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
K-1-O	FUS	16.000	9.70	-	-	QQQ-	-	-	36.10%	-	Wytfcqzt	KPYA	-	-	330	TAOA+330	-	691.00000
S-H	YIS	55.000	41.20	-	-	BB-	-	-	8.00%	-	Kqqkyamy	IBGP	-	-	625	LNEQ+625	-	690.00000
P-2-P	XMC	5.000	7.60	-	-	C	-	-	69.00%	-	Wtsns	-	-	-	-	6.07%	6.074%	480.00000
F-1-Q	VQM	30.000	4.30	-	-	P	-	-	37.00%	-	Fjszqhdq	IUHT	-	-	220	AIKD+220	-	947.00000
T-2-O	OEV	1.000	54.90	-	-	PPP-	-	-	85.30%	-	Xwmdzfbp	UMOJ	-	-	400	QDKN+400	-	631.00000
Prj	TFL	92.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-2-J	WGL	29.000	2.80	-	-	KKK	-	-	40.00%	-	Qqmhzwzi	GWLD	-	-	142	WVOK+142	-	376.00000
G-1-R	GCK	516.000	4.50	Ill	-	-	-	-	31.00%	-	Mjmefjsp	AWTV	-	-	126	TKOX+126	-	666.00000
K-Q	LVK	24.000	7.90	-	-	AA	-	-	84.00%	-	Xlckopxb	PYFV	-	-	170	UAFD+170	-	779.00000

Tranche Comments

G-1-R: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144Q/Jym H; N-2-J: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144X/Ryc X; K-Q: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144B/Ivl E; F-1-Q: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144T/Vrb V; P-2-P: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144D/Uov A; K-1-O: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144V/Nxq F; T-2-O: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144W/Yme F; S-H: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144M/Ouh B; Prj: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144Q/Ria D;

Deal Comments

Jcmcv. Ygu Tsxx Yctagap 2.00

Risk Retention

WJ - Fpg

Pricing Speed

20 SFF

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 2025

WAL Test Period (YRS)

WAL Test Period End Date

Jan 28, 2017