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
F-1Y	XEO	18.000	-	Aq2	-	-	-	-	-	-	Jroftaps	QWGH	-	190	WPHY+190	-	-
D-1T	HOP	839.000	-	Eii	-	-	-	-	-	-	Swbyrzwf	ZXJR	-	147	MUPL+147	-	-
A-1F	LLF	52.900	-	B2	-	-	-	-	-	-	Rqxkzxom	HILM	-	275	IWCZ+275	-	-
Y-2C	UJV	83.000	-	Cgg	-	-	-	-	-	-	Wpbwodkn	YOTU	-	180	CDNL+180	-	-

Tranche Comments

D-1T: Redemption: 2025-07-15; Registration: 144E/Aez U; Y-2C: Redemption: 2025-07-15; Registration: 144U/Fmr V; F-1Y: Redemption: 2025-07-15; Registration: 144O/Bqf Y; A-1F: Redemption: 2025-07-15; Registration: 144F/Vvh D;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 6, 2003

Z Capital Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-AB	LPB	2.332	-	Khh	-	-	-	-	-	-	Qhbzheup	3qN	-	85	3iQ+85	-	432.00000
W-A	FXI	62.200	-	Tll2	-	-	-	-	66.70%	-	Oqvpsfoh	3vZ	-	500	3hS+500	-	467.00000
D-E	ZIH	22.000	-	Dw1	-	-	-	-	89.40%	-	Wjveptay	3kE	-	200	3cT+200	-	674.00000
Q-X	PQB	51.000	-	P1	-	-	-	-	27.70%	-	Zpcuxnwn	3gO	-	290	3zD+290	-	995.00000
J-1K	WHS	277.000	-	Kyy	-	-	-	-	41.10%	-	Iqbzksvd	3cU	-	151	3gJ+151	-	557.00000

Tranche Comments

E-AB: Redemption: 2022-09-28; J-1K: Redemption: 2022-09-28; D-E: Redemption: 2022-09-28; Q-X: Redemption: 2022-09-28; W-A: Redemption: 2022-09-28;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 4, 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
W-1W	TIW	799.000	-	Saa	-	-	-	-	-	-	Tvczcirq	3qD	-	169	3gQ+169	-	-
G	RCF	19.600	-	Ls3	-	-	-	-	-	-	Nkwdqliu	3lU	-	900	3oR+812	-	-
V-1K	CVR	73.100	-	S2	-	-	-	-	-	-	Kdjlhenb	3zI	-	325	3dS+325	-	-
C-1H	VPI	86.000	-	Axx	-	-	-	-	-	-	Vfbpj	-	-	169	2.571%	-	-
B-1N	ZPE	5.000	-	Q2	-	-	-	-	-	-	Bzguc	-	-	325	4.525%	-	-
R-1Y	MXA	72.000	-	Jd2	-	-	-	-	-	-	Ibidwhiv	3yW	-	200	3eI+200	-	-
L-1L	PFW	81.000	-	Fg2	-	-	-	-	-	-	Kpcoe	-	-	200	3.206%	-	-
D-2D	NMW	86.000	-	Avv	-	-	-	-	-	-	Bmxdjymc	3aH	-	189	3oH+180	-	-
Y	CAT	42.100	-	Dss3	-	-	-	-	-	-	Amzxskpc	3uW	-	500	3tQ+420	-	-
Smi	GSS	97.200	-	EN	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W-1W: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144C/Mbi B; C-1H : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144U/Lms W; D-2D : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144V/Vvm T; R-1Y : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144N/Evq K; L-1L: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144W/Lkp M; V-1K : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144E/Ama G; B-1N: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144F/Xnu W; Y : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144T/Wds P; G: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144F/Plw J; Smi: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144Z/Ytk J;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 5, 2006

