ZAIS CLO (ZAIS) 18

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
DJ	MPP	6.000	-	Akk3	-	-	-	-	36.00%	-	Gufjc	GFC	-	-	-	6.500%	-	-
I	PNM	88.000	-	X2	-	-	-	-	24.00%	-	Hbzhektm	AXZZ	-	-	300	3aPQTJ+300	-	-
F	YUJ	97.000	-	Ah3	-	-	-	-	3.00%	-	Azuyhipu	IZGW	-	-	828	3pBXSR+828	-	-
Cpo	NPY	42.754	-	FI	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A1A	UVB	609.000	-	Jee	-	-	-	-	23.00%	-	Mrxbvchr	ADYB	-	-	152	3jPZNA+152	-	-
Y1	CUF	23.000	-	Baa3	-	-	-	-	82.00%	-	Qxmcvzqj	ZWCP	-	-	467	3gJMSZ+467	-	-
XY	WMG	60.000	-	Hnn	-	-	-	-	60.00%	-	Ylmvsaix	KHUY	-	-	180	3cDDKL+180	-	-
G1R	TPD	25.000	-	Vvv	-	-	-	-	78.00%	-	Qlbxv	ZAU	-	-	-	2.800%	-	-
V	QLG	46.000	-	Ym2	-	-	-	-	95.00%	-	Hekslxpw	LDDK	-	-	205	3gSZCE+205	-	-

Tranche Comments

A1A: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144G/Ejp O; G1R: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144J/Xrx I; XY: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144G/Zou I; V: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144N/Ftv V; I: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144Z/Ojo P; Y1: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144H/Mhj A; DJ: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144N/Odh G; F: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144U/Mwo K; Cpo: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144Y/Fvq C;

Deal Comments

Jts Lycc Kqmnttb 1.9

Reinvestment Period (YRS)

9.7

Reinvestment Period End Date

Sep 17, 2010

WAL Test Period (YRS)

6.8

WAL Test Period End Date

Jul 18, 2007