15(R)

ZAIS CLO (ZAIS) 15(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
A1YY	ZEZ	359.100	2.10	-	EEE	-	-	-	12.97%	-	Lblatdml	ASYK	-	-	149	GLOH+149	-	-
D2VV	AAU	8.390	4.00	-	OOO	-	-	-	57.79%	-	Fqlquzrb	JJQJ	-	-	169	YJET+169	-	-
I1TT	ROX	54.500	3.90	-	SSS	-	-	-	23.27%	-	Ixjmjmah	JOMN	-	-	435	SLJL+435	-	-
G2NN	AAW	5.273	55.00	-	PPP-	-	-	-	87.66%	-	Lbylr	-	-	-	-	9.17%	-	-
EBB	PJK	7.480	74.30	-	AA-	-	-	-	5.68%	-	Erpwzyra	IMGR	-	-	785	BQWA+785	-	-
TMM	JEO	4.000	6.60	-	PPP	-	-	-	-	-	Eyqmakah	WDOF	-	-	125	SYAH+125	-	-
Smt	CTV	55.800	-	-	JP	-	-	-	-	-	-	-	-	-	-	-	-	Retained
HNN	JFE	69.290	4.20	-	VV	-	-	-	25.80%	-	Gyspclhx	QUZT	-	-	185	PMBU+185	-	-
OJJ	OIH	87.700	8.70	-	A	-	-	-	66.61%	-	Dlqhmaih	DNNZ	-	-	240	SVYA+240	-	-

Tranche Comments

TMM: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144P/Byc P; A1YY: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144E/Cik I; D2VV: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144B/Qju E; HNN: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144T/Ach T; OJJ: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144P/Yvd K; I1TT: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144W/Vem Z; G2NN: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144H/Cpz T; EBB: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144I/Twi N; Smt: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144D/Ehm B;

Deal Comments

Jxmxv. Fhy Gqgg Qxgfhso 2.00

Pricing Speed

20% DYX

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 31, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Apr 22, 2003