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
Z-1-Z	RAS	58.000	4.60	-	-	YYY-	-	-	45.30%	-	Twkeuuwb	SPIL	-	-	330	PTKI+330	-	566.00000
Y-2-P	HMZ	9.000	78.20	-	-	HHH-	-	-	57.80%	-	Xcdkmzxp	KEWC	-	-	400	ULXW+400	-	604.00000
Vta	PFW	82.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-C	WTU	61.000	76.60	-	-	NN-	-	-	7.00%	-	Dkdsobye	JBBM	-	-	625	KCBQ+625	-	666.00000
J-L	MNL	79.000	1.30	-	-	QQ	-	-	21.00%	-	Brzazqhy	EKCN	-	-	170	QXPR+170	-	977.00000
D-1-I	BTT	86.000	7.50	-	-	V	-	-	56.00%	-	Zohmebop	IBAS	-	-	220	BQSV+220	-	709.00000
Y-2-U	YVV	18.000	1.10	-	-	DDD	-	-	46.00%	-	Qqevmiab	UTNG	-	-	142	EIZB+142	-	716.00000
N-2-Z	ITE	1.000	7.10	-	-	P	-	-	51.00%	-	Bcgud	-	-	-	-	6.07%	6.074%	284.00000
N-1-N	HWJ	409.000	2.10	Upp	-	-	-	-	87.00%	-	Hvmkxcyz	XMWM	-	-	126	KYWE+126	-	462.00000

Tranche Comments

N-1-N: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144B/Lwg M; Y-2-U: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144G/Tvk F; J-L: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144V/Rri V; D-1-I: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144Y/Jkt L; N-2-Z: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144F/Mmq Z; Z-1-Z: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144A/Dyy E; Y-2-P: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144W/Ulg J; W-C: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144L/Oqx P; Vta: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144Y/Nje D;

Deal Comments

Vezeq. Esc Dsww Jeensfx 2.00

Risk Retention

QA - Tdx

Pricing Speed

20 SNW

Reinvestment Period (YRS)

Reinvestment Period End Date

May 1, 2002

Refinancing

Yes

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