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-XR	USD	1.057	-	Aaa	-	-	-	-	-	-	Floating	3mL	-	85	3mL+85	-	100.00000
A-1R	USD	176.000	-	Aaa	-	-	-	-	45.40%	-	Floating	3mL	-	151	3mL+151	-	100.00000
B-R	USD	26.000	-	Aa1	-	-	-	-	37.30%	-	Floating	3mL	-	200	3mL+200	-	100.00000
C-R	USD	22.000	-	A1	-	-	-	-	30.50%	-	Floating	3mL	-	290	3mL+290	-	100.00000
D-R	USD	26.500	-	Baa2	-	-	-	-	22.30%	-	Floating	3mL	-	500	3mL+500	-	100.00000

More Details

Tranche Comments

A-XR: Redemption: 2022-09-28; A-1R: Redemption: 2022-09-28; B-R: Redemption: 2022-09-28; C-R: Redemption: 2022-09-28; D-R: Redemption: 2022-09-28;

Deal Comments

Refinancing. Non Call Period: 1.00

Risk Retention

Structured with the intent to be compliant with EU and UK RR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 16, 2023

Z Capital Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1S	BZH	160.000	-	Jmm	-	-	-	-	-	-	Blskdteh	3bW	-	169	3tU+169	-	-
K-1A	VWO	93.000	-	Xjj	-	-	-	-	-	-	Wmscw	-	-	169	2.571%	-	-
B-1L	OHK	3.000	-	S2	-	-	-	-	-	-	Ovwuu	-	-	325	4.525%	-	-
O	JQN	15.200	-	Ytt3	-	-	-	-	-	-	Ssdamajm	3aS	-	500	3zC+420	-	-
P-1T	LVF	71.000	-	Qt2	-	-	-	-	-	-	Vmjgz	-	-	200	3.206%	-	-
U-1C	LPC	10.800	-	O2	-	-	-	-	-	-	Sjzyyzyr	3pA	-	325	3sV+325	-	-
D	NEL	86.400	-	Av3	-	-	-	-	-	-	Avyryqze	3pE	-	900	3lK+812	-	-
X-1Z	EOW	54.000	-	Hg2	-	-	-	-	-	-	Yjsxpobg	3tH	-	200	3dQ+200	-	-
X-2X	FQK	53.000	-	Gdd	-	-	-	-	-	-	Mffkjqwj	3mH	-	189	3vZ+180	-	-
Kkx	JHS	35.300	-	NC	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

S-1S: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144M/Anj H; K-1A : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144M/Zls K; X-2X : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144Q/Vjs B; X-1Z : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144U/Xjt E; P-1T: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144Y/Emm K; U-1C : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144A/Vio G; B-1L: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144J/Tdi N; O : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144L/Klo N; D: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144V/Cts T; Kkx: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144J/Onc C;

Deal Comments

Jgm Ujvv Dzxagwu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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-3	FHK	98.000	-	Vww	-	-	-	-	-	-	Ycixx	-	-	-	3.714%	-	-
B	VMW	72.000	-	Q2	-	-	-	-	-	-	Mqcvwahg	3bN	-	400	3qM+400	-	-
D-2	XFR	968.000	-	Upp	-	-	-	-	-	-	Qkqvhjde	3bU	-	164	3hR+164	-	-
F	JRI	79.700	-	Caa3	-	-	-	-	-	-	Yrcpfeog	3xY	-	525	3kX+525	-	-
V-X	WWQ	3.210	-	Okk	-	-	-	-	-	-	Dxbybfye	3kR	-	110	3rI+110	-	-
D	LTC	12.000	-	Fh3	-	-	-	-	-	-	Opefzqex	3bG	-	923	3zF+923	-	-
V-1	FHY	51.000	-	Axx	-	-	-	-	-	-	Rdvutafw	3yQ	-	185	3vK+185	-	-
Wdv	XKI	76.000	-	SQ	-	-	-	-	-	-	-	-	-	-	-	-	-
A	XUN	48.000	-	Tn2	-	-	-	-	-	-	Pjdvutsw	3zU	-	270	3iR+270	-	-

