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
XL	GCR	76.300	7.40	-	VVV	-	-	-	66.00%	-	Sjxkpijb	3vNCSG	-	275	3jEDXL+275	-	708.00000
L	QOR	81.700	-	-	VV-	-	-	-	4.80%	-	-	-	-	-	-	-	Retained
D1	TLW	99.000	3.90	-	K	-	-	-	53.00%	-	Tehacspq	3kYIGZ	-	415	3tILUW+415	-	604.00000
F1	MJW	66.500	9.60	-	NN	-	-	-	84.00%	-	Qqlmvjxn	3qBLDU	-	320	3eZCEF+320	-	257.00000
D1	NHN	98.000	3.70	-	EEE+	-	-	-	33.00%	-	Jaqphtap	3vAJZR	-	690	3aNTZQ+626	-	98.43000
GE	OTK	3.400	-	-	BBB-	-	-	-	49.00%	-	-	-	-	-	-	-	Retained
VE	BQB	3.000	3.70	-	Q	-	-	-	14.00%	-	Kznoi	-	-	415	7.71%	7.713%	917.00000
Spp	HFF	48.650	-	-	TS	-	-	-	-	-	-	-	-	-	-	-	Retained
Q1	GBA	844.000	5.40	-	VVV	-	-	-	52.00%	-	Njjapkle	3gZMWB	-	232	3nVTXD+232	-	125.00000
RC	OGP	9.000	6.50	-	TT	-	-	-	74.00%	-	Wcqjv	-	-	320	6.80%	6.799%	775.00000

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Tranche Comments

Q1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144X/Wuq E; XL: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144N/Osi B; F1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144J/Yur C; RC: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144M/Mts D; D1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144C/Mws U; VE: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144D/Uuw Y; D1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144E/Gvg H; GE: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144F/Tpt R; L: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144B/Zxp S; Spp: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144K/Cwq Q;

Deal Comments

Wsc Lnxx Oogasfd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 10, 2016

WAL Test Period (YRS)

WAL Test Period End Date

May 17, 2015