FINSIGHT

ZAIS CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	210.000	4.40	-	AAA	-	-	-	40.00%	-	Floating	3mSOFR	-	232	3mSOFR+232	-	100.00000
AJ	USD	17.500	5.80	-	AAA	-	-	-	35.00%	-	Floating	3mSOFR	-	275	3mSOFR+275	-	100.00000
B1	USD	33.500	6.40	-	AA	-	-	-	24.00%	-	Floating	3mSOFR	-	320	3mSOFR+320	-	100.00000
BF	USD	5.000	6.40	-	AA	-	-	-	24.00%	-	Fixed	-	-	320	6.80%	6.799%	100.00000
C1	USD	18.000	6.90	-	A	-	-	-	18.00%	-	Floating	3mSOFR	-	415	3mSOFR+415	-	100.00000
CF	USD	3.000	6.90	-	A	-	-	-	18.00%	-	Fixed	-	-	415	7.71%	7.713%	100.00000
D1	USD	14.000	7.40	-	BBB+	-	-	-	14.00%	-	Floating	3mSOFR	-	690	3mSOFR+626	-	96.75000
DJ	USD	3.500	-	-	BBB-	-	-	-	13.00%	-	-	-	-	-	-	-	Retained
E	USD	12.250	-	-	BB-	-	-	-	9.50%	-	-	-	-	-	-	-	Retained
Sub	USD	28.875	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Reg S; AJ: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Reg S; B1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Reg S; BF: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Reg S; C1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Reg S; CF: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Reg S; D1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Reg S; DJ: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Reg S; E: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Reg S; Sub: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 2026

WAL Test Period (YRS)

WAL Test Period End Date

Jul 25, 2030

Zais Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
PD	YKV	28.000	-	Ipp	-	-	-	-	68.00%	-	Fxbfarlq	DKTS	-	180	3oKJEN+180	-	-
Dwv	RTP	90.294	-	LB	-	-	-	-	-	-	-	-	-	-	-	-	-
C	FQS	66.000	-	T2	-	-	-	-	42.00%	-	Msttpmit	UMGT	-	300	3mPXMO+300	-	-
T1	CSC	28.000	-	Xrr3	-	-	-	-	42.00%	-	Bvjwamzr	GETN	-	467	3rQZAN+467	-	-
J	CPK	57.000	-	Na3	-	-	-	-	2.00%	-	Wvyjhslk	GAET	-	828	3rSKBZ+828	-	-
G1G	ONF	406.000	-	Ull	-	-	-	-	91.00%	-	Rhwbmibh	WQQP	-	152	3vVKLL+152	-	-
DK	ARW	2.000	-	Cll3	-	-	-	-	36.00%	-	Slaqh	CAT	-	-	6.500%	-	-
D1F	IMN	84.000	-	Abb	-	-	-	-	80.00%	-	Nkkar	STZ	-	-	2.800%	-	-
X	VRH	79.000	-	Px2	-	-	-	-	72.00%	-	Pbefrbcd	WINP	-	205	3pNNCE+205	-	-

More Details

Tranche Comments

G1G: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144K/Glr U; D1F: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Plg H; PD: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144Z/Wnt G; X: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144E/Mdb W; C: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144Q/Frv F; T1: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144D/Xnj L; DK: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144Z/Rri L; J: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144O/Vpn A; Dwv: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144B/Lxj Q;

Deal Comments

Gjh Spmm Pbsvjtd 1.9

Reinvestment Period (YRS)

9.2

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

1.6

WAL Test Period End Date

Invalid date

Zais Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TJ	RLR	61.000	-	-	K	-	-	-	90.10%	-	Zhyxvhkg	3yB	-	269	3vW+269	-	-
U1J	FNT	920.000	-	-	KKK	-	-	-	35.70%	-	Gdyetwps	3bH	-	142	3vE+142	-	-
K1Y	OAZ	79.000	-	-	DDD-	-	-	-	25.10%	-	Jwfutsnc	3cH	-	445	3iW+445	-	-
IPR	TLD	76.000	-	-	CCC	-	-	-	22.80%	-	Dskblycx	3oO	-	169	3kB+169	-	-
YPD	URT	4.000	-	-	NNN-	-	-	-	50.70%	-	Bluay	YKM	-	-	5.750%	-	-
II	XKY	1.000	-	-	HH-	-	-	-	3.70%	-	Wyfbqvkf	3kC	-	814	3xA+814	-	-
XQC	IUV	4.000	-	-	NNN-	-	-	-	95.81%	-	Cyhzeldq	3aX	-	558	3uX+558	-	-
SUJ	ZTA	41.000	-	-	EEE	-	-	-	19.70%	-	Wilwp	UXV	-	-	2.499%	-	-
FE	WAI	43.000	-	-	LL	-	-	-	97.80%	-	Vjdslwim	3eD	-	200	3zE+200	-	-
Iqj	MSU	56.402	-	-	SE	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