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	BUM	23.500	-	Fxx3	-	-	-	-	-	-	Plkrqlsw	3nO	-	525	3mQ+525	-	-
S-3	WUS	17.000	-	Oll	-	-	-	-	-	-	Nwjgz	-	-	-	3.714%	-	-
Q-V	XMC	7.850	-	Too	-	-	-	-	-	-	Qdhuyjxs	3uX	-	110	3vE+110	-	-
X	HVN	24.000	-	M2	-	-	-	-	-	-	Cuyfypkh	3lT	-	400	3yV+400	-	-
I-2	NTR	637.000	-	Hkk	-	-	-	-	-	-	Rcqskzol	3fH	-	164	3iO+164	-	-
Rzf	JIW	32.000	-	MQ	-	-	-	-	-	-	-	-	-	-	-	-	-
C-1	WSS	85.000	-	Jkk	-	-	-	-	-	-	Ijcfldzd	3sJ	-	185	3gL+185	-	-
C	CZT	57.000	-	In2	-	-	-	-	-	-	Ryhzodco	3gT	-	270	3tO+270	-	-
U	FHU	56.000	-	Tq3	-	-	-	-	-	-	Pcuqxsfg	3gB	-	923	3xD+923	-	-

Tranche Comments

C-1: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144Q Uulf; I-2: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144R Pelm; S-3: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144X Isth; Q-V: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144G Uzbj; C: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144U Ajtf; X: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144Q Ysiv; B: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144P Qskb; U: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144J Agho; Rzf: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144C Lsmr;

Reinvestment Period End Date

Mar 14, 2005

Z Capital Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	BAX	99.000	4.00	O2	-	-	-	-	-	-	Mzouktua	3vK	-	385	3nA+385	-	-
O-K	XOW	3.800	3.00	Qhh	-	-	-	-	-	-	Frsrbrxx	3tW	-	110	3tS+110	-	-
O-1	OVE	28.000	1.00	Nss	-	-	-	-	-	-	Ozaowaxb	3eE	-	177	3mQ+177	-	-
F	ABE	75.000	6.00	Rdd3	-	-	-	-	-	-	Rjjmzfpf	3nY	-	450	3eC+450	-	-
Lje	MAF	84.000	9.00	TA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	HXX	26.000	7.00	Au2	-	-	-	-	-	-	Aclqpffj	3kT	-	245	3mU+245	-	-
T-2	PRM	258.000	2.00	Nss	-	-	-	-	-	-	Nkbcfehl	3lE	-	156	3aF+156	-	-
Q	BUS	20.000	3.00	Dx3	-	-	-	-	-	-	Njpyceit	3iT	-	895	3eX+895	-	-

Tranche Comments

O-K: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144T/Lba Q; O-1: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144O/Vdt W; T-2: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144K/Bep S; M: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144O/Ujn L; T: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144H/Lme I; F: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144Y/Gnl E; Q: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144W/Qny Y; Lje: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144V/Czn I;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 1998

Z Capital Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-A	WXA	61.000	-	-	NNN	-	-	-	-	-	Irojfdyj	3gK	-	310	3cC+310	-	736.00000
K-C-M	VSP	5.000	-	Jjj	WWW	-	-	-	-	-	Whhlckhm	3xQ	-	62	3bV+62	-	343.00000
D-1V	EAV	373.000	-	Hww	JJJ	-	-	-	-	-	Lxsywjfj	3xV	-	95	3sN+95	-	810.00000
U-F	YOS	49.700	-	-	XX	-	-	-	-	-	Lowoflcq	3yF	-	145	3bX+145	-	174.00000
F-U	ERX	36.200	-	-	X	-	-	-	-	-	Afswzxha	3lO	-	185	3aB+185	-	815.00000

Tranche Comments

K-C-M: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144I/Yqc D; D-1V: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144E/Vxf M; U-F: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144G/Nmn G; F-U: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144G/Qwy J; K-A: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144P/Cmy Z;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 11, 2015

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
U	BSF	87.100	-	-	I	-	-	-	-	-	Uqbjosmg	3tH	-	-	3pG+320	-	-
T-1	ANG	115.000	-	Laa	ZZZ	-	-	-	-	-	Okyqflsb	3kH	-	-	3gD+133	-	-
D	NZV	48.000	-	-	RR	-	-	-	-	-	Lvsbqlie	3yD	-	-	3jH+204	-	-
B	QFS	85.700	-	-	DD-	-	-	-	-	-	Sscyyhob	3rF	-	-	3gY+597	-	-
X	PLU	8.340	-	-	D	-	-	-	-	-	Dhjarwcd	3kR	-	-	3xX+645	-	-
V-T	OWY	3.000	-	-	III	-	-	-	-	-	Bsxjxmlr	3nT	-	-	3yY+130	-	-
P	RLS	15.000	-	-	WWW-	-	-	-	-	-	Xtyymtpl	3iK	-	-	3dS+400	-	-
Nkpqzk	RFM	44.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-