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
T2MM	YKZ	4.670	4.00	-	WWW	-	-	-	59.41%	-	Qpscwdjl	NSYJ	-	-	169	DZLO+169	-	-
AFF	KXK	85.800	6.80	-	C	-	-	-	36.59%	-	Lwydsekq	IACE	-	-	240	WGJV+240	-	-
F1ZZ	WLJ	18.870	4.10	-	III	-	-	-	48.78%	-	Ueqlsefj	QEDK	-	-	435	PXFU+435	-	-
UPP	PTZ	70.520	2.70	-	YY	-	-	-	62.50%	-	Mjjztqim	MBWT	-	-	185	YIPK+185	-	-
Qkx	LQD	68.300	-	-	EW	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C2JJ	YLU	7.923	97.00	-	UUU-	-	-	-	58.61%	-	Thjza	-	-	-	-	9.17%	-	-
O1EE	IML	906.900	9.60	-	NNN	-	-	-	11.65%	-	Zbmwunon	AIAZ	-	-	149	IWAV+149	-	-
UQQ	IMS	7.000	4.20	-	BBB	-	-	-	-	-	Ikpotxeg	GAAI	-	-	125	BBPH+125	-	-
SUU	OKV	1.410	86.10	-	JJ-	-	-	-	4.23%	-	Zyqvvfyx	DXQV	-	-	785	ZDOO+785	-	-

Tranche Comments

UQQ: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144A/Zsv P; O1EE: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144Y/Unp M; T2MM: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144N/Tpn E; UPP: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144N/Qab N; AFF: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144G/Vjs H; F1ZZ: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144G/Fek X; C2JJ: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144N/Mbb H; SUU: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144A/Lre Z; Qkx: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144W/Vdq M;

Deal Comments

Xujuw. Xex Fuff Duzkeyi 2.00

Pricing Speed

20% BGU

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 8, 2011

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 14, 2027