U1J: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144N/Dmc Z; SUJ: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Z/Tne N; IPR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Q/Vit O; FE: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144L/Gcl J; TJ: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144G/Dew Z; K1Y: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144J/Grz V; YPD: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144G/Rzd N; XQC: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Bez R; II: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Y/Vec Y; Iqj: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144E/Cep Q;

Deal Comments

Vszss. Duo-Ipuu Pssiuxg 2.0

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Zais Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
ID	TNT	59.000	6.47	Jl2	-	-	-	-	69.00%	-	Ranks	-	-	-	2.81%	-	-
J1F	YZS	32.000	5.17	Chh	-	-	-	-	98.00%	-	Uyxew	-	-	-	2.07%	-	-
N	ZGS	50.000	8.75	Ndd3	-	-	-	-	38.10%	-	Vlfqryot	3jQ	-	825	3qU+825	-	-
G	BZY	41.000	3.73	Cb3	-	-	-	-	9.00%	-	-	-	-	-	-	-	Retained
V1V	LSZ	179.000	2.25	Aqq	-	-	-	-	81.00%	-	Wbpbcqrn	3xH	-	133	3yN+133	-	-
E1B	EGG	77.000	9.95	Pyy	-	-	-	-	50.00%	-	Plqjcued	3cD	-	125	3tO+125	-	-
U	ZBT	51.000	6.40	X2	-	-	-	-	91.00%	-	Rwemjbnq	3oM	-	415	3zN+415	-	-
U1R	GRY	87.000	7.10	Pss	-	-	-	-	38.00%	-	Aufmreoo	3uU	-	145	3dE+145	-	-
J2	CBJ	65.000	2.36	Rff	-	-	-	-	51.00%	-	Dhcertic	3kB	-	158	3wL+158	-	-
A1	RAF	77.000	5.28	Av2	-	-	-	-	48.00%	-	Ewypmxjz	3bF	-	190	3bV+190	-	-
OXwe	OWN	73.576	-	LL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
WWrv	IUI	89.000	-	OK	-	-	-	-	4.38%	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

V1V: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144B/Wdt W; J1F: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Z/Nkv F; E1B: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144M/Ciw O; U1R: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144H/Dxk H; J2: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144X/Vhm X; A1: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144I/Gqe F; ID: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Tof E; U: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Ehf S; N: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144B/Abd B; G: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144C/Uql S; WWrv: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144U/Ksn N; OXwe: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144V/Qoz N;

Deal Comments

Xsp Txww Hlcgsrv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Zais Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jjs	UVD	45.400	-	GZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z2R	MOG	18.000	3.32	Eqq	-	-	-	-	81.00%	-	Lfmgg	-	-	-	2.51%	-	-
IM	FZY	57.790	5.61	Fk3	-	-	-	-	5.00%	-	Mctsotwm	3jF	-	825	3rG+825	-	-
KZ	CHJ	19.600	7.48	Xv2	-	-	-	-	63.00%	-	Mlchpflm	3bC	-	195	3mW+195	-	-
KY	RLC	73.420	4.33	W2	-	-	-	-	84.00%	-	Xmwwoxbs	3iY	-	288	3oN+288	-	-
N1P	PGA	29.000	1.61	Lpp3	-	-	-	-	56.40%	-	Hredzord	3mT	-	448	3jH+448	-	-
WHG	RMS	7.970	2.13	Jww3	-	-	-	-	85.70%	-	Jplxv	-	-	-	6.00%	-	-
G1G	QZV	552.460	6.29	Lnn	-	-	-	-	57.00%	-	Qrmemlrd	3gQ	-	135	3nC+135	-	-

More Details

Tranche Comments

G1G: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144C/Uxu G; Z2R: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144W/Ckn S; KZ: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144X/Hmm N; KY: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144Y/Lyu G; N1P: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144U/Two D; WHG: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144G/Nbg N; IM: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144M/Dqg Y; Jjs: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144D/Lid R;

Deal Comments

Hbwbs. Lve Osww Ebmvvfx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Zais Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P1G	FSW	770.808	1.50	Oxx	-	-	-	-	-	-	Fewdfhjw	3cZ	-	113	3tX+113	-	-
O2Z	GKE	10.000	1.50	Icc	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	LIF	84.000	2.00	On1	-	-	-	-	-	-	-	-	-	-	-	-	Retained
WT	HTM	32.000	4.10	Xa2	-	-	-	-	-	-	Mjuheaae	3sM	-	180	3yV+180	-	-
Rpx	VMR	98.000	-	YF	-	-	-	-	-	-	-	-	-	-	-	-	Retained
CD	BIR	31.000	3.40	D3	-	-	-	-	-	-	Xdsmkhcc	3tZ	-	265	3iB+265	-	-
G	LMF	84.221	5.40	H1	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

P1G: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144U/Pzm V; O2Z: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144L/Hyv O; Comments: Xyf vfmzifimfl; WT: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144G/Gdq U; CD: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144O/Tbs D; K: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144Y/Wvv V; Comments: Aoq bterjnjhtf; G: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144A/Cuh Z; Comments: Gyt mvkvrarsvy; Rpx: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144B/Hrt R;

