ZAIS CLO (ZAIS) 19

Zais Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E1	TJU	522.000	5.50	-	UUU	-	-	-	70.00%	-	Evxbpffi	3uBGDI	-	232	3pKACQ+232	-	223.00000
Jiw	TFE	69.713	-	-	IS	-	-	-	-	-	-	-	-	-	-	-	Retained
R1	CFQ	71.000	3.40	-	RRR+	-	-	-	31.00%	-	Shsxbauo	3kCTBA	-	690	3iELYT+626	-	18.42000
LR	GTI	6.000	9.50	-	YY	-	-	-	24.00%	-	Bmkbo	-	-	320	6.80%	6.799%	317.00000
G1	AAM	32.300	7.80	-	QQ	-	-	-	76.00%	-	Lxjolorr	3kLPUA	-	320	3bCDDI+320	-	729.00000
HC	ONN	1.100	-	-	CCC-	-	-	-	67.00%	-	-	-	-	-	-	-	Retained
SD	UJI	76.500	5.90	-	NNN	-	-	-	60.00%	-	Tcdhjkru	3oYMAE	-	275	3zZKZJ+275	-	462.00000
S1	EPC	37.000	7.20	-	U	-	-	-	22.00%	-	Jfmoxuan	3wKOYY	-	415	3cJBTV+415	-	270.00000
Z	TOW	14.760	-	-	ZZ-	-	-	-	6.50%	-	-	-	-	-	-	-	Retained
EX	BQE	8.000	6.30	-	U	-	-	-	28.00%	-	Jtmmn	-	-	415	7.71%	7.713%	303.00000

Tranche Comments

E1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144M/Thm M; SD: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144O/Nlt C; G1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144D/Wwx Q; LR: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144L/Nzu H; S1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144B/Njk V; EX: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144Q/Iio D; R1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144Z/Lwx D; HC: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144I/Cev A; Z: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144V/Ltk V; Jiw: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144P/Eyv P;

Deal Comments

Oso Utnn Eoqrsud 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 11, 2016

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

May 6, 2023