ZAIS CLO (ZAIS) 14(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1ARUSD154.000-Aaa-AAA--40.20%-Floating3mL-1203mL+120--
A-1BRUSD25.000-Aaa-AAA--40.20%-FixedSwaps-1201.585%--
A-2ARUSD8.000-Aaa----36.90%-Floating3mL-1653mL+165--
A-2BRUSD2.000-Aaa----36.90%-Fixed--1602.371%--
B1-RUSD30.000-Aa2----23.90%-Floating3mL-1753mL+175--
B2-RUSD9.000-Aa2----23.90%-FixedSwaps-1752.638%--
C-RUSD15.000-A2----18.80%-Floating3mL-2303mL+230--
D-RUSD18.000-Baa3----12.80%-Floating3mL-4503mL+450--
Tranche Comments
A-1AR: First Pay: 2021-07-15; Registration: 144A Only; A-1BR: First Pay: 2021-07-15; Registration: 144A Only; A-2AR: First Pay: 2021-07-15; Registration: 144A Only; A-2BR: First Pay: 2021-07-15; Registration: 144A Only; B1-R: First Pay: 2021-07-15; Registration: 144A Only; B2-R: First Pay: 2021-07-15; Registration: 144A Only; C-R: First Pay: 2021-07-15; Registration: 144A Only; D-R: First Pay: 2021-07-15; Registration: 144A Only;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
1
Refinancing
Yes
WAL Test Period (YRS)
6
Research
AllReportsSurveillanceOther

Explore all other research.