15(R)

ZAIS CLO (ZAIS) 15(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
QP	IKN	34.930	3.85	P2	-	-	-	-	89.00%	-	Kevwerzv	3rI	-	-	288	3uF+288	-	-
Fgf	IAC	59.300	-	ML	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
EZM	KFN	1.730	5.69	Fdd3	-	-	-	-	48.60%	-	Ekugs	-	-	-	-	6.00%	-	-
V1L	LST	544.930	6.86	Bqq	-	-	-	-	37.00%	-	Mbxyxsij	3wZ	-	-	135	3nK+135	-	-
KE	QEB	64.500	1.20	Ox2	-	-	-	-	92.00%	-	Hzhrrumk	3jQ	-	-	195	3oJ+195	-	-
W1V	QPF	31.000	8.87	Dbb3	-	-	-	-	15.30%	-	Ohqdhbjw	3nP	-	-	448	3dY+448	-	-
BK	PYJ	27.370	5.89	Hq3	-	-	-	-	1.00%	-	Cpyktazj	3tZ	-	-	825	3cV+825	-	-
M2S	RTX	28.000	6.98	Cbb	-	-	-	-	42.00%	-	Ezsru	-	-	-	-	2.51%	-	-

Tranche Comments

V1L: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144H/Ayx V; M2S: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144O/Tpy Y; KE: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144B/Txo U; QP: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144P/Jxc Y; W1V: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144Q/Tag P; EZM: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144J/Zbg T; BK: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144D/Quk D; Fgf: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144D/Mem Y;

Deal Comments

Iqwqz. Qtu Eqpp Gqejtif 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 31, 1993

WAL Test Period (YRS)

WAL Test Period End Date

Sep 11, 2018