ZAIS CLO (ZAIS) 19

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
UM	CME	2.000	8.30	-	KK	-	-	-	98.00%	-	Yvmzr	-	-	-	320	6.80%	6.799%	171.00000
M1	LHZ	38.100	8.50	-	LL	-	-	-	68.00%	-	Gpmdlqdg	3gGKYT	-	-	320	3pNJDO+320	-	923.00000
Tki	MIT	87.940	-	-	JK	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	WHE	70.360	-	-	KK-	-	-	-	8.80%	-	-	-	-	-	-	-	-	Retained
UO	BWU	6.500	-	-	FFF-	-	-	-	45.00%	-	-	-	-	-	-	-	-	Retained
VR	YOR	2.000	5.30	-	C	-	-	-	44.00%	-	Zbqla	-	-	-	415	7.71%	7.713%	325.00000
L1	QCY	50.000	3.20	-	HHH+	-	-	-	53.00%	-	Vclvapqt	3oKNMC	-	-	690	3kPHTG+626	-	61.78000
Q1	WMM	827.000	3.30	-	LLL	-	-	-	61.00%	-	Sbdvzcdy	3oUBFG	-	-	232	3eYSGB+232	-	432.00000
H1	UCP	45.000	2.70	-	R	-	-	-	12.00%	-	Wucytljm	3fDNEE	-	-	415	3ySITD+415	-	743.00000
EP	YTZ	13.100	5.70	-	TTT	-	-	-	70.00%	-	Ovjzleha	3hPZYR	-	-	275	3fLPYR+275	-	426.00000

Tranche Comments

Q1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144X/Cvi H; EP: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144Y/Acd E; M1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144D/Tdf L; UM: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144D/Mmz D; H1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144D/Fyq D; VR: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144X/Knq N; L1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144P/Feo X; UO: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144G/Niv G; Y: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Mdc V; Tki: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144K/Uuq F;

Deal Comments

Kvx Etuu Hyphver 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 11, 2015

WAL Test Period (YRS)

WAL Test Period End Date

May 16, 2016