Z Capital Credit Partners CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1O	PUE	174.000	-	Xaa	-	-	-	-	-	-	Ibhqvprg	YQCM	-	147	JDPT+147	-	-
I-1Q	RJB	44.400	-	M2	-	-	-	-	-	-	Aujcboet	GUCM	-	275	XDIL+275	-	-
T-2G	HBC	81.000	-	Fzz	-	-	-	-	-	-	Ylcejhko	BNVN	-	180	LEUN+180	-	-
I-1K	ENK	74.000	-	Ck2	-	-	-	-	-	-	Uzjrkrnk	VQXC	-	190	AMWC+190	-	-

Tranche Comments

G-1O: Redemption: 2025-07-15; Registration: 144Y/Dpm M; T-2G: Redemption: 2025-07-15; Registration: 144Q/Rwe C; I-1K: Redemption: 2025-07-15; Registration: 144W/Zwk O; I-1Q: Redemption: 2025-07-15; Registration: 144D/Abe U;

Deal Comments

Aqsvnunzvnp. Khn Ouqq Aqhvhoa 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 24, 2013

Refinancing

Yes

Reset

Yes

Z Capital Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-GX	JXL	1.376	-	Vee	-	-	-	-	-	-	Ildjujmo	3dT	-	85	3oO+85	-	989.00000
U-1V	RCQ	107.000	-	Mmm	-	-	-	-	56.30%	-	Zrhybhdt	3xD	-	151	3dU+151	-	443.00000
C-O	COV	49.100	-	Guu2	-	-	-	-	73.60%	-	Pfueaqtl	3hU	-	500	3eP+500	-	326.00000
Q-U	KYO	34.000	-	Mn1	-	-	-	-	74.30%	-	Ezyjjafv	3sH	-	200	3zQ+200	-	409.00000
P-I	LKH	33.000	-	W1	-	-	-	-	35.70%	-	Mtledtoc	3qK	-	290	3qH+290	-	813.00000

Tranche Comments

W-GX: Redemption: 2022-09-28; U-1V: Redemption: 2022-09-28; Q-U: Redemption: 2022-09-28; P-I: Redemption: 2022-09-28; C-O: Redemption: 2022-09-28;

Deal Comments

Kntqepefqet. Uhe Ipnn Dnbqhnr 1.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2013

Z Capital Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1Q	QXI	98.000	-	Xbb	-	-	-	-	-	-	Yqrvj	-	-	169	2.571%	-	-
E-1O	NZJ	18.000	-	Vo2	-	-	-	-	-	-	Ifrsx	-	-	200	3.206%	-	-
Q	PBQ	26.800	-	Jh3	-	-	-	-	-	-	Ckdzqfww	3lS	-	900	3mI+812	-	-
L-1Y	LTI	6.000	-	T2	-	-	-	-	-	-	Cjtuw	-	-	325	4.525%	-	-
V-1D	VUK	23.000	-	Ci2	-	-	-	-	-	-	Yhwhdvyd	3xE	-	200	3xV+200	-	-
Irh	FKJ	55.500	-	YA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2K	UXZ	81.000	-	Gll	-	-	-	-	-	-	Keoyjtqo	3tC	-	189	3uY+180	-	-
O-1T	BYK	39.100	-	K2	-	-	-	-	-	-	Fjcmjrbk	3mL	-	325	3nK+325	-	-
Z	XXF	19.200	-	Hvv3	-	-	-	-	-	-	Akjcfjeq	3sW	-	500	3vI+420	-	-
D-1D	PUW	332.000	-	Ddd	-	-	-	-	-	-	Cudpwken	3nX	-	169	3rR+169	-	-

Tranche Comments

D-1D: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144P/Iie K; H-1Q : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144F/Nyc M; K-2K : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144Z/Fxt C; V-1D : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144Q/Vwg Z; E-1O: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144E/Qvl O; O-1T : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144Q/Ayo M; L-1Y: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144O/Tai H; Z : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144L/Aef R; Q: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144I/Cus P; Irh: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144C/Jyr A;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 1999

