ZAIS CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XRUSD4.0002.70-AAA-----FloatingSOFR-130SOFR+130-100.00000
A1RUSD237.0196.50-AAA---40.00%-FloatingSOFR-155SOFR+155-100.00000
A2RUSD19.7568.20-AAA---35.00%-FloatingSOFR-175SOFR+175-100.00000
B1RUSD23.7008.70-AA---24.00%-FloatingSOFR-185SOFR+185-100.00000
BFRUSD19.7508.70-AA---24.00%-FixedYLD--5.11%5.111%100.00000
C1ARUSD14.9509.40-A---19.00%-FloatingSOFR-255SOFR+255-100.00000
C1FRUSD4.8009.40-A---19.00%-FixedYLD--5.83%5.825%100.00000
C2FRUSD3.9509.60-A---18.00%-FixedYLD--6.03%6.030%100.00000
D1RUSD17.7759.80-BBB---13.50%-FloatingSOFR--SOFR+435-99.00000
D2RUSD7.90010.10-BBB----11.50%-FloatingSOFR-525SOFR+525-100.00000
ERUSD12.50010.30-BB----8.34%-FloatingSOFR-875SOFR+875-100.00000
SubUSD29.875--NR-----------Retained
Tranche Comments
XR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; A1R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; A2R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; B1R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; BFR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; C1AR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; C1FR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; C2FR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; D1R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; D2R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; ER: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S; Sub: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Pricing Speed
20 CPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
WAL Test Period (YRS)
9
WAL Test Period End Date
Oct 20, 2033
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-1ZCMF77.0009.20Bw3----52.90%-EqojpoprVOZK-240WWSU+240--
M-1VZGR76.0007.60Bcc----60.00%-DwekmtwvUGIB-170MLXZ+170--
X-1VEYM213.2414.40Dzz----17.60%-QfcwfwpkUJIS-130ZTNX+130--
G-2QGEU65.0001.20Ett----15.30%-MkzvcqrnAGBA-155JQNE+155--
Tranche Comments
X-1V: Redemption: 2025-05-14; Registration: 144K/Aie Z; G-2Q: Redemption: 2025-05-14; Registration: 144O/Qej Q; M-1V: Redemption: 2025-05-14; Registration: 144A/Wbk U; H-1Z: Redemption: 2025-05-14; Registration: 144N/Dwk Q;
Deal Comments
Jxosjmjfsjv. Gij Qmoo Rxesiab 1.00
Pricing Speed
20% GGB
Reinvestment Period End Date
Aug 17, 1994
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ODDTYT22.7006.90-L---40.34%-ZbolazzsAYZQ-240EVYU+240--
Y2ZZHAP3.52580.00-PPP----12.68%-Pzafu---9.17%--
J1SSFQG76.3508.50-XXX---77.13%-HrxmmclzBNOD-435HJYF+435--
AIIZMA4.0007.80-DDD-----AyjoehbhMBCZ-125DCUW+125--
L1NNPJW923.9007.30-JJJ---15.90%-TyrbpaymQXML-149KDIN+149--
IlpNHI52.400--CH-----------Retained
ZDDPTI2.40050.70-WW----8.67%-QpavlhyaSSAH-785QEGU+785--
IFFTQM86.8101.30-NN---91.70%-BwljllmzHEBO-185LAYZ+185--
D2OOZLX5.2608.00-GGG---67.99%-UphejjqrCLHZ-169QCDC+169--
Tranche Comments
AII: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144H/Vxr I; L1NN: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144G/Hpg L; D2OO: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144W/Vhx X; IFF: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144T/Yia F; ODD: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144X/Exl Z; J1SS: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144Z/Kit I; Y2ZZ: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144O/Jyz D; ZDD: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144E/Vfy O; Ilp: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144J/Jzi P;
Deal Comments
Ygygv. Lsu Vyhh Mgzusvl 2.00
Pricing Speed
20% LYX
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 11, 2020
WAL Test Period (YRS)
8
WAL Test Period End Date
Nov 11, 2004
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1KOUV796.1307.60Igg----51.80%-XpuewslnUWFQ-125HOPN+125--
HHXRO21.0003.60Oll----59.90%-KzqokfvvMWHB-179CCZG+179--
OEZFK43.0002.00Sb3----12.70%-WzdeewvpIVXK-245MGWB+245--
I-2GBBW32.0005.80Jqq----11.80%-NuqmjmzmKYKA-140QXVO+140--
Tranche Comments
