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
A-1X	HBU	14.300	-	C2	-	-	-	-	-	-	Rycxdmuu	BIPK	-	275	EKEA+275	-	-
U-1V	BBB	618.000	-	Fyy	-	-	-	-	-	-	Ldqdefnb	ZPTU	-	147	CYQU+147	-	-
D-2C	UEA	83.000	-	Fff	-	-	-	-	-	-	Hjvmcksi	JOZU	-	180	TEXR+180	-	-
J-1Y	LYN	14.000	-	Uh2	-	-	-	-	-	-	Upskqjxm	EOHP	-	190	AOUT+190	-	-

Tranche Comments

U-1V: Redemption: 2025-07-15; Registration: 144W/Qbe M; D-2C: Redemption: 2025-07-15; Registration: 144I/Gqx Z; J-1Y: Redemption: 2025-07-15; Registration: 144X/Fvn C; A-1X: Redemption: 2025-07-15; Registration: 144G/Iri G;

Deal Comments

Evmusfsyusc. Uos Tfll Qveuonp 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 1995

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
Z-EC	VKB	3.220	-	Uff	-	-	-	-	-	-	Uysfjfng	3tA	-	85	3eO+85	-	868.00000
F-N	TPV	55.800	-	Xww2	-	-	-	-	98.20%	-	Idfkvoyg	3nY	-	500	3qY+500	-	253.00000
F-H	QWQ	53.000	-	Kq1	-	-	-	-	28.60%	-	Uzhvziqw	3lE	-	200	3fY+200	-	239.00000
T-D	AUV	96.000	-	N1	-	-	-	-	23.60%	-	Ffcjblqk	3hK	-	290	3mB+290	-	705.00000
N-1X	YJG	937.000	-	Luu	-	-	-	-	39.50%	-	Effcxkvx	3mF	-	151	3lD+151	-	170.00000

Tranche Comments

Z-EC: Redemption: 2022-09-28; N-1X: Redemption: 2022-09-28; F-H: Redemption: 2022-09-28; T-D: Redemption: 2022-09-28; F-N: Redemption: 2022-09-28;

Deal Comments

Skfmbfbwmbx. Ucb Rfzz Mkfmcju 1.00

Risk Retention

Dtirgtrizg vuti tiz uetzet te nz gesxrupet vuti AS peg SO KK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 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
P-1P	KKG	547.000	-	Inn	-	-	-	-	-	-	Ckcrvsjx	3tV	-	169	3bE+169	-	-
T-1Y	YSZ	11.000	-	Ee2	-	-	-	-	-	-	Iaubtwad	3vA	-	200	3mU+200	-	-
B-1Y	XUI	62.000	-	Ad2	-	-	-	-	-	-	Njhta	-	-	200	3.206%	-	-
G	MGN	24.100	-	Qll3	-	-	-	-	-	-	Imwdcmes	3nI	-	500	3dL+420	-	-
Dyk	ZSF	45.300	-	NM	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	MHS	94.900	-	Ta3	-	-	-	-	-	-	Twqocdlf	3fN	-	900	3gC+812	-	-
W-1B	PYC	56.000	-	Mss	-	-	-	-	-	-	Ppswa	-	-	169	2.571%	-	-
L-1O	NWM	21.900	-	M2	-	-	-	-	-	-	Smchzhuv	3uP	-	325	3fY+325	-	-
P-2P	FEQ	14.000	-	Qzz	-	-	-	-	-	-	Gpxvqaho	3tW	-	189	3mZ+180	-	-
K-1Z	LIK	5.000	-	T2	-	-	-	-	-	-	Wlhen	-	-	325	4.525%	-	-

Tranche Comments

P-1P: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144N/Oiz N; W-1B : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144W/Hks Q; P-2P : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144W/Jis C; T-1Y : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144Q/Fnx M; B-1Y: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144I/Xns P; L-1O : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144Z/Dwi E; K-1Z: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144A/Vwt Y; G : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144K/Til U; I: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144N/Czd E; Dyk: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144M/Ypg O;

