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
M-1-P	IUS	431.000	1.70	Eii	-	-	-	-	63.00%	-	Jsyjucym	XVFY	-	-	126	SKTK+126	-	896.00000
Vza	VBI	75.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2-Z	XLV	2.000	7.90	-	-	H	-	-	18.00%	-	Vvami	-	-	-	-	6.07%	6.074%	401.00000
M-2-S	CUV	46.000	1.20	-	-	XXX	-	-	23.00%	-	Awcsjric	COTJ	-	-	142	QZLB+142	-	826.00000
N-2-H	HSJ	1.000	34.10	-	-	NNN-	-	-	59.30%	-	Bpbjaaaa	NEST	-	-	400	GGUT+400	-	538.00000
C-H	CVS	21.000	59.40	-	-	SS-	-	-	7.00%	-	Kbmfrixj	PPTG	-	-	625	MHGB+625	-	384.00000
I-S	TQR	65.000	5.20	-	-	YY	-	-	71.00%	-	Rldodpsq	UUCW	-	-	170	ALZX+170	-	844.00000
U-1-P	ZNW	42.000	3.30	-	-	HHH-	-	-	76.20%	-	Vphjpede	SIHK	-	-	330	WMZZ+330	-	138.00000
Q-1-Z	JCP	62.000	8.70	-	-	L	-	-	66.00%	-	Thejqhmo	LBKP	-	-	220	SWZT+220	-	338.00000

Tranche Comments

M-1-P: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144O/Jfq D; M-2-S: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144Q/Gsx O; I-S: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144L/Tjp T; Q-1-Z: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144N/Tow B; F-2-Z: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144G/Cfh U; U-1-P: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144P/Mtg T; N-2-H: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144M/Ceo V; C-H: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144J/Xec X; Vza: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144O/Ctf D;

Deal Comments

Vxexf. Ykm Dmbb Cxngkmh 2.00

Risk Retention

XN - Ogp

Pricing Speed

20 OVD

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 1, 2009

Refinancing

Yes

WAL Test Period (YRS)