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
RH	NJC	55.200	2.50	-	QQQ	-	-	-	23.00%	-	Isjpoiha	3mQXFN	-	-	275	3xXTAG+275	-	248.00000
ND	LKC	2.000	1.50	-	A	-	-	-	92.00%	-	Brtrk	-	-	-	415	7.71%	7.713%	100.00000
VX	AZP	2.700	-	-	AAA-	-	-	-	24.00%	-	-	-	-	-	-	-	-	Retained
C1	JYQ	28.400	6.90	-	VV	-	-	-	81.00%	-	Adrecuaj	3tCECZ	-	-	320	3mXHWL+320	-	219.00000
ST	CWL	5.000	1.80	-	MM	-	-	-	50.00%	-	Jghkt	-	-	-	320	6.80%	6.799%	166.00000
N1	FHC	14.000	1.90	-	O	-	-	-	90.00%	-	Bimydlmi	3dSHLA	-	-	415	3kIWMX+415	-	208.00000
Ovc	LNF	59.302	-	-	QG	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T1	YUA	776.000	3.40	-	LLL	-	-	-	68.00%	-	Jeowxbcj	3hKKIY	-	-	232	3uIBTH+232	-	453.00000
K1	KUZ	39.000	5.30	-	III+	-	-	-	99.00%	-	Kkhecjeg	3jNGAN	-	-	690	3sPTDA+626	-	77.29000
D	TFG	52.710	-	-	YY-	-	-	-	3.70%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144V/Pab V; RH: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144F/Tdj Y; C1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144L/Otc N; ST: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144L/Qei F; N1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Ewv U; ND: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144K/Twf Z; K1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144X/Ihe P; VX: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144O/Fkq E; D: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144P/Fve G; Ovc: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144K/Qkx U;

Deal Comments

Lfg Nhzz Kmjlfxp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2006

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Oct 25, 2026