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
B-1-D	AMO	95.000	5.30	-	-	A	-	-	30.00%	-	Eqypdjkb	MMUD	-	-	220	KXHL+220	-	125.00000
B-1-V	AVI	71.000	8.70	-	-	NNN-	-	-	23.60%	-	Fkoltzlf	MAVU	-	-	330	ULCQ+330	-	189.00000
I-2-G	RHB	4.000	4.20	-	-	L	-	-	58.00%	-	Vfooh	-	-	-	-	6.07%	6.074%	158.00000
T-Y	LWT	15.000	99.10	-	-	VV-	-	-	6.00%	-	Dyprhwqp	HCYK	-	-	625	IHBV+625	-	537.00000
Mtp	LCQ	98.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-1-J	NUQ	302.000	5.30	Xqq	-	-	-	-	40.00%	-	Tkcwwjyh	ACOK	-	-	126	AWHV+126	-	790.00000
O-2-M	GYU	29.000	6.40	-	-	FFF	-	-	11.00%	-	Ezjojeyo	VUAW	-	-	142	DXOC+142	-	257.00000
H-2-V	LIY	4.000	11.70	-	-	III-	-	-	59.40%	-	Kcchxrjs	BZKO	-	-	400	BBXN+400	-	810.00000
H-N	LND	54.000	3.70	-	-	YY	-	-	56.00%	-	Hkumsmpo	KLWK	-	-	170	UTXH+170	-	862.00000

Tranche Comments

J-1-J: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144B/Dae Y; O-2-M: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144J/Cej B; H-N: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144B/Bdn O; B-1-D: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144G/Ydw X; I-2-G: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144F/Foc U; B-1-V: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144V/Pwg T; H-2-V: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144M/Vqv R; T-Y: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144Y/Qdr F; Mtp: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144B/Inr U;

Deal Comments

Wfwfc. Iek Zmss Lfzreeg 2.00

Risk Retention

MF - Vvi

Pricing Speed

20 WBK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 27, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Jul 26, 2030