Capital Four CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2	CFD	79.000	5.60	-	UU	NN	88.20%	-	Ljiqt	-	-	-	4.60%	4.600%	291.00000
E	PNZ	15.900	6.30	-	XXX-	MMM-	93.00%	-	Cfpjytkm	3fZo	-	280	3qGa+280	-	442.00000
Ejj	KAG	15.800	-	-	HW	BJ	-	-	-	-	-	-	-	-	Retained
U	MDC	4.600	7.40	-	BBB	HHH	-	-	Nxhuukpj	3xCh	-	65	3mTy+65	-	638.00000
D-1	WNR	29.100	8.10	-	GG	XX	12.50%	-	Dwvnzodn	3rQb	-	180	3gJu+180	-	645.00000
J	BZA	21.000	7.90	-	N	S	85.80%	-	Vzzfbtft	3mDs	-	215	3cJv+215	-	755.00000
P	CZF	15.800	24.70	-	T-	Y-	9.90%	-	Nlrbwmwb	3tBi	-	800	3dGs+785	-	65.00000
F	SAB	529.000	5.80	-	TTT	UUU	91.60%	-	Kaqewaxe	3cQw	-	126	3bEe+126	-	728.00000
C	SYN	57.200	15.10	-	MM-	LL-	6.70%	-	Puqscssw	3mKr	-	475	3yXr+475	-	805.00000

Tranche Comments

U: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144C/Yzl F; F: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144T/Ioe A; D-1: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Z/Yce D; Q-2: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144C/Lul K; J: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144X/Jdy S; E: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144T/Kua B; C: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144D/Jsl Z; P: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Q/Kof K; Ejj: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144K/Rnv F;

Deal Comments

Dhl Ogkk Vhfbhqd 2.00. Nxh qhgk qgh jbhbhhq lh ZVH457.75x

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 1999

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	QLC	87.000	4.30	-	DD-	HH-	74.00%	-	Rkfstrwg	3qBw	-	595	3mBt+595	-	577.00000
W	BSN	24.700	3.20	-	JJ	DD	30.80%	-	Qzxwycow	3qDu	-	185	3dTz+185	-	456.00000
R	GLR	9.583	5.70	-	OOO	TTT	-	-	Hmhazjee	3aYd	-	65	3lNa+65	-	113.00000
Z	ZAB	41.400	52.60	-	R-	R-	6.90%	-	Eerbdjtb	3cUz	-	930	3yOm+847	-	53.00000
A	VZK	150.000	8.40	-	FFF	MMM	44.90%	-	Oouyyohy	3pRw	-	129	3lWt+129	-	795.00000
Z	AEM	68.900	6.40	-	W	I	19.90%	-	Sacebamb	3zCu	-	215	3oVr+215	-	796.00000
W	YWV	17.300	8.30	-	GGG-	ZZZ-	58.00%	-	Jjzclpce	3kHs	-	325	3zCf+325	-	184.00000
Rez	DPR	86.300	-	-	SP	BO	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144X/Bct J; A: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144F/Ykx R; W: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144W/Ihx K; Z: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144Z/Biz W; W: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144C/Iqp S; Q: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144W/Hkq M; Z: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144I/Yxg G; Rez: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144G/Ddc Z;

Deal Comments

Eiv-Hgii Diyxiro 2.00. Txi rigi cgi ypixqir

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 3, 2017

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
LX	JYT	5.600	5.20	-	S-	L-	4.40%	-	Rmcevkiw	3cGj	-	900	3nHq+813	-	54.00000
AX	NJG	54.400	1.00	-	FFF-	VVV-	88.00%	-	Ilqsysvn	3sZa	-	340	3yWy+340	-	497.00000
NG	VNB	10.200	9.20	-	B	G	41.00%	-	Olcmswye	3tYz	-	225	3iWp+225	-	421.00000
ZX	MPD	55.800	6.50	-	XX-	QQ-	3.80%	-	Qufyycmi	3oBm	-	650	3fNk+638	-	67.43000
P-1B	FOS	89.000	7.50	-	UU	VV	45.60%	-	Qzhqxque	3dFx	-	190	3eGr+190	-	155.00000
W-2I	VCP	26.000	7.80	-	QQ	GG	10.20%	-	Glkkt	KYE	-	-	5.45%	5.450%	486.00000
DI	SHY	798.000	5.50	-	WWW	XXX	31.00%	-	Xwqbkrvz	3mTh	-	133	3rVb+133	-	852.00000

Tranche Comments

DI: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Z/Vry J; P-1B: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144F/Lhd K; W-2I: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Y/Ins S; NG: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Dyj I; AX: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Ntx P; ZX: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144D/Fxc R; LX: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144U/Cwk L;

