ZAIS CLO (ZAIS) 15

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1USD173.250--AAA-----Floating3mL-2563mL+256--
A2USD15.000--AAA-----Floating3mL-3153mL+315--
B1USD20.000--AA-----Floating3mL-3653mL+365--
B2USD10.000--AA-----Fixed---4.080%--
CUSD16.500--A-----Floating3mL-4753mL+475--
DUSD18.000--BBB------Floating3mL-5393mL+539--
EquityUSD25.700--NR------------
Tranche Comments
A1: First Pay: 2020-10-28; Redemption: 2021-06-18; A2: First Pay: 2020-10-28; Redemption: 2021-06-18; B1: First Pay: 2020-10-28; Redemption: 2021-06-18; B2: First Pay: 2020-10-28; Redemption: 2021-06-18; C: First Pay: 2020-10-28; Redemption: 2021-06-18; D: First Pay: 2020-10-28; Redemption: 2021-06-18; Equity: First Pay: 2020-10-28; Redemption: 2021-06-18;
Deal Comments
Non Call Period: 1.00. B1 and B2 are pari passu.
Reinvestment Period (YRS)
1.12
Reinvestment Period End Date
Jul 28, 2021
Research
AllReportsSurveillanceOther

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