ZAIS CLO (ZAIS) 15(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1RUSD177.2504.25Aaa----40.00%-Floating3mL-1353mL+135--
A2RUSD12.0005.83Aaa----36.00%-Fixed---2.51%--
BRUSD32.5006.44Aa2----25.00%-Floating3mL-1953mL+195--
CRUSD14.7506.87A2----20.00%-Floating3mL-2883mL+288--
D1RUSD10.0007.25Baa3----13.50%-Floating3mL-4483mL+448--
DFRUSD9.2507.25Baa3----13.50%-Fixed---6.00%--
ERUSD13.2507.92Ba3----9.00%-Floating3mL-8253mL+825--
SubUSD25.700-NR------------Retained
Tranche Comments
A1R: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S; A2R: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S; BR: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S; CR: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S; D1R: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S; DFR: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S; ER: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S; Sub: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 28, 2024
Reset
Yes
WAL Test Period (YRS)
7
WAL Test Period End Date
Jul 28, 2028
Research
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