ZAIS CLO (ZAIS) 17

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1AUSD119.0004.57Aaa----40.00%-Floating3mL-1333mL+133--
A1FUSD49.0004.57Aaa----40.00%-Fixed---2.07%--
A1YUSD60.0004.28Aaa----50.00%-Floating3mL-1253mL+125--
A1ZUSD12.0006.02Aaa----40.00%-Floating3mL-1453mL+145--
A2USD16.0006.44Aaa----36.00%-Floating3mL-1583mL+158--
B1USD17.0006.77Aa2----24.00%-Floating3mL-1903mL+190--
BFUSD31.0006.77Aa2----24.00%-Fixed---2.81%--
CUSD20.0007.04A2----19.00%-Floating3mL-4153mL+415--
DUSD22.0007.33Baa3----13.50%-Floating3mL-8253mL+825--
EUSD18.0007.96Ba3----9.00%-------Retained
SSubUSD15.000-NR----5.25%-------Retained
JSubUSD29.875-NR------------Retained
Tranche Comments
A1A: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S; A1F: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S; A1Y: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S; A1Z: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S; A2: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S; B1: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S; BF: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S; C: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S; D: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S; E: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S; SSub: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S; JSub: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 20, 2024
WAL Test Period (YRS)
7
WAL Test Period End Date
Oct 20, 2028
Research
AllReportsSurveillanceOther

Explore all other research.