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
J	AFJ	47.000	4.60	-	Y	G	52.20%	-	Xwwjacvs	3gIu	-	-	215	3yRq+215	-	210.00000
T	YFC	18.100	94.30	-	Z-	Z-	7.50%	-	Wuzumezv	3gOk	-	-	800	3mKn+785	-	59.00000
Y	SXO	1.670	1.80	-	WWW	EEE	-	-	Wwooykoc	3kSb	-	-	65	3gHz+65	-	509.00000
G	BEP	56.100	6.50	-	VVV-	XXX-	97.00%	-	Njefshxn	3gFd	-	-	280	3qWo+280	-	356.00000
K	JZU	28.200	22.40	-	II-	MM-	1.80%	-	Bdzpolob	3fQn	-	-	475	3sMv+475	-	709.00000
W	EWH	473.000	9.60	-	KKK	LLL	22.90%	-	Kwvbcvfb	3tZx	-	-	126	3nXs+126	-	662.00000
H-1	NND	81.600	8.50	-	UU	GG	75.60%	-	Rqqkfhtc	3iDy	-	-	180	3oRg+180	-	653.00000
U-2	IDU	16.000	4.20	-	TT	ZZ	12.40%	-	Abzle	-	-	-	-	4.60%	4.600%	894.00000
Ktm	BTL	36.700	-	-	AQ	AJ	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144W/Lim Q; W: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144A/Nrv A; H-1: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144O/Xuk Y; U-2: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Q/Hmk F; J: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144H/Whv U; G: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144I/Bqv U; K: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144C/Ixo D; T: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Y/Jyt Y; Ktm: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144A/Owa S;

Deal Comments

Zyq Zyll Oxlbyej 2.00. Nex exyl yyl znlbkxe dy OYT457.75z

Reinvestment Period (YRS)

Reinvestment Period End Date

May 25, 2007

Reset

Yes