ZAIS CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V1TJIK84.7411.80-FFF---29.50%-TwrcjlwzDLEB--NWNC+435-36.00000
V1EQBXI22.2906.50-U---28.00%-SrpeduwzCKIZ-255JPVD+255-439.00000
D2VCVCH5.2604.90-W---37.00%-DprevNNR--6.03%6.030%459.00000
AVNTZ9.0008.50-RRR-----TjlpayfyEWAJ-130WGKB+130-969.00000
N2AVKZ6.50022.70-PPP----64.50%-LelyfdzbJPNS-525VEJJ+525-463.00000
LMEKNX97.7804.90-MM---96.00%-XipsrVUJ--5.11%5.111%679.00000
P1BMUA84.9002.70-VV---96.00%-GdhvxjmnPSLD-185LVIM+185-151.00000
B1XIXQ620.3803.90-WWW---19.00%-GzhbscpiNPKE-155XVQL+155-548.00000
G2NEYG34.5216.70-III---12.00%-VbvwhamdJEPM-175JPQV+175-345.00000
E1YTMSS6.2007.60-A---52.00%-JovgmEVS--5.83%5.825%845.00000
GVXVR84.30098.20-FF----3.55%-PyzjyrbjBJHT-875QHWE+875-845.00000
BsdTGY92.826--PZ-----------Retained
Tranche Comments
AV: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Wjz T; B1X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Qow J; G2N: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Vxn C; P1B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Fpz H; LME: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Flq P; V1EQ: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Ttw X; E1YT: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Mna S; D2VC: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Juv B; V1T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Zhh M; N2A: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Yfc O; GV: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Xff J; Bsd: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Vau T;
Deal Comments
Hfufq. Ign Lgcc Lfwtgvp 2.00
Pricing Speed
20 DSN
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 6, 2005
WAL Test Period (YRS)
1
WAL Test Period End Date
Sep 2, 2016
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-1IOVQ879.1319.20Ipp----14.50%-KeolemkeGWAM-130CTHU+130--
Y-1BWKA99.0008.70Gm3----91.60%-AzhadozhITQH-240IVPL+240--
X-2VHFU96.0006.30Prr----76.80%-JjmllwaxUJWB-155VIGJ+155--
O-1XTHX16.0004.90Wkk----89.00%-RfyxjarkSIGM-170YIYB+170--
Tranche Comments
H-1I: Redemption: 2025-05-14; Registration: 144V/Qyi N; X-2V: Redemption: 2025-05-14; Registration: 144Y/Qdy U; O-1X: Redemption: 2025-05-14; Registration: 144H/Lop I; Y-1B: Redemption: 2025-05-14; Registration: 144M/Hol W;
Deal Comments
Ekjnioisnin. Mxi Ioyy Fkonxca 1.00
Pricing Speed
20% LFT
Reinvestment Period End Date
Feb 19, 2002
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YYYZNK2.0003.90-QQQ-----SlsklvpgIDJO-125NXZV+125--
V2OOIWU9.5805.00-KKK---57.56%-WubfbbscTZTE-169MJBR+169--
KOOBSB12.6909.40-PP---60.50%-MkvwwwexZJIB-185NSVG+185--
QSSCUN30.1005.30-R---59.94%-YdzlwzfdTNJR-240MTDF+240--
IjfYEM90.500--VB-----------Retained
HTTUPU4.88022.50-DD----8.54%-IjhuabpoGLNU-785ZBYM+785--
F2RRUAD3.83762.00-KKK----77.33%-Dljzc---9.17%--
C1HHOIX555.3004.50-ZZZ---74.89%-LqsukbozAPID-149JQOL+149--
Y1IIHKR47.8206.30-ZZZ---46.93%-CyvuphrqXSJL-435HNZK+435--
Tranche Comments
YYY: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144X/Zcf M; C1HH: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144J/Umi M; V2OO: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144P/Wzt Y; KOO: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144G/Irv O; QSS: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144D/Kpz Z; Y1II: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144L/Jau K; F2RR: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144C/Mxd H; HTT: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144T/Ksh Y; Ijf: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144Z/Pub I;
Deal Comments
Zwkwz. Usu Asss Awoysig 2.00
Pricing Speed
20% DLZ
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 15, 2014
Reset
Yes
WAL Test Period (YRS)
1
WAL Test Period End Date
Jul 31, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HGEIS78.0007.00Yc3----74.30%-IozhohkmXDCO-245GYLD+245--
WBXGX51.0005.50Gnn----37.50%-VrsbtxvyIYPQ-179HDXA+179--
N-1PMPC182.2858.30Jee----61.10%-XprkmalpUPHW-125MVNC+125--
K-2XILH24.0001.20Jyy----56.30%-CkslpkhgNZJA-140TMVA+140--
Tranche Comments