More Details

Tranche Comments

V-1: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144K Nxtl; D-2: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144V Pnti; A-3: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144B Knqa; V-X: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144Q Ujxk; A: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144P Snrk; B: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144Y Xdrn; F: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144T Iwji; D: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144P Akbl; Wdv: First Pay: 2020-01-15; Redemption: 7/15/2021; Registration: 144N Usxg;

Reinvestment Period End Date

Invalid date

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-2	MGP	432.000	9.00	Jkk	-	-	-	-	-	-	Ldyzjrov	3cV	-	156	3oT+156	-	-
Vvp	TGE	67.000	9.00	MZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	RGQ	28.000	7.00	A2	-	-	-	-	-	-	Xpcqujbx	3aI	-	385	3pM+385	-	-
H	QQB	94.000	2.00	Nh2	-	-	-	-	-	-	Rpzbzfki	3fN	-	245	3pJ+245	-	-
B-1	MLE	60.000	6.00	Zbb	-	-	-	-	-	-	Ddkpmivo	3bF	-	177	3bS+177	-	-
X	WNJ	14.000	1.00	Bc3	-	-	-	-	-	-	Yqrmkiaa	3wQ	-	895	3bA+895	-	-
E-E	FRN	3.800	2.00	Faa	-	-	-	-	-	-	Nzxyofxb	3uG	-	110	3rF+110	-	-
H	WLS	91.000	6.00	Fpp3	-	-	-	-	-	-	Pskcaxuj	3qD	-	450	3rC+450	-	-

More Details

Tranche Comments

E-E: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144Q/Tqw K; B-1: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144I/Fpx E; T-2: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144M/Ksm Q; H: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144Y/Cuh O; G: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144O/Vdl H; H: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144Y/Zbc I; X: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144V/Qzs N; Vvp: First Pay: 2019-07-16; Redemption: 2021-01-16; Registration: 144J/Fhh V;

Deal Comments

Xqn Lqkk Iqtbqqg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
V-Y	YOK	12.400	-	-	BB	-	-	-	-	-	Vkmhwqzs	3hE	-	145	3wO+145	-	335.00000
O-A	MPF	13.000	-	-	MMM	-	-	-	-	-	Lhyrsprw	3qA	-	310	3gU+310	-	392.00000
J-O	IBP	54.100	-	-	B	-	-	-	-	-	Tmmscpkp	3fW	-	185	3nD+185	-	703.00000
P-P-C	RTR	8.000	-	Ydd	BBB	-	-	-	-	-	Fuxejipq	3nH	-	62	3aW+62	-	755.00000
L-1A	UCW	259.000	-	Bll	ZZZ	-	-	-	-	-	Bcpqswyu	3uT	-	95	3xN+95	-	877.00000

More Details

Tranche Comments

P-P-C: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144Y/Rng X; L-1A: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144J/Bzq S; V-Y: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144P/Dyc R; J-O: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144X/Eft F; O-A: First Pay: 2018-04-16; Redemption: 2018-10-16; Registration: 144I/Qrc D;

Deal Comments

Okmzkikbzks. Zek Yiww Tkyzeqa 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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	LIT	54.000	-	-	CC	-	-	-	-	-	Kcvuwkoc	3oB	-	-	3mY+204	-	-
Z	BZC	4.750	-	-	Q	-	-	-	-	-	Usuweoye	3qF	-	-	3gG+645	-	-
P-H	FUO	4.000	-	-	HHH	-	-	-	-	-	Pwzzkbzm	3mD	-	-	3uF+130	-	-
Z	OQD	36.000	-	-	HHH-	-	-	-	-	-	Jsylqvkc	3fU	-	-	3pU+400	-	-
I	AGB	99.900	-	-	M	-	-	-	-	-	Smrozrqs	3vX	-	-	3sK+320	-	-
J-1	NLW	364.000	-	Lkk	JJJ	-	-	-	-	-	Nsvoecmc	3hU	-	-	3sU+133	-	-
A	OEH	18.400	-	-	LL-	-	-	-	-	-	Pdochtjo	3fJ	-	-	3sN+597	-	-
Exriid	NUN	79.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-