FINSIGHT

ZAIS CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1A	USD	215.000	-	Aaa	-	-	-	-	40.00%	-	Floating	SOFR	-	152	3mSOFR+152	-	-
A1F	USD	25.000	-	Aaa	-	-	-	-	40.00%	-	Fixed	YLD	-	-	2.80%	-	-
AJ	USD	16.000	-	Aaa	-	-	-	-	36.00%	-	Floating	SOFR	-	180	3mSOFR+180	-	-
B	USD	48.000	-	Aa2	-	-	-	-	24.00%	-	Floating	SOFR	-	205	3mSOFR+205	-	-
C	USD	20.000	-	A2	-	-	-	-	19.00%	-	Floating	SOFR	-	300	3mSOFR+300	-	-
D1	USD	19.000	-	Baa3	-	-	-	-	13.00%	-	Floating	SOFR	-	467	3mSOFR+467	-	-
DF	USD	5.000	-	Baa3	-	-	-	-	13.00%	-	Fixed	YLD	-	-	6.50%	-	-
E	USD	16.000	-	Ba3	-	-	-	-	9.00%	-	Floating	SOFR	-	828	3mSOFR+828	-	-
Sub	USD	45.375	-	NR	-	-	-	-	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

A1A: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Reg S; A1F: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Reg S; AJ: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Reg S; B: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Reg S; C: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Reg S; D1: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Reg S; DF: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Reg S; E: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Reg S; Sub: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.9

Reinvestment Period (YRS)

4.9

Reinvestment Period End Date

Jan 25, 2027

WAL Test Period (YRS)

8.9

WAL Test Period End Date

Jan 25, 2031

Zais Group