N-1P: Redemption: 2024-12-20; Registration: 144T/Abs M; K-2X: Redemption: 2024-12-20; Registration: 144H/Vwo T; WB: Redemption: 2024-12-20; Registration: 144C/Pzn A; HG: Redemption: 2024-12-20; Registration: 144A/Lpw Z;
Deal Comments
Ypsbpqpsbpm. Isp Jqee Kpfbsig 0.5
Pricing Speed
20% BJB
Reinvestment Period End Date
Jun 5, 1995
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-J2VUL81.000-Ou1------GkquazjyHZLQ-200NDJT+200--
Z-1-F2IHJ89.000-Xgg------QdqppokgZBGH-150LIBD+150--
L-V2KYY72.000-R3------TporarcyXMJL-330MYTO+330--
V-2V-F2LGO4.000-Bee------ZrcowyhhVKFO-130WOTX+130--
D-1D-Q2NVS79.889-Igg------WjrxcwzgICWP-115ZHJO+115--
Tranche Comments
D-1D-Q2: Redemption: 2024-11-15; Registration: 144Z/Rjm O; V-2V-F2: Redemption: 2024-11-15; Registration: 144V/Wqf N; Z-1-F2: Redemption: 2024-11-15; Registration: 144C/Vmh P; O-J2: Redemption: 2024-11-15; Registration: 144A/Fpp J; L-V2: Redemption: 2024-11-15; Registration: 144Y/Ewj G;
Deal Comments
Xxvssgsissa. Tis Ygyy Uxgsipt 0.5
Reinvestment Period End Date
Sep 4, 2005
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S1FQL64.0002.80-Y---15.00%-Uffujlcl3jTNOM-4153mXUWP+415-914.00000
PQLMK4.0007.60-GG---92.00%-Vqvcf--3206.80%6.799%785.00000
IGYXK5.0008.80-H---69.00%-Jmbnr--4157.71%7.713%461.00000
LAUCN49.7009.40-XXX---86.00%-Cwekadqb3qNWOM-2753nAVMW+275-748.00000
W1WEC74.0006.70-PPP+---37.00%-Nvedkhea3qNAUQ-6903eEHWP+626-48.85000
OPAOW6.900--NNN----13.00%-------Retained
J1FEH153.0004.90-MMM---26.00%-Psqprqae3eMNCY-2323aJVJA+232-992.00000
GmiFSX74.572--FB-----------Retained
K1TMF92.5007.20-MM---35.00%-Ddomwtii3kXNXX-3203lQPJA+320-638.00000
OQHE34.980--YY----2.70%-------Retained
Tranche Comments
J1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144J/Ajv A; LA: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144I/Ylv U; K1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144L/Kje A; PQ: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144G/Rir F; S1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144H/Pcg B; IG: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144K/Oad S; W1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144F/Lem C; OP: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144E/Cks K; O: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144K/Wxu O; Gmi: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144P/Oli P;
Deal Comments
Vgx Caww Ohwcguj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 7, 2008
Refinancing
Yes
Reset
Yes
WAL Test Period (YRS)
2
WAL Test Period End Date
Nov 29, 2022
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N1NAIO432.000-Jaa----29.00%-PxmzrwiwAQBR-1523fUQGD+152--
W1HUQ21.000-Buu3----18.00%-MhjxlelfZINA-4673vDPVC+467--
LyiTRK65.620-VK-------------
YYPIS26.000-Mhh----19.00%-WhdbsixzXIPO-1803cKICO+180--
FQBX82.000-Hz3----6.00%-WdvrjtjkGJAQ-8283uZJJY+828--
GFKA92.000-C2----58.00%-LbwmhdciGWNK-3003gJPIX+300--
CBMK50.000-Oz2----89.00%-ZqcjbkwoTVBA-2053lVOBF+205--
O1LBFD22.000-Gii----89.00%-PmjhaPHY--2.800%--
CYFGS9.000-Sdd3----47.00%-RpwueEUX--6.500%--
Tranche Comments
N1N: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144M/Hli P; O1L: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144F/Fky O; YY: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144I/Jyo Y; C: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Gfo D; G: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144T/Vxg J; W1: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144O/Yle U; CY: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144O/Cdx D; F: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144Q/Euw Z; Lyi: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144G/Hyq N;
Deal Comments
Xyj Xsqq Zbuqyzd 1.9
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Oct 26, 2012
WAL Test Period (YRS)
8.8
WAL Test Period End Date
Jul 24, 2000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IFZMRQ6.000--AAA----81.50%-Xupaqxwy3lY-5583gL+558--
AEAUQI59.000--III---80.50%-KosisRHN--2.499%--
BCUYX79.000--C---23.70%-Yqumxbck3jL-2693zS+269--
QQJKC56.000--MM---44.50%-Ssqhoxyl3uC-2003uT+200--
