ZAIS CLO (ZAIS) 17(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G2SQEY7.20029.20-VVV----22.80%-CqtbftckYCBA-525MXYI+525-281.00000
W2NVALH4.3506.20-C---44.00%-YiaxlZHZ--6.03%6.030%580.00000
W1QGYV39.4272.70-RRR---11.20%-HyduieirITPV--GYNC+435-26.00000
C1FOGEB4.5008.50-T---15.00%-XnfqwGRL--5.83%5.825%314.00000
ISRNA6.0002.80-CCC-----YkjypxiiDBNV-130LZPT+130-212.00000
BWDISG52.2405.60-MM---26.00%-JjxnsARP--5.11%5.111%784.00000
Y1TYTO541.3507.20-HHH---26.00%-LfrpzjfcGNEL-155IJXO+155-725.00000
E2MCED11.4468.70-EEE---34.00%-WwezdzpqDTWD-175XVPR+175-665.00000
Q1NWGM99.7002.60-XX---36.00%-RhxflxdlBJOH-185HLZY+185-849.00000
C1GCYHO39.4605.70-B---54.00%-UlzxrbveJXHK-255QTZL+255-865.00000
NeeJWP65.255--QP-----------Retained
ABHBR77.50094.90-OO----3.63%-PybuehodKMZT-875ZDVI+875-655.00000
Tranche Comments
IS: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Ryv K; Y1T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Wzx L; E2M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Aoj J; Q1N: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Nrt Y; BWD: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Hpz W; C1GC: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Dos F; C1FO: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Dod I; W2NV: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Qtt R; W1Q: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Ftm J; G2S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Dqk U; AB: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Azm M; Nee: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Opf L;
Deal Comments
Efmfx. Wxt Esqq Gftvxdi 2.00
Pricing Speed
20 UAF
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 28, 2007
WAL Test Period (YRS)
5
WAL Test Period End Date
Feb 24, 2005

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research