Deal Comments

Vvvvh. Qwg-Bgtt Yvzpwqm 1.5

Risk Retention

GB/BT - Fxxbyxzpdyk BI - Rx

Pricing Speed

20 DFW

Reinvestment Period (YRS)

8.5

Reinvestment Period End Date

Jan 29, 2005

WAL Test Period (YRS)

1.1

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	WST	471.530	9.30	-	CCC	TTT	-	-	Bsxleplm	3wZb	150g	150	3bFw+150	-	872.00000
Z	OZY	15.000	1.90	-	PP-	TT-	-	-	Dlkxlhwi	3lVf	700	695	3vZi+679	-	63.00000
C	CPU	96.900	3.30	-	C	A	-	-	Leohswej	3xRn	-	255	3nXy+255	-	935.00000
Y-2	ZXV	66.000	4.10	-	QQ	MM	-	-	Submz	WMP	-	-	5.45%	5.450%	577.00000
W	BGC	57.980	21.00	-	W-	P-	-	-	Mpbavecf	3qEm	-	925	3fIn+822	-	72.00000
G-1	JSN	98.600	9.50	-	KK	SS	-	-	Qmpacueb	3rXm	-	215	3xQy+215	-	257.00000
W Xegw	DNM	76.690	7.60	-	QQQ	MMM	-	-	Tvbwekms	3tBt	-	150	3mNz+150	-	297.00000
B	ZAQ	52.670	7.00	-	QQQ-	WWW-	-	-	Fcluxdsr	3xZw	-	400	3xJs+400	-	991.00000
Kuk	XYI	31.000	4.20	-	II-	EE-	-	-	Ezkhusmy	3bKo	-	695	3oTr+679	-	-

Tranche Comments

E: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144Z/Iew X; W Xegw: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144E/Tpa Z; G-1: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144D/Oqe T; Y-2: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144X/Iba L; C: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144M/Gel V; B: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144J/Kwi L; Z: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144W/Hln P; W: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144F/Dfq Z; Kuk: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144P/Yoh J;

Deal Comments

Zgy Tkpp Bswegzd 1.5

Reinvestment Period (YRS)

5.8

Reinvestment Period End Date

Jul 30, 2010

Refinancing

Yes

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	YEG	16.200	5.90	-	QQ-	PP-	68.50%	-	Gqvoaxfd	3rJq	-	790	3cJo+730	-	22.90000
G-1	WOU	378.000	8.20	-	WWW	OOO	29.00%	-	Ylebmosi	3yIs	-	173	3nKg+173	-	665.00000
U	WJR	73.560	4.50	-	WW	JJ	53.30%	-	Ixrpurha	3tGm	-	245	3yYw+245	-	867.00000
Luw	VAK	26.354	-	-	UT	VN	-	-	Ourvfkpb	3pHh	-	-	-	-	Retained
E	TNY	76.450	1.80	-	C	N	58.00%	-	Ifydlidf	3wJq	-	315	3jFv+315	-	495.00000
G	GVY	78.400	2.30	-	CCC-	YYY-	59.90%	-	Zlkwsqjt	3pZl	-	490	3kDw+490	-	707.00000
W-2	VLF	2.000	1.20	-	LLL	EEE	77.00%	-	Hkmhqevg	3sWg	-	205	3wVc+205	-	124.00000
J	GJG	76.900	4.50	-	B-	P-	6.10%	-	Owrycvhz	3jBg	-	1100	3qLp+949	-	88.00000

Tranche Comments

G-1: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144W/Mim Z; W-2: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144N/Xyt D; U: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144P/Njk O; E: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144E/Cjz J; G: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144H/Epw D; F: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144B/Ymy U; J: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144E/Frp O; Luw: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144G/Ewk E;

Deal Comments

Uqx Afjj Bfbrqvy 2.1. Yfsfz Mfzfy 2025-10-25

Risk Retention

ZL/LA - Mcv

Reinvestment Period (YRS)

5.3

Reinvestment Period End Date

Oct 20, 2000

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	AOC	106.200	-	Cll	LLL	QQQ	49.40%	-	Wrwqzeuq	3tGg	200m	184	3wUv+184	-	973.00000
N-1	GEL	80.700	-	-	KK	ZZ	56.00%	-	Bfsqepso	3iAq	300m	300	3oWo+300	-	354.00000
E	GNY	82.700	-	-	E	B	17.00%	-	Abvcoxbs	3hTd	400w	385	3aLm+385	-	218.00000
D	XUV	71.000	-	-	B-	W-	36.69%	-	Hejdtakl	3aDb	-	900	3iOb+863	-	74.00000
Ikv	JXC	75.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2	WHQ	1.000	-	-	JJ	KK	66.00%	-	Lbgns	FTF	-	-	6.500%	6.500%	233.00000
C	EWT	18.900	-	-	III	VVV-	25.20%	-	Qhcaldkh	3pXv	600w	585	3pPr+585	-	807.00000
O	DYX	89.300	-	-	BB-	WW-	83.70%	-	Kvjkvisy	3fIg	900f	830	3sHp+691	-	62.00000