RqpCPN15.338--TH-----------Retained
KIBLHV8.000--BBB----79.20%-FvkxrANN--5.750%--
NBBIC1.000--LL----1.30%-Cbqznqkn3vU-8143fH+814--
LLWMEV16.000--CCC---21.30%-Vqjwzspo3nJ-1693dR+169--
W1SRPR847.000--KKK---30.20%-Ukevoavh3sZ-1423kZ+142--
L1TOVR38.000--TTT----85.70%-Pxcakchd3hP-4453hJ+445--
Tranche Comments
W1S: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Q/Czn O; AEA: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144K/Wxx F; LLW: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144M/Ceb M; QQ: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144D/Nla B; BC: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144N/Mdl G; L1T: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144E/Vwd B; KIB: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144X/Nzf H; IFZ: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144D/Eqv J; NB: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Q/Vml A; Rqp: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Y/Yfe I;
Deal Comments
Kjcjk. Yjt-Nckk Djpejfb 2.0
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 31, 1996
Refinancing
Yes
WAL Test Period (YRS)
6
WAL Test Period End Date
Apr 10, 2020
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F1JGNG91.0005.10Bvv----35.00%-Iwlrayoa3nA-1453pK+145--
S1YLZV51.0004.87Xff----85.00%-Nyrlmqtw3eV-1253uA+125--
JMSL62.0007.37Ow3----1.00%-------Retained
M1MTVJ138.0004.34Pvv----74.00%-Qzmruyml3hQ-1333eN+133--
W2KWW22.0009.31Nww----27.00%-Uvyjfbij3uV-1583qA+158--
B1KIE60.0005.59Tr2----81.00%-Cfhvevaq3vM-1903xV+190--
D1NNXW78.0003.62Tee----76.00%-Bsrlg---2.07%--
VZMC60.0001.90Z2----68.00%-Abllozmo3sE-4153bD+415--
UHEN84.0009.28Oqq3----27.40%-Vofolhfg3uD-8253uN+825--
WDZNV49.0008.49Bz2----64.00%-Wjrbi---2.81%--
TQdzOJS61.305-FH------------Retained
JJozXLR84.000-FG----3.86%-------Retained
Tranche Comments
M1M: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144F/Jye H; D1N: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144E/Rrm H; S1Y: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Q/Yrg L; F1J: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Y/Erz H; W2: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144L/Hha R; B1: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144H/Mwe U; WD: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144I/Oby J; V: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144I/Upj B; U: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144C/Obp A; J: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144U/Kep X; JJoz: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144E/Ter B; TQdz: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Z/Nws Y;
Deal Comments
Usn Ifmm Kclqshb 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 13, 1999
Refinancing
Yes
WAL Test Period (YRS)
2
WAL Test Period End Date
Mar 5, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TMHEN59.1003.59Gg2----34.00%-Hhpfrtub3uV-1953qE+195--
X2IMQS17.0003.72Yrr----41.00%-Ifigd---2.51%--
EGMUCQ4.1405.51Ibb3----17.10%-Iwsnm---6.00%--
X1SYAB48.0005.12Ycc3----63.20%-Lywveauw3lT-4483iQ+448--
WnsPQB17.700-MC------------Retained
M1QHWH751.3007.23Kgg----99.00%-Wwufmyan3tD-1353zD+135--
WEAJH85.6407.43Yv3----2.00%-Vclvotvy3gQ-8253sE+825--
IVMRH38.1901.11F2----65.00%-Nrsststq3oE-2883nV+288--
Tranche Comments
M1Q: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144T/Bmw Y; X2I: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144D/Axi Z; TM: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144F/Uyr A; IV: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144U/Htc F; X1S: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144H/Rne I; EGM: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144F/Mft P; WE: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144B/Bbc S; Wns: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144L/Vbp Z;
Deal Comments
Uwjwq. Atg Rnoo Cwfltly 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 29, 2001
WAL Test Period (YRS)
8
WAL Test Period End Date
Dec 30, 2013

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