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
E	WQC	77.000	-	W2	-	-	-	-	94.00%	-	Ujzwksmj	ELLX	-	-	300	3gZJVK+300	-	-
CJ	TVD	63.000	-	Rrr	-	-	-	-	48.00%	-	Mexqrieo	BVYC	-	-	180	3rVWGN+180	-	-
PF	TJW	9.000	-	Jqq3	-	-	-	-	36.00%	-	Wrzri	MHA	-	-	-	6.500%	-	-
K	LWA	49.000	-	Hc2	-	-	-	-	25.00%	-	Gfwrtutp	HIUH	-	-	205	3dBOWA+205	-	-
N1K	LLL	12.000	-	Eff	-	-	-	-	54.00%	-	Bhlfp	BCX	-	-	-	2.800%	-	-
Bqh	ROF	65.499	-	BC	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L1	LKB	97.000	-	Eqq3	-	-	-	-	22.00%	-	Bkddjozd	ABBY	-	-	467	3uTPDB+467	-	-
J	XXX	47.000	-	Sb3	-	-	-	-	2.00%	-	Glrjwhnr	AWSY	-	-	828	3bXHKJ+828	-	-
R1R	GUC	351.000	-	Opp	-	-	-	-	39.00%	-	Tkkbdxfa	LVWW	-	-	152	3dLUWQ+152	-	-

Tranche Comments

R1R: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144P/Efl S; N1K: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144C/Par M; CJ: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144W/Kda Z; K: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144F/Eke J; E: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144P/Fcs O; L1: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Uej J; PF: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144F/Yke R; J: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144C/Cha Z; Bqh: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144E/Nxv A;

Deal Comments

Mvk Cutt Lalxvtm 1.9

Reinvestment Period (YRS)

3.3

Reinvestment Period End Date

Mar 15, 2007

WAL Test Period (YRS)

6.8

WAL Test Period End Date

Jun 22, 2007