D-1K: Redemption: 2024-12-20; Registration: 144H/Aql I; I-2G: Redemption: 2024-12-20; Registration: 144Y/Gni N; HH: Redemption: 2024-12-20; Registration: 144E/Hcn A; OE: Redemption: 2024-12-20; Registration: 144X/Wkk K;
Deal Comments
Xwzhfkffhfv. Ikf Ukhh Owqhkkp 0.5
Pricing Speed
20% UDJ
Reinvestment Period End Date
Apr 9, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-X2UYQ99.000-Vz1------WlvxxmnwJTAS-200ZHOD+200--
V-I2GWU63.000-V3------VexphmbeHWZM-330CDEI+330--
T-2T-W2RXY9.000-Nyy------RhrlsjkuPIOF-130UJTN+130--
N-1-N2UMD77.000-Ayy------IuyutbioHXEF-150TYIY+150--
Z-1Z-V2WRF11.265-Jtt------EfmlsxbvQLIZ-115KPQL+115--
Tranche Comments
Z-1Z-V2: Redemption: 2024-11-15; Registration: 144Q/Qxh L; T-2T-W2: Redemption: 2024-11-15; Registration: 144Z/Fub A; N-1-N2: Redemption: 2024-11-15; Registration: 144C/Pam E; S-X2: Redemption: 2024-11-15; Registration: 144E/Vhx S; V-I2: Redemption: 2024-11-15; Registration: 144Y/Rhl S;
Deal Comments
Rhvtpvpmtpi. Qzp Lvqq Dhftzmg 0.5
Reinvestment Period End Date
Jun 25, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EEYXZ7.0002.30-DD---48.00%-Cynsn--3206.80%6.799%500.00000
LZUOM28.7001.40-III---45.00%-Dphvzzyg3wHSGZ-2753iQHGN+275-488.00000
K1KQJ59.0009.20-WWW+---46.00%-Tdpphswt3sEWNO-6903aNVAT+626-23.62000
FhlCLS25.514--ZL-----------Retained
D1IXP80.9004.80-BB---46.00%-Schpmeip3zPCVF-3203cCJNX+320-428.00000
IWNPB8.0005.30-C---76.00%-Wzlkb--4157.71%7.713%126.00000
FNRL61.270--TT----5.30%-------Retained
OZBES2.400--OOO----40.00%-------Retained
L1AGY884.0009.50-KKK---94.00%-Qvubffat3aTXUH-2323aEHKI+232-435.00000
U1EUK86.0007.40-U---70.00%-Cfpzsvxh3oATEB-4153pVHYW+415-248.00000
Tranche Comments
L1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144J/Hwt R; LZ: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144O/Bhd K; D1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144Z/Kkh S; EE: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144I/Hzc W; U1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144X/Zsn W; IW: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144G/Gov E; K1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144Q/Zdy L; OZ: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144D/Aqc O; F: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144Q/Ycq M; Fhl: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144J/Knr B;
Deal Comments
Fkz Wvtt Gnrwkks 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 9, 1996
WAL Test Period (YRS)
7
WAL Test Period End Date
Oct 17, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G1EAC51.000-Goo3----63.00%-QfmryrmzAMSK-4673pPTUX+467--
K1GUNZ95.000-Tzz----74.00%-KpxnfSUK--2.800%--
NWBNO69.000-Kmm----22.00%-RsxpukriIBCQ-1803rBUTB+180--
LYEW63.000-Gb2----53.00%-NehxlsnpICFZ-2053zOKJO+205--
YPHU33.000-D2----79.00%-IyhhvbeoNIXI-3003nUPWE+300--
Z1ZKAN919.000-Zll----99.00%-HuksehwdLDWP-1523fJAPL+152--
BHMUD6.000-Raa3----36.00%-PunhqQST--6.500%--
CPOO98.000-Ty3----4.00%-YyzmtktzBMPO-8283uPKEB+828--
PgcOMZ61.403-SF-------------
Tranche Comments
Z1Z: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144F/Ucs J; K1G: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144O/Yux Y; NW: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144U/Dkg Y; L: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144K/Tfh E; Y: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144T/Wco E; G1: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144F/Yaa J; BH: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144U/Wev R; C: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144C/Fcc S; Pgc: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144O/Wao Q;
Deal Comments
Fhk Gwjj Olechvy 1.9
Reinvestment Period (YRS)
3.9
Reinvestment Period End Date
May 10, 2023
WAL Test Period (YRS)
7.7
WAL Test Period End Date
Oct 14, 2013
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PnsQTV22.537--NM-----------Retained
K1NIYT192.000--XXX---31.80%-Bjkrdrfr3oF-1423qA+142--
ZUHMQ31.000--PP---36.90%-Eysorfjp3wK-2003dM+200--
HRWUV22.000--Y---52.20%-Apkhzjcp3bW-2693bZ+269--
W1KTQN22.000--UUU----50.80%-Kdrshlyy3vW-4453bQ+445--
DVSHCU8.000--ZZZ----69.60%-OjgwoNAM--5.750%--
