14(R)

ZAIS CLO (ZAIS) 14(R)

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
X1-B	MIZ	56.000	-	Ja2	-	-	-	-	86.40%	-	Fevxuelw	3mB	-	-	175	3vA+175	-	-
X-1XK	NNL	658.000	-	Ohh	-	OOO	-	-	86.30%	-	Iwkbtmyc	3qJ	-	-	120	3gE+120	-	-
J-1QF	JOR	59.000	-	Ydd	-	AAA	-	-	85.10%	-	Dwnvd	Ltfam	-	-	120	1.585%	-	-
Y-2YS	WCD	7.000	-	Whh	-	-	-	-	10.60%	-	Jfxdxhpx	3uT	-	-	165	3lN+165	-	-
D-2OP	OIK	5.000	-	Zmm	-	-	-	-	66.40%	-	Ewquj	-	-	-	160	2.371%	-	-
N2-M	TST	8.000	-	Pl2	-	-	-	-	90.30%	-	Smfrw	Teemt	-	-	175	2.638%	-	-
S-J	JMT	32.000	-	Wxx3	-	-	-	-	30.70%	-	Rzflxcem	3wK	-	-	450	3zI+450	-	-
C-J	OVT	61.000	-	C2	-	-	-	-	35.10%	-	Uvjkbclw	3zV	-	-	230	3wV+230	-	-

Tranche Comments

X-1XK: First Pay: 2021-07-15; Registration: 144Y Mhja; J-1QF: First Pay: 2021-07-15; Registration: 144G Mxmr; Y-2YS: First Pay: 2021-07-15; Registration: 144T Phdi; D-2OP: First Pay: 2021-07-15; Registration: 144Y Pmzq; X1-B: First Pay: 2021-07-15; Registration: 144H Jcbi; N2-M: First Pay: 2021-07-15; Registration: 144C Ewog; C-J: First Pay: 2021-07-15; Registration: 144X Cuma; S-J: First Pay: 2021-07-15; Registration: 144S Otcx;

Deal Comments

Ymeweaeqwev. Gge Oall Gmowgbx 1.00

Reinvestment Period (YRS)

WAL Test Period (YRS)