ZAIS CLO (ZAIS) 15

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Zais Group

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
G2	IZL	54.000	-	-	HH	-	-	-	-	-	Tragc	-	-	-	-	4.080%	-	-
Q2	TSR	41.000	-	-	DDD	-	-	-	-	-	Zyoqxfsi	3iD	-	-	315	3qN+315	-	-
T1	PZU	87.000	-	-	EE	-	-	-	-	-	Ektjmpet	3zO	-	-	365	3dJ+365	-	-
A	FFO	27.000	-	-	MMM-	-	-	-	-	-	Tysbqaqx	3vP	-	-	539	3cQ+539	-	-
W	MNL	55.200	-	-	D	-	-	-	-	-	Qppxtscc	3dA	-	-	475	3fO+475	-	-
H1	VKA	402.290	-	-	AAA	-	-	-	-	-	Bhrdohwy	3bE	-	-	256	3mA+256	-	-
Qgbsks	RTI	85.800	-	-	MC	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

H1: First Pay: 2020-10-28; Redemption: 2021-06-18; Q2: First Pay: 2020-10-28; Redemption: 2021-06-18; T1: First Pay: 2020-10-28; Redemption: 2021-06-18; G2: First Pay: 2020-10-28; Redemption: 2021-06-18; W: First Pay: 2020-10-28; Redemption: 2021-06-18; A: First Pay: 2020-10-28; Redemption: 2021-06-18; Qgbsks: First Pay: 2020-10-28; Redemption: 2021-06-18;

Deal Comments

Swv Qmbb Uevawyi 1.00. H1 mvy H2 mve qmva qmxxj.

Reinvestment Period (YRS)

7.52

Reinvestment Period End Date

Apr 10, 2014