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
U	VVJ	78.600	-	-	SS-	-	-	-	3.90%	-	-	-	-	-	-	-	Retained
M1	KOE	339.000	8.10	-	PPP	-	-	-	91.00%	-	Nmzplkej	3gHZEE	-	232	3xNGSX+232	-	601.00000
Gpu	YPN	80.569	-	-	OU	-	-	-	-	-	-	-	-	-	-	-	Retained
OK	CSW	6.000	7.30	-	L	-	-	-	70.00%	-	Oanau	-	-	415	7.71%	7.713%	775.00000
R1	NUT	75.000	7.80	-	YYY+	-	-	-	96.00%	-	Bbwbxpvk	3cZAJQ	-	690	3kKJMT+626	-	32.96000
GL	XHD	5.000	2.90	-	EE	-	-	-	85.00%	-	Eywfz	-	-	320	6.80%	6.799%	447.00000
SU	OSL	8.800	-	-	PPP-	-	-	-	74.00%	-	-	-	-	-	-	-	Retained
NR	RHO	87.600	4.10	-	PPP	-	-	-	87.00%	-	Ehufxjmh	3aVMDH	-	275	3nCYSW+275	-	234.00000
M1	HFT	26.300	8.20	-	EE	-	-	-	41.00%	-	Wwbyjmkf	3uBKHQ	-	320	3sMCLR+320	-	928.00000
B1	VXW	18.000	7.20	-	N	-	-	-	38.00%	-	Iesfsfom	3iCPHH	-	415	3tEATH+415	-	274.00000

Tranche Comments

M1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144T/Gsj U; NR: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144P/Aek M; M1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144P/Eck L; GL: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144H/Zdi M; B1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144K/Lsx C; OK: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144W/Ahd U; R1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144Z/Uby S; SU: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144E/Jmv N; U: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144G/Gue Y; Gpu: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144E/Txt B;

Deal Comments

Nzj Iaoo Rwfbzth 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 14, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Mar 1, 2013