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
HI	PTU	37.800	1.31	Ns2	-	-	-	-	34.00%	-	Kphoawxb	3eC	-	-	195	3rW+195	-	-
IY	YKO	68.290	6.45	Fa3	-	-	-	-	1.00%	-	Mrjbpvcr	3vV	-	-	825	3xQ+825	-	-
U2J	TTJ	37.000	8.56	Sbb	-	-	-	-	97.00%	-	Uswbj	-	-	-	-	2.51%	-	-
V1M	CVR	867.340	8.95	Fuu	-	-	-	-	47.00%	-	Ihrdczsy	3lJ	-	-	135	3aE+135	-	-
YIV	HZQ	4.770	1.14	Lee3	-	-	-	-	82.60%	-	Dynvz	-	-	-	-	6.00%	-	-
Ycu	WAJ	18.500	-	QK	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
XA	EIX	60.480	3.76	D2	-	-	-	-	42.00%	-	Dwyyolzq	3uK	-	-	288	3mM+288	-	-
D1D	VEN	70.000	6.25	Koo3	-	-	-	-	23.90%	-	Clfjbydb	3aI	-	-	448	3oQ+448	-	-

Tranche Comments

V1M: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144W/Fzc R; U2J: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144Z/Fjq F; HI: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144O/Xay M; XA: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144L/Kxg Q; D1D: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144Y/Dwt P; YIV: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144U/Vmo H; IY: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144Q/Hxr F; Ycu: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144Q/Lpx L;

Deal Comments

Mqgqy. Wzp Iquu Gqfmzch 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 18, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Jul 5, 2018