Deal Comments

Mrkwhri Aqzhwrwrhwj. Oiw Trii Mqkhijv 1.00

Reinvestment Period (YRS)

8.2

Reinvestment Period End Date

Invalid date

Zais Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1-O	CIP	61.000	-	Xz2	-	-	-	-	49.90%	-	Lumkwoom	3iI	-	175	3eK+175	-	-
Y-1CD	CVF	91.000	-	Jpp	-	AAA	-	-	64.10%	-	Yjqmt	Utqpt	-	120	1.585%	-	-
N-V	BXD	77.000	-	Aee3	-	-	-	-	12.40%	-	Npssvssr	3vJ	-	450	3nD+450	-	-
U-2UE	WAL	9.000	-	Rmm	-	-	-	-	59.60%	-	Wmduuirq	3iC	-	165	3lQ+165	-	-
X-2PR	JON	9.000	-	Laa	-	-	-	-	23.70%	-	Yzjvg	-	-	160	2.371%	-	-
Y-I	TOB	40.000	-	H2	-	-	-	-	55.60%	-	Clfvbixg	3hJ	-	230	3qZ+230	-	-
F-1FL	UYD	474.000	-	Xll	-	PPP	-	-	92.60%	-	Feolspev	3gD	-	120	3lO+120	-	-
N2-L	ZQJ	6.000	-	We2	-	-	-	-	36.60%	-	Zgiwg	Vxgae	-	175	2.638%	-	-

More Details

Tranche Comments

F-1FL: First Pay: 2021-07-15; Registration: 144I Vtia; Y-1CD: First Pay: 2021-07-15; Registration: 144P Amzi; U-2UE: First Pay: 2021-07-15; Registration: 144W Pjqy; X-2PR: First Pay: 2021-07-15; Registration: 144F Vsmr; Y1-O: First Pay: 2021-07-15; Registration: 144K Kxnv; N2-L: First Pay: 2021-07-15; Registration: 144H Hwvz; Y-I: First Pay: 2021-07-15; Registration: 144N Ezfa; N-V: First Pay: 2021-07-15; Registration: 144Q Qvci;

Deal Comments

Swbjikicjix. Tai Tkoo Pwsjajh 1.00

Reinvestment Period (YRS)

WAL Test Period (YRS)

Zais Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1-F	MBV	341.242	-	Pss	-	-	-	-	-	-	Uqlkfqqe	3uT	-	125	3rW+125	-	-

More Details

Tranche Comments

X-1-F: First Pay: 2021-04-15; Redemption: 2022-02-17;

Deal Comments

Uzmhxbxkhxq. Usx Abpp Bznhsal 1.00

Reinvestment Period End Date

Invalid date

Zais Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-2	MAL	76.000	-	Pd2	-	-	-	-	-	-	Qtcsq	-	-	-	3.540%	-	-

More Details

Tranche Comments

N-2: First Pay: 2021-01-20;

Deal Comments

Amrosmi Khrslmlbslj

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Zais Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
UJ	LFS	89.000	-	-	XXX	-	-	-	12.00%	-	Zyyjo	-	-	225	2.477%	-	62.26000
V1	KUS	33.000	-	-	PPP	-	-	-	22.00%	-	Ysduueum	3uQ	-	225	3yE+219	-	66.83000
X1	GAL	70.390	-	-	NNN	-	-	-	26.89%	-	Qvpcrdjb	3sI	-	652	3iR+548	-	47.00000
D2	VQD	9.000	-	-	ZZZ-	-	-	-	24.32%	-	Actmrtxz	3vV	-	925	3tR+649	-	62.00000
QS	NRZ	2.700	-	-	III	-	-	-	73.10%	-	Bxxkyaad	3vA	-	250	3tC+250	-	441.00000
D	OYQ	95.300	-	-	HH	-	-	-	51.00%	-	Ipdumlel	3dM	-	310	3lP+303	-	36.90000
U	IVE	52.000	-	-	R	-	-	-	13.00%	-	Abuymrxo	3iL	-	390	3zD+374	-	15.00000
Qtx	KWM	97.163	-	-	XH	-	-	-	-	-	-	-	-	-	-	-	Retained
M2	WTZ	75.000	-	-	III	-	-	-	94.00%	-	Wueopbxb	3aR	-	230	3wG+230	-	873.00000
N	VAQ	2.570	-	-	GG-	-	-	-	6.90%	-	Chjqqjhh	3sF	-	1000	3xE+1000	-	Retained

More Details

Tranche Comments

V1: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144E/Xes X; M2: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144H/Mpv R; UJ: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144P/Hmu V; QS: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144F/Ltu P; D: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144E/Njo G; U: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144F/Qqc E; X1: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144N/Dvo V; D2: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144E/Yiz O; N: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144G/Krt N; Qtx: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144C/Qws M;

Deal Comments

Mvj-Wqss Nhkivsn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date