II(R)

Capital Four US CLO (CAPFU) II(R)

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
ZW	VYD	87.800	-	ZO	-	CC-	-	-	-	-	Bwspkysp	ZOBU	-	-	850	NQDG+850	-	-
O	XHT	8.000	-	Zmm	-	ZA	-	-	-	-	Ofkxsuui	TBNW	-	-	130	XEOW+130	-	-
CM	HXT	38.000	-	WN	-	CC	-	-	-	-	Tcyaykvy	NTGD	-	-	265	HZDJ+265	-	-
Jki	WTK	81.130	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
IO	JMH	90.000	-	JO	-	SSS-	-	-	-	-	Vclatajz	NPLV	-	-	500	GGUM+500	-	-
WE	HUA	997.000	-	Pff	-	HN	-	-	-	-	Dpksfong	UBOJ	-	-	190	COOP+190	-	-
M1R	MGB	70.000	-	IT	-	K	-	-	-	-	Vvhpcjsq	IWQO	-	-	325	NPBT+325	-	-
M2C	CBQ	95.000	-	CQ	-	X	-	-	-	-	Aoifc	-	-	-	-	6.742%	-	-

Tranche Comments

O: Redemption: 2026-01-20; Registration: 144U/Zdf S; WE: Redemption: 2026-01-20; Registration: 144O/Ndh I; CM: Redemption: 2026-01-20; Registration: 144F/Qzk H; M1R: Redemption: 2026-01-20; Registration: 144H/Pvb W; M2C: Redemption: 2026-01-20; Registration: 144Y/Bex V; IO: Redemption: 2026-01-20; Registration: 144K/Ehk N; ZW: Redemption: 2026-01-20; Registration: 144T/Wkg E; Jki: Redemption: 2026-01-20; Registration: 144V/Fnk A;

Deal Comments

Umemp. Kks Ctbb Xmhuken 2.1

Risk Retention

TT - Vhu

Reinvestment Period (YRS)

4.9

Reinvestment Period End Date

Mar 2, 2019