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
P1L	OUZ	85.000	-	DG	-	O	-	-	-	-	Jcuzqskz	BJOX	-	-	325	BLIC+325	-	-
PL	YEW	81.000	-	II	-	QQQ-	-	-	-	-	Quwxfkrn	XZWM	-	-	500	VPSZ+500	-	-
D	AMY	9.000	-	Xpp	-	PK	-	-	-	-	Omlwolhw	AZIG	-	-	130	PPKS+130	-	-
Xic	UNW	15.320	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
DY	JOQ	318.000	-	Pnn	-	LZ	-	-	-	-	Qyhulxku	UKPX	-	-	190	NEDB+190	-	-
XG	PHL	74.800	-	GE	-	GG-	-	-	-	-	Svrdqhma	KBSC	-	-	850	SNWQ+850	-	-
QU	IML	23.000	-	GQ	-	FF	-	-	-	-	Qudxorkb	EMMX	-	-	265	CBJN+265	-	-
V2G	RWH	31.000	-	PE	-	A	-	-	-	-	Iwqpt	-	-	-	-	6.742%	-	-

Tranche Comments

D: Redemption: 2026-01-20; Registration: 144C/Qaz E; DY: Redemption: 2026-01-20; Registration: 144D/Ayg M; QU: Redemption: 2026-01-20; Registration: 144A/Ods Q; P1L: Redemption: 2026-01-20; Registration: 144V/Xjw L; V2G: Redemption: 2026-01-20; Registration: 144J/Fod L; PL: Redemption: 2026-01-20; Registration: 144V/Wdd Q; XG: Redemption: 2026-01-20; Registration: 144W/Cwy E; Xic: Redemption: 2026-01-20; Registration: 144Q/Qic T;

Deal Comments

Wbsbk. Ltn Dagg Ybhrtkf 2.1

Risk Retention

VE - Mxg

Reinvestment Period (YRS)

3.9

Reinvestment Period End Date

Sep 22, 2018

Reset

Yes