ZAIS CLO (ZAIS) 17

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E1EHIM89.0007.30Nrr----13.00%-Czkmuwdv3cH-1453kJ+145--
ZQAH82.0005.27Rxx3----89.40%-Jpszfpbg3xX-8253lC+825--
N1QEKI10.0006.34Zuu----16.00%-Pjaxv---2.07%--
UQQHP46.0003.82Cl2----21.00%-Uogva---2.81%--
P1PMHC329.0004.19Cuu----85.00%-Obqemchc3yA-1333mW+133--
OKUS20.0008.60W2----97.00%-Qemwjzcs3wN-4153qC+415--
C2ZUZ21.0003.69Yii----89.00%-Kqscvvpv3xA-1583wQ+158--
U1LVL10.0008.76Le2----59.00%-Wmqhxbcp3vP-1903jV+190--
H1PNMB70.0002.42Uhh----68.00%-Blcjcowi3nG-1253iX+125--
VBQC74.0004.48Yo3----9.00%-------Retained
MCxhMBO80.706-JX------------Retained
AAvhVEZ50.000-BV----9.96%-------Retained
Tranche Comments
P1P: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Y/Waq C; N1Q: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144X/Kxk L; H1P: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144J/Alq U; E1E: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144T/Rbx U; C2: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144V/Yig U; U1: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Y/Bun K; UQ: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144K/Ccn K; O: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144L/Xhw Q; Z: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Q/Tbz Q; V: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144M/Npm Q; AAvh: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144N/Vwl H; MCxh: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Q/Jig H;
Deal Comments
Bwc Lbss Rzqmwul 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 14, 2018
WAL Test Period (YRS)
2
WAL Test Period End Date
Aug 5, 2020

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