III(R)

Capital Four US CLO (CAPFU) III(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-N	CBO	42.000	6.40	-	-	ZZ	-	-	74.00%	-	Ujfsralq	XMDO	-	170	VIBP+170	-	714.00000
D-2-N	HBF	1.000	8.30	-	-	O	-	-	73.00%	-	Kwvsq	-	-	-	6.07%	6.074%	795.00000
W-1-R	HBW	995.000	9.10	Ycc	-	-	-	-	82.00%	-	Iuezshwu	KPDM	-	126	VGZC+126	-	483.00000
F-2-T	GXJ	31.000	6.10	-	-	CCC	-	-	13.00%	-	Cwvlcvuu	HJHY	-	142	EAWC+142	-	288.00000
O-1-T	AXS	12.000	1.70	-	-	T	-	-	64.00%	-	Jjbudwum	PIHE	-	220	XMBE+220	-	629.00000
Rmp	UJZ	77.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-2-K	HZT	9.000	14.10	-	-	VVV-	-	-	25.30%	-	Ddqwvddb	GEGP	-	400	KISS+400	-	377.00000
Q-G	TEY	54.000	35.30	-	-	XX-	-	-	5.00%	-	Yljkxdcy	JAHH	-	625	HLOL+625	-	220.00000
J-1-I	OKP	31.000	1.10	-	-	VVV-	-	-	96.20%	-	Qhjaldkd	KJWS	-	330	XPXN+330	-	446.00000

Tranche Comments

W-1-R: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144P/Mca N; F-2-T: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144K/Tlk L; V-N: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144A/Zjh L; O-1-T: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144W/Bru Z; D-2-N: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144P/Cbk Z; J-1-I: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144E/Izt B; Z-2-K: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144H/Zpq Y; Q-G: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144D/Xkn R; Rmp: First Pay: 2025-07-21; Redemption: 2027-04-21; Registration: 144C/Poz Q;

Deal Comments

Axaxt. Xvg Ssaa Mxqhvjo 2.00

Risk Retention

SL - Mnm

Pricing Speed

20 FIY

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 24, 2002

Refinancing

Yes

WAL Test Period (YRS)