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
NKN	XBU	5.100	9.68	Boo3	-	-	-	-	49.30%	-	Ezclr	-	-	-	-	6.00%	-	-
GJ	YJL	56.800	8.82	Yx3	-	-	-	-	7.00%	-	Udxletif	3lS	-	-	825	3kX+825	-	-
G2W	UWM	54.000	6.37	Zrr	-	-	-	-	93.00%	-	Xihwk	-	-	-	-	2.51%	-	-
Xym	HXU	44.300	-	CH	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E1P	EXO	56.000	5.67	Lpp3	-	-	-	-	71.40%	-	Acepatbf	3gY	-	-	448	3pE+448	-	-
K1T	PXL	705.840	6.20	Jii	-	-	-	-	66.00%	-	Wsdvakea	3gK	-	-	135	3aD+135	-	-
ZE	YQX	35.320	5.58	G2	-	-	-	-	65.00%	-	Kswkkrdi	3rU	-	-	288	3yM+288	-	-
CI	ISR	45.800	7.59	Ac2	-	-	-	-	69.00%	-	Ukfmsfls	3pU	-	-	195	3zV+195	-	-

Tranche Comments

K1T: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144O/Xtn T; G2W: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144C/Kbi A; CI: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144I/Imi Z; ZE: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144O/Pjz T; E1P: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144K/Osk N; NKN: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144U/Oqx L; GJ: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144C/Oao S; Xym: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144P/Tbf T;

Deal Comments

Dqxqz. Aue Bzjj Tqpnufc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 24, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Oct 7, 2003