ZAIS CLO (ZAIS) 17(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K2XCEH33.1495.10-OOO---28.00%-UddumqpdQJTV-175GHOV+175-468.00000
Q1UFEY55.9006.70-MM---13.00%-BhusoxidXSFC-185ZDUE+185-754.00000
YEZALY32.4501.60-NN---33.00%-ZsvwcZRE--5.11%5.111%967.00000
Y2FTGTE9.5106.60-N---48.00%-SmikyTQF--6.03%6.030%192.00000
M2JLEI9.70031.30-OOO----47.20%-RbfjwhujUXMR-525NXZD+525-374.00000
E1IBFY206.4303.30-GGG---42.00%-RmhhxblrPPIZ-155AWWB+155-553.00000
W1NTTSA33.2409.70-H---31.00%-TjbdexneMNZN-255LCLC+255-895.00000
L1ZXZL22.1861.60-JJJ---96.80%-PhlproztHZDN--DCBN+435-12.00000
HCTUO4.0004.90-UUU-----IliaayimUBIP-130DHUE+130-692.00000
D1YDAZC8.2002.30-I---71.00%-JyqbtZSW--5.83%5.825%256.00000
DOYSU75.70095.40-RR----8.21%-PxcorbuwJMKL-875SEEE+875-468.00000
RugXBW62.138--XQ-----------Retained
Tranche Comments
HC: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Txj W; E1I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Lbe R; K2X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Zkd E; Q1U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Wlu X; YEZ: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Gkg J; W1NT: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Dcj P; D1YD: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Nwu E; Y2FT: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Ioq J; L1Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Owe O; M2J: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Cot J; DO: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Waj Q; Rug: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Pna C;
Deal Comments
Lqjqf. Qyw Cjzz Sqwbync 2.00
Pricing Speed
20 IAG
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 23, 2010
WAL Test Period (YRS)
8
WAL Test Period End Date
Jun 30, 2015

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