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
H1A	ZKK	62.000	-	Bjj	-	-	-	-	49.00%	-	Paqfx	FNO	-	-	-	2.800%	-	-
XZ	ANX	8.000	-	Uqq3	-	-	-	-	87.00%	-	Dcrea	ZXG	-	-	-	6.500%	-	-
R	HMQ	67.000	-	Ex3	-	-	-	-	4.00%	-	Ssvsyqwr	IZEK	-	-	828	3sWAPP+828	-	-
L	KXQ	67.000	-	Ck2	-	-	-	-	50.00%	-	Kldpjzpy	WSAB	-	-	205	3xWMZK+205	-	-
Ekh	FNG	47.890	-	FW	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J1J	FEZ	483.000	-	Xkk	-	-	-	-	98.00%	-	Ljckjmuy	CZVC	-	-	152	3wUJYZ+152	-	-
BS	YFA	26.000	-	Qdd	-	-	-	-	92.00%	-	Ermwdeoq	KDIM	-	-	180	3wUJSG+180	-	-
T	AJY	41.000	-	E2	-	-	-	-	82.00%	-	Skprfpkz	VUMA	-	-	300	3lQXHD+300	-	-
O1	TNS	52.000	-	Ctt3	-	-	-	-	17.00%	-	Buwfdoew	WQNM	-	-	467	3dCTXH+467	-	-

Tranche Comments

J1J: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144Z/Kmr J; H1A: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144D/Gip H; BS: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144N/Ufr F; L: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Tkw U; T: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144T/Brj N; O1: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144G/Ovp R; XZ: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144N/Yad H; R: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144D/Prd D; Ekh: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144Q/Cvj I;

Deal Comments

Lto Atxx Kneftgb 1.9

Reinvestment Period (YRS)

8.2

Reinvestment Period End Date

Jul 27, 2003

WAL Test Period (YRS)

7.5

WAL Test Period End Date

Aug 6, 2005