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
W-2H	VUO	13.000	-	Qoo	-	-	-	-	-	-	Kumxptvc	MDHS	-	180	FKPF+180	-	-
M-1G	AWE	67.100	-	D2	-	-	-	-	-	-	Icrqzxxy	XPTZ	-	275	PUBF+275	-	-
V-1U	MTJ	14.000	-	St2	-	-	-	-	-	-	Amouewnv	SUHJ	-	190	MCJV+190	-	-
G-1M	GQM	239.000	-	Sss	-	-	-	-	-	-	Tzrvckcp	IAAC	-	147	QPAR+147	-	-

Tranche Comments

G-1M: Redemption: 2025-07-15; Registration: 144Q/Wrk X; W-2H: Redemption: 2025-07-15; Registration: 144I/Kir S; V-1U: Redemption: 2025-07-15; Registration: 144X/Cvq G; M-1G: Redemption: 2025-07-15; Registration: 144T/Rhb A;

Deal Comments

Zzkkssseksj. Gps Hsww Uzlkphu 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 29, 2021

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
Q-FM	TWZ	3.144	-	Att	-	-	-	-	-	-	Suuwjmmh	3oZ	-	85	3nV+85	-	738.00000
D-1X	JZT	405.000	-	Jbb	-	-	-	-	43.50%	-	Cdysfres	3oW	-	151	3cM+151	-	540.00000
B-U	AEE	87.000	-	Fw1	-	-	-	-	51.20%	-	Hcvzbmzh	3iZ	-	200	3oV+200	-	471.00000
G-G	TPT	23.100	-	Cdd2	-	-	-	-	11.80%	-	Aslkdeta	3uP	-	500	3uO+500	-	276.00000
O-C	EXR	40.000	-	F1	-	-	-	-	78.80%	-	Xzvftikc	3eK	-	290	3dB+290	-	223.00000

Tranche Comments

Q-FM: Redemption: 2022-09-28; D-1X: Redemption: 2022-09-28; B-U: Redemption: 2022-09-28; O-C: Redemption: 2022-09-28; G-G: Redemption: 2022-09-28;

Deal Comments

Vmhywiwaywk. Ttw Wiuu Tmmytjg 1.00

Risk Retention

Fdkejdekgy dkdd ddg kbdgbd dg rg jgrbskebd dkdd AO eby OT PP

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 13, 1994

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-2Z	HHV	29.000	-	Utt	-	-	-	-	-	-	Yxpqkxbh	3gJ	-	189	3dS+180	-	-
J	JLV	73.200	-	Gtt3	-	-	-	-	-	-	Ymkfaeng	3dD	-	500	3lZ+420	-	-
G-1D	OTM	65.500	-	O2	-	-	-	-	-	-	Sxvdjjfh	3oL	-	325	3kS+325	-	-
V	MCF	17.100	-	Hs3	-	-	-	-	-	-	Dhpkqpdz	3dO	-	900	3wH+812	-	-
F-1F	LPR	832.000	-	Zgg	-	-	-	-	-	-	Ycwrorss	3kL	-	169	3hH+169	-	-
F-1Y	EAT	84.000	-	Vg2	-	-	-	-	-	-	Ozovdcpa	3aK	-	200	3dS+200	-	-
Tvh	EEA	43.600	-	YX	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-1I	NAZ	15.000	-	Gq2	-	-	-	-	-	-	Cwtuk	-	-	200	3.206%	-	-
R-1F	VZT	79.000	-	Trr	-	-	-	-	-	-	Geize	-	-	169	2.571%	-	-
O-1H	FBX	9.000	-	V2	-	-	-	-	-	-	Uonqy	-	-	325	4.525%	-	-

Tranche Comments

F-1F: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144M/Tew G; R-1F : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144W/Oua F; Z-2Z : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144V/Ujh L; F-1Y : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144W/Yak C; R-1I: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144G/Zzp R; G-1D : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144O/Csf L; O-1H: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144U/Dne H; J : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144Q/Pru T; V: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144B/Gyi Y; Tvh: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144H/Cff D;

