11(R)

ZAIS CLO (ZAIS) 11(R)

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
I-1W	MTU	765.117	7.10	Pdd	-	-	-	-	20.50%	-	Jpfxuwma	EIBR	-	-	125	NAEF+125	-	-
QN	JBM	48.000	3.90	Gzz	-	-	-	-	41.10%	-	Lqymtjbj	QPLO	-	-	179	NQCW+179	-	-
X-2F	CXW	47.000	3.60	Zcc	-	-	-	-	96.20%	-	Rqutwoot	CTBY	-	-	140	XIQI+140	-	-
LN	UZB	46.000	2.00	Mm3	-	-	-	-	55.90%	-	Xdpsjwtp	IVKW	-	-	245	MDTV+245	-	-

Tranche Comments

I-1W: Redemption: 2024-12-20; Registration: 144V/Vzz A; X-2F: Redemption: 2024-12-20; Registration: 144J/Jhw Q; QN: Redemption: 2024-12-20; Registration: 144A/Hjd N; LN: Redemption: 2024-12-20; Registration: 144V/Jlq O;

Deal Comments

Kkxinsnsinp. Aan Bsvv Gkoiadh 0.5

Pricing Speed

20% GBD

Reinvestment Period End Date

Aug 7, 1992