18(R)

ZAIS CLO (ZAIS) 18(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
JZ	PQS	41.000	5.30	-	QQ-	-	-	-	2.00%	-	Zdbuvcuf	PDVK	-	650	-	EAXL+650	-	773.00000
LPF	VZH	35.000	8.50	-	FFF	-	-	-	55.00%	-	Mjxbowrr	IMGM	-	150	-	MUYH+150	-	305.00000
Gdv	KRB	17.318	-	-	BE	-	-	-	-	-	-	-	-	-	-	-	-	Retained
EC	POE	8.000	9.60	-	NNN	-	-	-	-	-	Abuvxdaw	WYBB	-	100	-	CVCT+100	-	107.00000
SR	TXR	10.000	2.20	-	PP	-	-	-	38.00%	-	Xxrsfvyi	PDHK	-	170-175	-	YUVK+170	-	158.00000
Y1I	KZE	76.000	8.20	-	ZZZ-	-	-	-	72.00%	-	Jqdpoxxa	TEYH	-	310-320	-	DKTH+310	-	784.00000
DHI	KNW	7.000	6.50	-	WWW-	-	-	-	23.00%	-	Lrzqxwxr	EPKY	-	425	-	KZZG+425	-	732.00000
JP	ZXB	59.000	1.50	-	X	-	-	-	27.00%	-	Irwdoqqr	MJKZ	-	190-195	-	VBOB+190	-	631.00000
Q1E	CWP	357.000	9.50	-	CCC	-	-	-	60.00%	-	Zwhkvvnj	XMAX	-	127-130	-	YZJY+127	-	692.00000

Tranche Comments

EC: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144H/Wbt S; Q1E: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144Z/Tye C; LPF: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144D/Mie R; SR: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144F/Qbb M; JP: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144V/Xuw O; Y1I: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144C/Iao N; DHI: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144Z/Qyj I; JZ: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144Y/Ukj O; Gdv: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144E/Pab B;

Deal Comments

Ztjtg. Xmc-Enss Qtsqmtu 1.20

Pricing Speed

20 FDA

Reinvestment Period (YRS)

2.6

Reinvestment Period End Date

Dec 14, 2020

Reset

Yes

WAL Test Period (YRS)

5.5