Capital Four US CLO

Deals

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
H-1-W	CEK	162.000	4.60	Pdd	-	-	-	-	79.00%	-	Shnbxaen	SBZV	-	-	126	ZGZK+126	-	806.00000
V-2-T	RUA	22.000	5.90	-	-	BBB	-	-	48.00%	-	Aevlosaj	MDKF	-	-	142	SHLP+142	-	280.00000
I-1-X	ZVJ	24.000	6.10	-	-	K	-	-	44.00%	-	Lryoohlq	USZC	-	-	220	QZDP+220	-	529.00000
Q-I	NLN	35.000	9.90	-	-	RR	-	-	59.00%	-	Rqrlqimy	PWKD	-	-	170	SUSD+170	-	708.00000
A-2-B	YSY	7.000	23.30	-	-	JJJ-	-	-	73.20%	-	Admobsnu	JWYW	-	-	400	ZEZU+400	-	505.00000
O-2-H	RZD	6.000	3.50	-	-	I	-	-	50.00%	-	Auphb	-	-	-	-	6.07%	6.074%	488.00000
N-1-L	UWO	50.000	6.70	-	-	FFF-	-	-	48.90%	-	Qvzskjmr	GIYU	-	-	330	IBPK+330	-	708.00000
Nhp	PHL	29.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-S	LTL	74.000	24.20	-	-	KK-	-	-	5.00%	-	Uubhpvid	PGWE	-	-	625	LDCE+625	-	503.00000

Tranche Comments

H-1-W: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144J/Lsj Q; V-2-T: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144D/Xdi A; Q-I: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144D/Uyk X; I-1-X: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144B/Efx O; O-2-H: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144E/Zvf T; N-1-L: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144D/Aza O; A-2-B: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144N/Kwu P; S-S: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144A/Exj R; Nhp: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144G/Xax S;

Deal Comments

Zjhjg. Xfw Iutt Ljvhfwc 2.00

Risk Retention

OV - Ubi

Pricing Speed

20 QOX

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 2, 2013

Refinancing

Yes

WAL Test Period (YRS)