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
TT	ANJ	6.000	6.60	-	I	-	-	-	72.00%	-	Eokgd	-	-	415	7.71%	7.713%	536.00000
C1	CHW	65.000	1.60	-	X	-	-	-	82.00%	-	Gfuymook	3pBTLE	-	415	3yDUPI+415	-	931.00000
Z1	YSK	68.000	7.30	-	MMM+	-	-	-	73.00%	-	Axwlmmwk	3tWKZY	-	690	3yKNEN+626	-	42.78000
WD	OUS	72.200	1.30	-	EEE	-	-	-	73.00%	-	Rbyuuzrf	3hJGUN	-	275	3bHUXB+275	-	551.00000
M1	QWH	42.900	3.50	-	YY	-	-	-	81.00%	-	Lxqedxro	3dODKO	-	320	3rUKWP+320	-	110.00000
LT	UYC	3.600	-	-	RRR-	-	-	-	77.00%	-	-	-	-	-	-	-	Retained
Suj	POZ	32.100	-	-	BQ	-	-	-	-	-	-	-	-	-	-	-	Retained
M1	ISD	776.000	2.90	-	MMM	-	-	-	29.00%	-	Vfqdmqco	3uDDGF	-	232	3xDVUT+232	-	231.00000
AO	TYE	5.000	6.20	-	ZZ	-	-	-	20.00%	-	Ttztb	-	-	320	6.80%	6.799%	560.00000
U	UQR	15.660	-	-	GG-	-	-	-	6.70%	-	-	-	-	-	-	-	Retained

Tranche Comments

M1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144M/Ovb V; WD: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144X/Bpm U; M1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144U/Wwo N; AO: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144Q/Hun S; C1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144U/Ali W; TT: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144Z/Lry S; Z1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144Y/Jjt I; LT: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144L/Cpb G; U: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144K/Irj H; Suj: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144L/Cbr W;

Deal Comments

Gpc Rkcc Rubbpfw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 29, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Mar 16, 2023