Refinancing

Yes

Z Capital Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	CWL	17.000	-	Ngg	-	-	-	-	-	-	Zhzqovti	3rH	-	185	3nS+185	-	-
Y	MAM	81.300	-	Ecc3	-	-	-	-	-	-	Zseflswe	3mH	-	525	3aC+525	-	-
T	TBH	83.000	-	Ol2	-	-	-	-	-	-	Xrqeyiqx	3nV	-	270	3dZ+270	-	-
N-2	XTT	759.000	-	Vnn	-	-	-	-	-	-	Iyuhdblt	3eY	-	164	3kD+164	-	-
K-3	KLO	83.000	-	Urr	-	-	-	-	-	-	Ugnyv	-	-	-	3.714%	-	-
A	THD	68.000	-	P2	-	-	-	-	-	-	Dhhhfdfw	3zS	-	400	3lF+400	-	-
H	COP	23.000	-	Xo3	-	-	-	-	-	-	Kzkojclu	3bT	-	923	3fU+923	-	-
M-N	YTE	8.780	-	Igg	-	-	-	-	-	-	Dbdzovai	3cU	-	110	3cR+110	-	-
Sqe	ENJ	99.000	-	LF	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

A-1: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144F Ytqy; N-2: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144W Izpl; K-3: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144R Wccb; M-N: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144Z Mspu; T: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144U Xfku; A: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144J Cequ; Y: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144E Egpr; H: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144N Jjxw; Sqe: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144W Wuox;

Reinvestment Period End Date

Oct 17, 2018

Z Capital Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	INH	27.000	4.00	S2	-	-	-	-	-	-	Vuefmdcy	3rR	-	385	3qZ+385	-	-
Yqa	ETE	58.000	8.00	LG	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1	OGH	46.000	9.00	Zii	-	-	-	-	-	-	Vjcaysxr	3bU	-	177	3mB+177	-	-
C-I	WMM	7.400	5.00	Fhh	-	-	-	-	-	-	Qkhboill	3lB	-	110	3pX+110	-	-
J	LZU	82.000	1.00	Dt2	-	-	-	-	-	-	Ehpufbzg	3vV	-	245	3qN+245	-	-
U	BTI	12.000	8.00	Ug3	-	-	-	-	-	-	Muybepar	3mK	-	895	3mS+895	-	-
N	ZIC	48.000	1.00	Lww3	-	-	-	-	-	-	Cyarusai	3zV	-	450	3jZ+450	-	-
R-2	NRL	527.000	4.00	Qhh	-	-	-	-	-	-	Jujlpzrq	3hH	-	156	3sQ+156	-	-

Tranche Comments

C-I: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144A/Llk A; F-1: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144H/Adm P; R-2: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144X/Xeo E; J: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144Q/Xkl L; Q: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144J/Ykg G; N: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144X/Ycy Y; U: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144X/Huj V; Yqa: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144E/Kvr O;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 11, 2014

Refinancing

Yes

Z Capital Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-A-H	JAS	5.000	-	Vee	WWW	-	-	-	-	-	Aopvjpzo	3jC	-	62	3fZ+62	-	544.00000
X-V	NEI	50.200	-	-	GG	-	-	-	-	-	Mczkhbtb	3rH	-	145	3hL+145	-	744.00000
P-W	QJB	33.000	-	-	VVV	-	-	-	-	-	Hlfyzilg	3hU	-	310	3iK+310	-	333.00000
E-W	VLJ	97.900	-	-	X	-	-	-	-	-	Ibymzflc	3yB	-	185	3rU+185	-	240.00000
G-1Z	GYI	237.000	-	Mww	SSS	-	-	-	-	-	Ucsbbdhe	3aR	-	95	3mL+95	-	649.00000

Tranche Comments

B-A-H: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144Y/Kok N; G-1Z: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144X/Yha Z; X-V: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144L/Vlk C; E-W: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144B/Fsg F; P-W: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144B/Jtm L;

Deal Comments

Ihkiiuitiig. Oci Bupp Thaicuq 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 26, 2001

Z Capital Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	FOO	42.300	-	-	J	-	-	-	-	-	Bermabsx	3nH	-	-	3xY+320	-	-
P	GRK	6.560	-	-	O	-	-	-	-	-	Lpxjslzo	3kF	-	-	3fG+645	-	-
H-E	VVH	7.000	-	-	MMM	-	-	-	-	-	Bwdrtpdc	3oG	-	-	3pK+130	-	-
F	WPQ	97.000	-	-	DDD-	-	-	-	-	-	Zvbasjdz	3kW	-	-	3jI+400	-	-
Qkbstp	BYD	45.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q-1	YZY	215.000	-	Yss	LLL	-	-	-	-	-	Ypxfsjqj	3nE	-	-	3qN+133	-	-
Y	YJT	97.000	-	-	UU	-	-	-	-	-	Hedyzckp	3pG	-	-	3oW+204	-	-
F	QZZ	12.400	-	-	JJ-	-	-	-	-	-	Plxhazmm	3tN	-	-	3kN+597	-	-