ZAIS CLO (ZAIS) 18

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YNPKM93.000-Bbb----90.00%-DfderihkKYJE-1803dEYDQ+180--
WUXO35.000-Aj2----74.00%-UuqsmdciBSMO-2053lNOPE+205--
P1PEAE819.000-Hjj----79.00%-RbompyakVEEJ-1523wLLVV+152--
A1OQPJ83.000-Dxx----99.00%-NnyalOYX--2.800%--
JYEU23.000-H2----23.00%-DjwpcruqDNDU-3003gUBPM+300--
Z1YKC58.000-Qii3----27.00%-YxvauhsqZEBK-4673eCNDI+467--
AUHWC8.000-Ncc3----53.00%-LcanzPRQ--6.500%--
LWCH27.000-Xu3----8.00%-UyvseqnuIIBZ-8283fVCFL+828--
YaoKNI23.514-MY-------------
Tranche Comments
P1P: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144M/Neb M; A1O: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144J/Wvj V; YN: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144G/Hyi I; W: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144N/Kbv O; J: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144W/Isw Y; Z1: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144X/Cwx J; AU: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144F/Vch M; L: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144L/Pzn C; Yao: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144M/Gsq G;
Deal Comments
Xwx Dckk Acztwun 1.9
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
Oct 7, 1997
WAL Test Period (YRS)
8.5
WAL Test Period End Date
Dec 27, 2010

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