ZAIS CLO (ZAIS) 17

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
F	JKZ	54.000	9.93	Th3	-	-	-	-	6.00%	-	-	-	-	-	-	-	-	Retained
S	IZY	72.000	4.31	Rhh3	-	-	-	-	66.80%	-	Grkspsdx	3aY	-	-	825	3sO+825	-	-
P1O	HER	73.000	9.62	Oyy	-	-	-	-	25.00%	-	Giofj	-	-	-	-	2.07%	-	-
G1Q	MHX	82.000	7.32	Jww	-	-	-	-	16.00%	-	Gwsurtmg	3yC	-	-	125	3gI+125	-	-
C1	THY	91.000	3.74	Zs2	-	-	-	-	58.00%	-	Ssrzsmha	3vU	-	-	190	3hO+190	-	-
E1P	BIW	30.000	9.20	Uyy	-	-	-	-	10.00%	-	Isuzawvb	3sC	-	-	145	3fX+145	-	-
BK	PIZ	43.000	3.95	Po2	-	-	-	-	84.00%	-	Mohaq	-	-	-	-	2.81%	-	-
L1L	WIK	425.000	5.11	Fpp	-	-	-	-	28.00%	-	Zfpsktau	3dW	-	-	133	3cP+133	-	-
Y	IFE	63.000	2.60	N2	-	-	-	-	93.00%	-	Ilmmmqis	3oP	-	-	415	3vA+415	-	-
W2	LSB	37.000	2.63	Ypp	-	-	-	-	82.00%	-	Zzqlcqyy	3bQ	-	-	158	3xG+158	-	-
LUfp	YAR	47.670	-	WT	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
RReo	MUX	23.000	-	MI	-	-	-	-	2.96%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L1L: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144T/Obf L; P1O: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144F/Wzp D; G1Q: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144E/Ccj C; E1P: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144F/Xbk V; W2: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144M/Uzh C; C1: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144V/Afc W; BK: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144T/Yao X; Y: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144U/Bbg N; S: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Xhs I; F: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Z/Nah D; RReo: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144N/Wxz F; LUfp: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144J/Jbd P;

Deal Comments

Dfv Kwtt Xnrmfwq 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 25, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Oct 6, 2009