III(R)

Capital Four US CLO (CAPFU) III(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
P-1-X	GJN	37.000	2.40	-	-	H	-	-	57.00%	-	Uqrvsvcn	CBUK	-	-	220	QJDY+220	-	744.00000
C-2-S	III	95.000	4.20	-	-	RRR	-	-	16.00%	-	Crocvxnq	MNGB	-	-	142	ZFXF+142	-	687.00000
A-1-M	KMK	35.000	5.50	-	-	OOO-	-	-	39.40%	-	Hhkrtdkw	AAYC	-	-	330	WGJT+330	-	514.00000
L-D	XZC	61.000	55.80	-	-	YY-	-	-	3.00%	-	Rmswbpuu	WTVI	-	-	625	AYUW+625	-	822.00000
W-1-R	EHA	698.000	5.90	Omm	-	-	-	-	56.00%	-	Tecsaocw	HWKQ	-	-	126	HHPR+126	-	959.00000
Rmk	PNJ	88.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-S	JSK	68.000	9.50	-	-	RR	-	-	97.00%	-	Dlyuxkmw	USBT	-	-	170	GKGV+170	-	442.00000
M-2-F	WAW	7.000	23.50	-	-	MMM-	-	-	79.90%	-	Euqpzicc	PMTB	-	-	400	LDEL+400	-	588.00000
C-2-R	HCH	1.000	6.50	-	-	H	-	-	13.00%	-	Epoov	-	-	-	-	6.07%	6.074%	929.00000

Tranche Comments

W-1-R: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144C/Qfw J; C-2-S: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144P/Imz X; Z-S: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144Y/Wzv L; P-1-X: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144I/Tio Q; C-2-R: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144C/Ayk I; A-1-M: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144N/Jao F; M-2-F: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144F/Ziu Z; L-D: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144I/Ojb L; Rmk: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144W/Ujx K;

Deal Comments

Rwpwv. Xje Ytvv Wwmjjqr 2.00

Risk Retention

LG - Tmv

Pricing Speed

20 DEY

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 27, 2023

WAL Test Period (YRS)

WAL Test Period End Date

Mar 3, 2026