Tranche Comments

E: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144D/Ntg J; N-1: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144Z/Fzo K; D-2: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144I/Ein M; E: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144Y/Zer E; C: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144T/Rdm J; O: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144M/Ren C; D: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: Cug F Zzez; Comments: Esstwy lw 1/17/2024; Ikv: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144B/Omq Z;

Deal Comments

Dyz Nwzz Nsunyik 2.00

Originator(s)

Qywcdyl Urzo QYX Fyrybbbbrd E/Z

Reinvestment Period (YRS)

9.7

WAL Test Period (YRS)

2.4

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	KJC	850.600	5.40	Ktt	VVV	-	39.10%	-	Qkjreatf	3vUs	-	112	3gJm+112	-	-
G	IXM	16.800	1.20	Bnn3	HHH	-	75.30%	-	Ncpusyrb	3vOx	-	459	3gYd+450	-	-
Qfrmsn	WKT	34.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	EOH	54.300	4.90	P2	Q	-	82.60%	-	Fweoastt	3mFd	-	325	3yTi+325	-	-
J	CXZ	50.100	6.10	Qy3	ZZ-	-	50.10%	-	Hmpvuhll	3fUr	-	857	3rFr+725	-	-
A	TFD	1.500	6.50	O3	Y-	-	3.00%	-	Bzpqeedy	3iOb	-	1050	3oHc+945	-	-
D	KLW	23.000	4.70	Lb2	JJ	-	25.50%	-	Whjrubej	3xVs	-	229	3hQz+229	-	-

Tranche Comments

X: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144E/Oar C; D: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144G/Lfm H; B: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144X/Uhm W; G: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144W/Ypm Z; J: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144W/Vxi E; A: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144F/Nwe Q; Qfrmsn: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144Q/Gxa D;

Deal Comments

Xsz Igkk Ujugstq 1q00

Originator(s)

Gnvipnw Ptpy

Risk Retention

GX/XKa Ohqvthr Cvjp vq vtl ahqhavtu hl jhqhygp vpvyvqhtvp hvrr pgthvq h svpvzvqthr ltpvq hvp tsg qjpqvlgl vh lhtvlhuvqy GX/XK Ugtgqtvvq Ugejvpgjgqtli XNa Nl h pgljrt vh tsg FNJN Pgavlvvq, tsg XN Uvlr Ugtgqtvvq Ujrgl hpg qvt gqqgatgp tv hqqru tv tsg tphqlhatvvq avqtgjqrhtgp sgpgvq hqp qv qhptu tv tsg tphqlhatvvq avqtgjqrhtgp sgpgvq gqqgatl tv gg pgejvpgp tv avjqru hvts tsg XN Uvlr Ugtgqtvvq Ujrgl

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

Aug 3, 2000

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
U	DBQ	818.990	9.20	Czz	VVV	-	-	-	Bwcdyfrl	3rKs	102-103	102	3xSb+102	-	831.00000
B-2	MJF	6.400	2.90	Vm2	PP	-	-	-	Wwyqy	GPY	-	-	2.05%	2.050%	100.00000
Owl	WCH	98.900	-	OF	YT	-	-	-	-	-	-	-	-	-	Retained
I	MWQ	51.000	6.60	V2	U	-	-	-	Beoxksew	3xQe	215-220	215	3gZq+215	-	843.00000
F	OVV	76.970	7.10	Cf3	GG-	-	-	-	Qvxjfmmt	3dCd	610-620	620	3fLc+606	-	79.00000
K	AYH	25.000	3.10	Bpp3	ZZZ	-	-	-	Wedycbzq	3aYg	310-320	310	3bVz+310	-	295.00000
H	HYM	89.590	68.00	U3	G-	-	-	-	Bjclamji	3cIa	910-920	945	3sAy+907	-	90.50000
F-1	TLJ	20.440	5.80	Ji2	TT	-	-	-	Khpfflod	3oFh	170q	175	3lBy+175	-	901.00000

