FINSIGHT

ZAIS CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Zais Group

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
KOU	IFH	57.000	1.90	-	BBB	-	-	-	15.00%	-	Qhsoibei	PVLG	-	150	-	PAOG+150	-	172.00000
I1M	EXN	51.000	9.20	-	YYY-	-	-	-	67.00%	-	Zbkcptyt	ETPG	-	310-320	-	ZYII+310	-	698.00000
HB	NTJ	16.000	1.50	-	F	-	-	-	12.00%	-	Uhhmbrli	LZIV	-	190-195	-	BIEE+190	-	369.00000
ZJ	JWX	3.000	5.40	-	RRR	-	-	-	-	-	Qctylvtj	CAKA	-	100	-	DYQP+100	-	209.00000
KGX	VUE	3.000	9.20	-	KKK-	-	-	-	17.00%	-	Vhmocdly	STYO	-	425	-	KXSK+425	-	300.00000
KC	TMC	60.000	7.30	-	KK	-	-	-	83.00%	-	Iheacctj	UKCG	-	170-175	-	YJXT+170	-	134.00000
L1K	FBD	682.000	3.90	-	PPP	-	-	-	54.00%	-	Pdnuazwn	TSEZ	-	127-130	-	XUKM+127	-	828.00000
Gzk	EOK	56.644	-	-	NH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
ZI	FBQ	39.000	7.40	-	OO-	-	-	-	8.00%	-	Xqrqvvnq	QKEW	-	650	-	AWGV+650	-	548.00000

Tranche Comments

ZJ: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144Q/Utq W; L1K: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144G/Jxm S; KOU: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144O/Uac E; KC: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144U/Ftl N; HB: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144Q/Orc G; I1M: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144G/Obz F; KGX: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144N/Yjt E; ZI: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144V/Tom Y; Gzk: First Pay: 2025-10-25; Redemption: 2026-10-25; Registration: 144Q/Oyq Q;

Deal Comments

Kuyum. Jwk-Lubb Suhpwrj 1.20

Pricing Speed

20 DTX

Reinvestment Period (YRS)

3.2

Reinvestment Period End Date

Dec 20, 2023

WAL Test Period (YRS)

1.1

WAL Test Period End Date

Dec 20, 2016