3iZh+180	-	568.00000

Tranche Comments

S: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Z/Cfx K; W: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144M/Ohj E; J-1: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Z/Axs S; F-2: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144L/Mqy D; X: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144U/Lun K; B: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Q/Ris A; J: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144M/Ecg V; B: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144P/Hfb X; Ejy: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144O/Exx F;

Deal Comments

Ala Xkqq Nahylxn 2.00. Wfa xakq bkv whvysax ll TJB457.75z

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 12, 2020