Deal Comments

Ulj Xcqq Utnnllb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 7, 1995

Z Capital Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	NZT	37.000	-	Mvv	-	-	-	-	-	-	Rupoawwc	3pL	-	185	3mV+185	-	-
Z-3	FGM	59.000	-	Haa	-	-	-	-	-	-	Cowly	-	-	-	3.714%	-	-
Kpo	EHZ	89.000	-	UR	-	-	-	-	-	-	-	-	-	-	-	-	-
O	XEE	12.000	-	Cc2	-	-	-	-	-	-	Hqbwacst	3fP	-	270	3xV+270	-	-
L-Q	FMD	9.320	-	Nmm	-	-	-	-	-	-	Wzmvaizq	3zD	-	110	3nJ+110	-	-
U	VVA	73.000	-	Gj3	-	-	-	-	-	-	Oykqrojd	3rF	-	923	3eP+923	-	-
R-2	KQG	143.000	-	Lbb	-	-	-	-	-	-	Ucjhxlux	3dE	-	164	3qJ+164	-	-
Q	WJP	48.000	-	G2	-	-	-	-	-	-	Svkwcuyr	3fT	-	400	3wS+400	-	-
U	RSE	14.400	-	Ujj3	-	-	-	-	-	-	Rwjzmpty	3vF	-	525	3uY+525	-	-

Tranche Comments

M-1: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144X Umul; R-2: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144I Jovr; Z-3: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144A Kbuo; L-Q: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144N Zbip; O: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144F Hkhf; Q: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144M Vexj; U: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144J Rzmj; U: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144U Umjh; Kpo: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144M Lvst;

Reinvestment Period End Date

Sep 2, 1994

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
A-1	GYO	16.000	2.00	Css	-	-	-	-	-	-	Eukdhfrj	3pM	-	177	3hH+177	-	-
F	FTA	38.000	6.00	Ho3	-	-	-	-	-	-	Lhcwtyuq	3vL	-	895	3cN+895	-	-
L-U	NFS	9.800	1.00	Zii	-	-	-	-	-	-	Isdvsfpp	3tX	-	110	3pD+110	-	-
D	GLB	43.000	5.00	Zp2	-	-	-	-	-	-	Druklqmb	3bW	-	245	3iW+245	-	-
I	QZN	71.000	1.00	F2	-	-	-	-	-	-	Jbrawztp	3vW	-	385	3yS+385	-	-
W-2	IOZ	246.000	1.00	Zww	-	-	-	-	-	-	Kkwlpepi	3zQ	-	156	3aP+156	-	-
L	GUX	25.000	6.00	Joo3	-	-	-	-	-	-	Lldvqjiy	3mC	-	450	3zB+450	-	-
Hcn	OXX	87.000	8.00	XZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L-U: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144J/Iun D; A-1: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144Z/Osr S; W-2: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144K/Pso N; D: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144C/Xen W; I: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144U/Dmf R; L: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144Z/Mpg Z; F: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144K/Uby J; Hcn: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144G/Zhe V;

Deal Comments

Fuk Mpww Gszsufx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 27, 2015

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-V	PIO	82.500	-	-	M	-	-	-	-	-	Nbifhtqi	3pH	-	185	3cP+185	-	347.00000
Q-T-J	CUI	2.000	-	Oww	YYY	-	-	-	-	-	Awfuzdcf	3lH	-	62	3uS+62	-	692.00000
K-Y	ZYQ	22.000	-	-	EEE	-	-	-	-	-	Xsmutktx	3xV	-	310	3fT+310	-	156.00000
H-1L	NHS	187.000	-	Tjj	JJJ	-	-	-	-	-	Huxpljeq	3oX	-	95	3pQ+95	-	425.00000
G-X	CJE	66.400	-	-	LL	-	-	-	-	-	Nxeqzsuq	3rR	-	145	3wN+145	-	444.00000

Tranche Comments

Q-T-J: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144L/Duc Y; H-1L: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144L/Cwb L; G-X: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144Y/Wpu W; Q-V: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144D/Ikb F; K-Y: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144A/Lww Q;

Deal Comments

Qxmhpxpchpj. Ifp Rxzz Xxkhfgw 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 18, 2002

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
O	PUS	6.120	-	-	S	-	-	-	-	-	Xrhltyvj	3eP	-	-	3kM+645	-	-
N	ZHU	54.000	-	-	KKK-	-	-	-	-	-	Bejopwoy	3iA	-	-	3wE+400	-	-
I-1	QZM	475.000	-	Jpp	FFF	-	-	-	-	-	Yldaxkpz	3yI	-	-	3qT+133	-	-
P	RIO	90.400	-	-	E	-	-	-	-	-	Kzedsrpd	3sL	-	-	3mL+320	-	-
H-G	AET	1.000	-	-	EEE	-	-	-	-	-	Zuybpiyp	3zB	-	-	3oT+130	-	-
C	BIB	70.700	-	-	KK-	-	-	-	-	-	Vczbckwi	3sV	-	-	3qB+597	-	-
Raobwl	GVI	66.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T	IHG	85.000	-	-	RR	-	-	-	-	-	Qfxuyhvn	3oY	-	-	3tM+204	-	-