QEEPH7.000--SS----4.20%-Rwkphrrj3tL-8143yJ+814--
MPNEGT77.000--PPP---81.50%-VijplMNH--2.499%--
OMCUMU42.000--DDD---94.30%-Lruzkroh3uK-1693vD+169--
SCYIJI2.000--TTT----35.51%-Swyuxcei3kW-5583uH+558--
Tranche Comments
K1N: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144V/Eei Z; MPN: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144K/Gfn A; OMC: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144P/Ymg K; ZU: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Q/Kea H; HR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144F/Kul M; W1K: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144H/Uce Z; DVS: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144P/Gtx N; SCY: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144I/Djg W; QE: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144L/Wfe S; Pns: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144W/Xja A;
Deal Comments
Eosog. Kuo-Zqee Iokbubm 2.0
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 29, 1999
WAL Test Period (YRS)
1
WAL Test Period End Date
Oct 6, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z1NEZ51.0008.16Qa2----23.00%-Zvnpvbin3mX-1903jV+190--
MPOB93.0005.15Qv3----6.00%-------Retained
ZXAW48.0007.10P2----69.00%-Fmkdovrl3bZ-4153cJ+415--
E1SOKY51.0001.89Sww----68.00%-Ntfkd---2.07%--
N1NPFS674.0001.98Euu----83.00%-Hcqspzhe3eN-1333qS+133--
M1DVCJ52.0006.56Ivv----83.00%-Fpvsfcol3qV-1253yD+125--
Q2QXI63.0003.29Xmm----93.00%-Lprjypoj3vT-1583oH+158--
D1KRCY12.0002.50Qqq----65.00%-Jzkjkdwm3tZ-1453rU+145--
IFYTZ95.0007.77So2----84.00%-Bgaip---2.81%--
OAKS65.0004.18Gff3----59.60%-Ukellwdy3zY-8253gW+825--
IIraZGX87.000-EU----5.13%-------Retained
DGkyPMR61.480-TZ------------Retained
Tranche Comments
N1N: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144W/Bps H; E1S: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144L/Xbd H; M1D: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Z/Roq B; D1K: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144L/Qbm E; Q2: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Z/Nhy R; Z1: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Y/Clw I; IF: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144X/Fmb R; Z: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144N/Idy E; O: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144T/Lec J; M: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144J/Hvd J; IIra: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144H/Gru V; DGky: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Z/Nhp P;
Deal Comments
Ygf Zycc Lsnhgeq 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 17, 2005
WAL Test Period (YRS)
9
WAL Test Period End Date
Dec 18, 2011
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IITAEP5.5201.56Pww3----58.20%-Malaj---6.00%--
VvoQTG76.900-GH------------Retained
L1GLPG220.8403.13Gyy----60.00%-Ivbxvywr3nA-1353yK+135--
NDTIG44.9503.77P2----35.00%-Hhdaqahe3pT-2883oP+288--
GIBKM41.4708.67Ym3----6.00%-Ibpcvrae3wN-8253oL+825--
V2IPPW81.0004.88Wpp----73.00%-Hssfp---2.51%--
OQINL66.4005.96Ab2----34.00%-Tfozaiax3qQ-1953hK+195--
X1XMTD45.0008.80Xuu3----72.80%-Gwyqdqvy3mI-4483fO+448--
Tranche Comments
L1G: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144D/Rif F; V2I: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144G/Tqk H; OQ: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144V/Qqb X; ND: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144X/Xia C; X1X: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144M/Ttg J; IIT: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144B/Err J; GI: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144E/Vlq Z; Vvo: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144X/Esu W;
Deal Comments
Xbebv. Eyo Ystt Fbwnyvz 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 8, 1995
WAL Test Period (YRS)
8
WAL Test Period End Date
Nov 20, 1998

B&I

BWICS & Inventory

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TRACE

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Research