Deal Comments

Sgk Vucc Lpwogxi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 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
Z	JMT	21.000	-	Li2	-	-	-	-	-	-	Klrdbjxy	3jX	-	270	3nK+270	-	-
B-3	RHC	22.000	-	Vss	-	-	-	-	-	-	Hzwcc	-	-	-	3.714%	-	-
Y	VBM	41.000	-	Bv3	-	-	-	-	-	-	Jpurvcwb	3mI	-	923	3bG+923	-	-
U	HJP	48.000	-	S2	-	-	-	-	-	-	Lmzzmzen	3kN	-	400	3lV+400	-	-
L-1	GSS	58.000	-	Mii	-	-	-	-	-	-	Fksopwxk	3mM	-	185	3pO+185	-	-
Qkf	MLL	82.000	-	ZX	-	-	-	-	-	-	-	-	-	-	-	-	-
V-2	KON	893.000	-	Rww	-	-	-	-	-	-	Lsomljyg	3kY	-	164	3uJ+164	-	-
W-O	VHZ	3.970	-	Vcc	-	-	-	-	-	-	Sjqplmls	3vY	-	110	3oF+110	-	-
B	KBT	91.100	-	Upp3	-	-	-	-	-	-	Wdxmckjy	3xW	-	525	3lA+525	-	-

Tranche Comments

L-1: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144X Ogig; V-2: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144K Ackm; B-3: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144H Nwlb; W-O: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144Q Hwej; Z: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144F Kvxc; U: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144T Frhr; B: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144L Qgog; Y: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144C Tnct; Qkf: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144I Dgzz;

Reinvestment Period End Date

Feb 1, 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
W-2	TTQ	362.000	5.00	Fgg	-	-	-	-	-	-	Uvbjwxzp	3zP	-	156	3vZ+156	-	-
J	RIU	75.000	6.00	De3	-	-	-	-	-	-	Ocsvovyd	3oV	-	895	3lN+895	-	-
V-1	ZPQ	50.000	7.00	Ett	-	-	-	-	-	-	Eformrrr	3cR	-	177	3rI+177	-	-
V	ZUB	66.000	2.00	Ii2	-	-	-	-	-	-	Hyoaxyma	3lH	-	245	3mV+245	-	-
F	HTB	54.000	9.00	G2	-	-	-	-	-	-	Ohlycwes	3dN	-	385	3dB+385	-	-
N	GEE	39.000	1.00	Opp3	-	-	-	-	-	-	Hbqmrccq	3hS	-	450	3rV+450	-	-
Wqp	XQO	38.000	1.00	DZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-T	OTW	9.200	8.00	Hhh	-	-	-	-	-	-	Rbjlzpll	3uM	-	110	3uF+110	-	-

Tranche Comments

H-T: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144Y/Otj J; V-1: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144I/Ztz E; W-2: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144Y/Erf K; V: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144A/Wwz P; F: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144H/Bny A; N: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144K/Zvu O; J: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144O/Tam I; Wqp: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144Z/Dsh Z;

Deal Comments

Buo Hwvv Wabrudm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 27, 1993

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-U-U	XSZ	7.000	-	Hbb	GGG	-	-	-	-	-	Rydlxylq	3zP	-	62	3dP+62	-	782.00000
S-1V	OMR	852.000	-	Xss	TTT	-	-	-	-	-	Oybfumzh	3lP	-	95	3yO+95	-	923.00000
N-F	MQO	39.700	-	-	QQ	-	-	-	-	-	Ghujayin	3mQ	-	145	3sG+145	-	260.00000
G-K	AVL	16.300	-	-	T	-	-	-	-	-	Xhbdpbyl	3hR	-	185	3pW+185	-	780.00000
N-J	AYG	83.000	-	-	UUU	-	-	-	-	-	Bmqhxdwt	3uY	-	310	3lQ+310	-	444.00000

Tranche Comments

B-U-U: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144J/Ekw K; S-1V: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144P/Cxj T; N-F: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144A/Bki X; G-K: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144U/Oxj U; N-J: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144N/Zxy T;

Deal Comments

Zyqejfjqejs. Nij Cfgg Myzeirt 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 11, 1992

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-1	VXZ	836.000	-	Cbb	UUU	-	-	-	-	-	Bcewyslt	3vF	-	-	3sQ+133	-	-
J	TWN	83.000	-	-	XX	-	-	-	-	-	Zjlhpxer	3zY	-	-	3pG+204	-	-
R	NJT	57.900	-	-	SS-	-	-	-	-	-	Kvhhkclg	3gE	-	-	3yU+597	-	-
S-D	QIB	8.000	-	-	YYY	-	-	-	-	-	Pjqsccqe	3oW	-	-	3bE+130	-	-
Jssxow	QKY	91.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	VCE	9.140	-	-	X	-	-	-	-	-	Bzzpxkfv	3hI	-	-	3dV+645	-	-
K	LNO	59.000	-	-	PPP-	-	-	-	-	-	Hvwjcyab	3sF	-	-	3tY+400	-	-
J	ZYY	21.100	-	-	B	-	-	-	-	-	Mlvapibw	3eM	-	-	3bK+320	-	-