III

Capital Four US CLO (CAPFU) III

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Capital Four Group

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
B-2	MFO	1.900	1.20	-	-	YYY-	-	-	21.00%	-	Imcrw	-	-	-	675	9.32%	-	64.00000
E-1	ZCO	89.200	6.40	-	-	YYY-	-	-	25.00%	-	Xmslmxao	ASMM	-	-	675	LZXK+580	-	39.00000
N	RIO	18.300	6.20	-	-	NN-	-	-	67.90%	-	Xzzdbfkp	KSNK	-	1000n	1000	PMAV+845	-	16.60000
G-1	AET	835.000	4.10	Zbb	-	-	-	-	60.00%	-	Bcxkvcma	HGLY	-	-	250	ZDFY+250	-	978.00000
A-2	QOC	19.000	2.80	Ts1	-	-	-	-	40.00%	-	Yyxltitv	LYPY	-	280	300	ZDYM+300	-	395.00000
P	ASY	90.000	3.20	-	-	D	-	-	55.00%	-	Lkyjffsq	QJHM	-	410-420	425	MBXC+425	-	676.00000
J	YHV	36.000	4.70	-	-	CC	-	-	27.00%	-	Qfqdyxxu	JJYB	-	320-330	335	TCMW+335	-	507.00000
Cye	WLZ	22.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-1: First Pay: 2023-07-15; Registration: 144X/Hrh S; A-2: First Pay: 2023-07-15; Registration: 144J/Nvg N; J: First Pay: 2023-07-15; Registration: 144Q/Qxb Z; P: First Pay: 2023-07-15; Registration: 144X/Pkq M; E-1: First Pay: 2023-07-15; Registration: 144U/Pbx I; B-2: First Pay: 2023-07-15; Registration: 144K/Xvv B; N: First Pay: 2023-07-15; Registration: 144X/Zah F; Cye: First Pay: 2023-07-15; Registration: 144F/Zze M;

Deal Comments

Uxz Ifss Tmymxnd 2.00

Reinvestment Period (YRS)

Reset

Yes

WAL Test Period (YRS)