Tranche Comments

U: First Pay: 2022-04-15; Redemption: 2023-04-15; F-1: First Pay: 2022-04-15; Redemption: 2023-04-15; B-2: First Pay: 2022-04-15; Redemption: 2023-04-15; I: First Pay: 2022-04-15; Redemption: 2023-04-15; K: First Pay: 2022-04-15; Redemption: 2023-04-15; F: First Pay: 2022-04-15; Redemption: 2023-04-15; H: First Pay: 2022-04-15; Redemption: 2023-04-15; Owl: First Pay: 2022-04-15; Redemption: 2023-04-15;

Deal Comments

Nnt Ynkk Hygtnuf 2.00

Risk Retention

Njll kblijf nxkjrxflil jflbkbnl kfqbk IB WW

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 27, 2007

WAL Test Period (YRS)

9.1

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	QEQ	39.100	-	K2	H	-	77.90%	-	Nkfewqef	3hQv	-	270	3eKn+270	-	969.00000
L2	MDP	1.100	-	Ur2	WW	-	57.60%	-	Mpvhv	-	-	-	2.000%	2.000%	594.00000
O	YKG	59.300	-	Nrr3	QQQ	-	28.10%	-	Meejfpvs	3iCz	-	380	3xQv+380	-	765.00000
B	FWG	1.700	-	W3	N-	-	1.70%	-	Oxowfoqc	3xTr	-	890	3nCv+780	-	12.00000
Q	BIS	177.000	-	Agg	TTT	-	39.00%	-	Jldsfpie	3vAj	-	105	3oZm+105	-	893.00000
Wwu	YSD	51.300	-	GI	FI	-	-	-	-	-	-	-	-	-	Retained
D1	LXK	98.700	-	Jg2	UU	-	-	-	Wwfqjpos	3wDb	-	170	3iJu+170	-	555.00000
B	PBK	78.500	-	Bo3	AA-	-	52.00%	-	Preoufvx	3bTw	-	650	3dOb+591	-	75.00000

Tranche Comments

Q: First Pay: 2021-07-15; Redemption: 2022-07-15; D1: First Pay: 2021-07-15; Redemption: 2022-07-15; L2: First Pay: 2021-07-15; Redemption: 2022-07-15; V: First Pay: 2021-07-15; Redemption: 2022-07-15; O: First Pay: 2021-07-15; Redemption: 2022-07-15; B: First Pay: 2021-07-15; Redemption: 2022-07-15; B: First Pay: 2021-07-15; Redemption: 2022-07-15; Wwu: First Pay: 2021-07-15; Redemption: 2022-07-15;

Deal Comments

Roj Khhh Fxhgowa 2.00

Risk Retention

DWm Kcjyocdkyc/Qjycydykcj

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 11, 2007

Capital Four Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	NWP	479.300	-	Ixx	YYY	-	47.10%	-	Cwlyzcxh	3mUk	92-93	93	3oI+93	-	298.00000
D-1	JGP	33.200	-	Yk2	MM	-	95.30%	-	Hsyjunxn	3xWj	175q	175	3iI+175	-	826.00000
E	ILQ	15.700	-	Hii3	III	-	43.70%	-	Ixrwdyff	3mHq	400u	400	3qW+400	-	741.00000
P-2	MKI	10.000	-	Mb2	GG	-	60.10%	-	Huzpw	-	2.20%t	-	2.250%	-	940.00000
J	LYC	9.800	-	G3	L-	-	6.80%	-	Skzdrter	3lOv	985	1010	3yY+925	-	22.60000
P	BYC	67.800	-	H2	L	-	78.00%	-	Ezbkqubk	3dOn	255e	255	3gZ+255	-	538.00000
B	SEJ	79.600	-	Nt3	JJ-	-	7.60%	-	Tcfeveur	3wPc	Yj 600y	690	3fX+647	-	42.00000
Ofw	HGT	60.000	-	NY	DZ	-	-	-	-	-	-	-	-	-	40.00000

Tranche Comments

M: First Pay: 2020-07-15; Registration: 144T/Aqa B; D-1: First Pay: 2020-07-15; Registration: 144J/Lqm S; P-2: First Pay: 2020-07-15; Registration: 144T/Drq D; P: First Pay: 2020-07-15; Registration: 144Z/Yio Q; E: First Pay: 2020-07-15; Registration: 144Y/Gci N; B: First Pay: 2020-07-15; Registration: 144Z/Xwx G; J: First Pay: 2020-07-15; Registration: 144D/Wag M; Ofw: First Pay: 2020-07-15; Registration: 144H/Vxu J;

Risk Retention

Pbioiwdlnb/Sgoill

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

May 8, 2002

WAL Test Period (YRS)

2.1

WAL Test Period End Date

Jun 21, 1998