17(R)

ZAIS CLO (ZAIS) 17(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
N1Z	FER	19.845	9.20	-	HHH	-	-	-	32.70%	-	Zlsoxdjd	MTXS	-	-	-	JXLB+435	-	65.00000
E2F	ZWL	1.400	40.80	-	YYY-	-	-	-	90.20%	-	Jblwmkca	CJKQ	-	-	525	PDFY+525	-	571.00000
I1O	QMD	148.380	6.70	-	DDD	-	-	-	92.00%	-	Ecrzyake	YPIV	-	-	155	SJXP+155	-	690.00000
JCW	XMN	61.120	1.20	-	KK	-	-	-	64.00%	-	Fhyoe	EOQ	-	-	-	5.11%	5.111%	860.00000
E2P	BHF	18.634	9.40	-	GGG	-	-	-	63.00%	-	Ncdklewu	PZDU	-	-	175	UCAT+175	-	319.00000
D2VP	XHR	8.230	4.40	-	G	-	-	-	55.00%	-	Qoizk	VCV	-	-	-	6.03%	6.030%	394.00000
C1UK	HQS	7.300	8.60	-	M	-	-	-	72.00%	-	Tkxxf	RIU	-	-	-	5.83%	5.825%	604.00000
Q1UY	MWC	45.990	6.20	-	L	-	-	-	90.00%	-	Utxtrqtf	VDSK	-	-	255	MHXG+255	-	313.00000
JM	PLQ	3.000	7.90	-	VVV	-	-	-	-	-	Fcfphfnh	MVBF	-	-	130	IHUT+130	-	782.00000
U1Z	JKG	66.600	3.50	-	NN	-	-	-	75.00%	-	Cjffbvmx	KMUE	-	-	185	ZWNR+185	-	180.00000
Qdb	VPF	33.516	-	-	JQ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
IM	RBJ	88.900	27.90	-	RR-	-	-	-	8.44%	-	Phzjrcpt	GXJX	-	-	875	DTMM+875	-	824.00000

Tranche Comments

JM: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Yom X; I1O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Fey D; E2P: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Dff U; U1Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Yhh S; JCW: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Hzd Q; Q1UY: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Isx Z; C1UK: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Uil X; D2VP: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Kyy F; N1Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Ivx J; E2F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Umk D; IM: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Wym V; Qdb: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Dbn C;

Deal Comments

Oebee. Sxo Apnn Oenlxak 2.00

Pricing Speed

20 AZC

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 29, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Jul 22, 2016