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
Z-2	BVB	78.000	5.50	Rg1	-	-	-	-	52.00%	-	Llrzfsyb	PNLX	-	280	300	XHWB+300	-	592.00000
Y	MTF	64.000	1.50	-	-	ZZ	-	-	10.00%	-	Yyrurfpy	DJQD	-	320-330	335	MYVO+335	-	348.00000
C	NAG	69.000	7.20	-	-	S	-	-	68.00%	-	Hydaawus	PEGH	-	410-420	425	DCUZ+425	-	312.00000
C	NXM	81.800	6.60	-	-	GG-	-	-	92.80%	-	Cxsuuase	IOFO	-	1000j	1000	JJTL+845	-	62.80000
Bms	KJK	42.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-1	CJY	464.000	6.70	Foo	-	-	-	-	66.00%	-	Ncehudpa	NMHJ	-	-	250	JSDJ+250	-	621.00000
Y-1	WWH	36.200	9.70	-	-	UUU-	-	-	16.00%	-	Cvfzqlpb	BSVO	-	-	675	SLOZ+580	-	51.00000
L-2	YZM	2.300	5.10	-	-	LLL-	-	-	40.00%	-	Epyls	-	-	-	675	9.32%	-	26.00000

Tranche Comments

P-1: First Pay: 2023-07-15; Registration: 144W/Icd N; Z-2: First Pay: 2023-07-15; Registration: 144Y/Vhp O; Y: First Pay: 2023-07-15; Registration: 144F/Hky A; C: First Pay: 2023-07-15; Registration: 144B/Vby T; Y-1: First Pay: 2023-07-15; Registration: 144O/Gwl Z; L-2: First Pay: 2023-07-15; Registration: 144D/Ent E; C: First Pay: 2023-07-15; Registration: 144H/Xsi G; Bms: First Pay: 2023-07-15; Registration: 144O/Qve O;

Deal Comments

Mmm Oyrr Upjamre 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)