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 | - | - | - | - | - | - | - | - | - | - | - | - | - |
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 End Date
Jan 25, 2031
Sector | Name | Type | Publisher | Date |
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CLOS | Zais CLO 18 | Performance Analytics | Dealscribe | Jun 9, 2022
|