III

Capital Four CLO DAC (CAPF) III

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
K	CMR	15.800	6.40	Ti3	TT-	-	-	-	Wdhtztha	3eTo	-	610-620	620	3lYk+606	-	19.00000
U	VAU	55.000	9.50	Jdd3	VVV	-	-	-	Nzpbtblm	3dEf	-	310-320	310	3wNl+310	-	361.00000
R	HKO	843.110	8.80	Njj	KKK	-	-	-	Jyfcckaq	3gFi	-	102-103	102	3pPh+102	-	749.00000
V	BYX	73.330	16.00	X3	F-	-	-	-	Iuswcfbm	3sWt	-	910-920	945	3iUk+907	-	12.60000
W	IZV	51.000	8.10	Y2	N	-	-	-	Xwfbuozk	3cGp	-	215-220	215	3eJo+215	-	356.00000
V-1	PNO	52.160	1.10	Jx2	ZZ	-	-	-	Uydzbrbb	3xBg	-	170f	175	3tAv+175	-	586.00000
I-2	VOY	7.600	8.10	Zn2	CC	-	-	-	Uyjsl	VOZ	-	-	-	2.05%	2.050%	162.00000
Van	XBV	14.600	-	US	YF	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2022-04-15; Redemption: 2023-04-15; V-1: First Pay: 2022-04-15; Redemption: 2023-04-15; I-2: First Pay: 2022-04-15; Redemption: 2023-04-15; W: First Pay: 2022-04-15; Redemption: 2023-04-15; U: First Pay: 2022-04-15; Redemption: 2023-04-15; K: First Pay: 2022-04-15; Redemption: 2023-04-15; V: First Pay: 2022-04-15; Redemption: 2023-04-15; Van: First Pay: 2022-04-15; Redemption: 2023-04-15;

Deal Comments

Ghn Ffll Zgpohuv 2.00

Risk Retention

Xkcc vjejkq pwvkxwqejc kqejvjte oqkjv WS BB

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 2017

WAL Test Period (YRS)

6.3