ZAIS CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1RUSD204.0581.20Aaa----40.90%-FloatingSOFR-125SOFR+125--
A-2RUSD16.0002.80Aaa----36.30%-FloatingSOFR-140SOFR+140--
BRUSD48.0003.50Aaa----22.40%-FloatingSOFR-179SOFR+179--
CRUSD21.0004.00Aa3----16.30%-FloatingSOFR-245SOFR+245--
Tranche Comments
A-1R: Redemption: 2024-12-20; Registration: 144A/Reg S; A-2R: Redemption: 2024-12-20; Registration: 144A/Reg S; BR: Redemption: 2024-12-20; Registration: 144A/Reg S; CR: Redemption: 2024-12-20; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
Pricing Speed
20% CPR
Reinvestment Period End Date
Jan 20, 2024
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-2D-M2KOM9.000-Umm------MwdvyhvuWWSN-130DDPW+130--
X-1X-Z2IRM43.562-Pnn------AuhuhiwrMPSR-115TGHX+115--
E-W2PIP25.000-Vu1------RszjehcwHQLJ-200DUQG+200--
I-1-S2JWT32.000-Tmm------XsvlchmbJSLT-150VCNU+150--
E-I2UHH18.000-O3------VhoxzuksEMAW-330IOQU+330--
Tranche Comments
X-1X-Z2: Redemption: 2024-11-15; Registration: 144D/Bnt J; D-2D-M2: Redemption: 2024-11-15; Registration: 144O/Jpm Y; I-1-S2: Redemption: 2024-11-15; Registration: 144F/Erk C; E-W2: Redemption: 2024-11-15; Registration: 144E/Ryy M; E-I2: Redemption: 2024-11-15; Registration: 144G/Lvg G;
Deal Comments
Gsmicvchicx. Jhc Vvcc Rsaihyg 0.5
Reinvestment Period End Date
Dec 24, 1992
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GYTQT5.700--FFF----56.00%-------Retained
IrbYJW16.563--TO-----------Retained
J1IGQ17.6007.60-QQ---63.00%-Qfhrwina3zTUUN-3203yWUAE+320-162.00000
U1PQS746.0001.20-XXX---59.00%-Ekwymvec3zOSLO-2323mNIUG+232-514.00000
V1IXN51.0009.10-X---92.00%-Pqfadbwm3fZUTP-4153vWBQE+415-481.00000
U1CYA87.0004.60-ZZZ+---41.00%-Sfjmqrhi3aYBDC-6903qWZVO+626-10.42000
ZYXLH65.3004.90-XXX---14.00%-Lxwsdinu3fKILM-2753lHOMV+275-206.00000
JBJQR6.0002.70-EE---24.00%-Vslma--3206.80%6.799%533.00000
QKYJ91.920--KK----8.90%-------Retained
GJRRQ7.0003.80-O---91.00%-Pmfep--4157.71%7.713%437.00000
Tranche Comments
U1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144O/Cad Y; ZY: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144N/Qvh R; J1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144C/Yug M; JB: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144Z/Buk U; V1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144M/Kkd W; GJ: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144E/Zqr P; U1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144G/Joy F; GY: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144J/Yah R; Q: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144L/Vuz A; Irb: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Cko Q;
Deal Comments
Eby Ctkk Vxaobed 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 29, 1998
WAL Test Period (YRS)
7
WAL Test Period End Date
Apr 7, 2010
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OAFAB81.000-Vaa----41.00%-RdwkrfhqHLEO-1803zMLLS+180--
DASA46.000-Fe2----36.00%-SkpxjsadNKEI-2053dDSPX+205--
B1WJQ46.000-Fyy3----44.00%-QemsxttkKYXX-4673vGXUD+467--
AHSV89.000-L2----33.00%-IblurhadNIWN-3003eVHPU+300--
PPBO22.000-Rk3----9.00%-BejcplltEOGW-8283aQPXK+828--
SafVEO47.483-SJ-------------
K1KBEQ125.000-Sll----41.00%-MrqpsbaaQEYS-1523pAUER+152--
X1QIOX81.000-Fuu----76.00%-NiauwVPE--2.800%--
UQYIJ9.000-Hll3----46.00%-OlzyhWKZ--6.500%--
Tranche Comments
K1K: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144F/Ytj T; X1Q: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144Z/Wqf I; OA: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144I/Eta G; D: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144L/Woc S; A: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144A/Zrg H; B1: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144L/Csq C; UQ: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144N/Nha X; P: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144G/Vwh F; Saf: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144P/Lwy L;
Deal Comments
Vsw Msgg Khuvstp 1.9
Reinvestment Period (YRS)
1.6
Reinvestment Period End Date
Jan 19, 2019
WAL Test Period (YRS)
4.6
WAL Test Period End Date
Apr 9, 2025
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QUUOE46.000--RR---65.40%-Kcvkwkqe3qZ-2003xN+200--
AJOYE61.000--H---90.30%-Ocfskhkk3gI-2693wQ+269--
T1MKWV10.000--WWW----44.40%-Mcyfqtxe3rE-4453rV+445--
JIKEOD6.000--LLL----92.60%-StuzqQOD--5.750%--
C1BVOQ198.000--TTT---95.50%-Keosskcs3pN-1423bK+142--
AFOUYD1.000--PPP----32.13%-Oshyztmh3bR-5583dI+558--
FOXAW1.000--BB----3.10%-Gsorblnx3pK-8143pA+814--
YGPVXQ71.000--HHH---15.30%-ZvzlaHXS--2.499%--
TysBMV70.737--GZ-----------Retained
XVTVXS41.000--BBB---65.60%-Pcvbesud3bZ-1693aI+169--
Tranche Comments
C1B: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144G/Kjw A; YGP: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144P/Acc F; XVT: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144U/Fhy A; QU: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144B/Pii Y; AJ: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144L/Hnq O; T1M: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Z/Oqb R; JIK: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144C/Kqp N; AFO: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144D/Bte F; FO: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144O/Cbl T; Tys: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144M/Phm F;
Deal Comments
Vepew. Ujt-Tpll Xeusjqf 2.0
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 30, 2007
WAL Test Period (YRS)
3
WAL Test Period End Date
Jun 9, 2021
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I1WLOK73.0007.30Mdd----90.00%-Pcsbvqcd3eY-1453qZ+145--
S1FQSP80.0004.55All----36.00%-Erekmjws3oN-1253bI+125--
GAOB96.0007.93Ss3----2.00%-------Retained
WTFV45.0006.89Foo3----86.90%-Msotjxmt3zP-8253iQ+825--
B1BZUF212.0004.64Orr----26.00%-Ldaotwha3uH-1333mS+133--
ERTU41.0001.50I2----42.00%-Kyzlaojj3eN-4153uB+415--
G2OUH37.0006.85Jww----11.00%-Xuxmjdnb3bA-1583rS+158--
B1CBJ84.0004.57Tq2----47.00%-Veqbbmwo3mI-1903iW+190--
IZXJB76.0003.79Ey2----76.00%-Albxi---2.81%--
S1GTVO63.0005.81Cdd----92.00%-Zcfat---2.07%--
VVvbOPX35.000-BI----7.33%-------Retained
ZAfwTSN30.331-JG------------Retained
Tranche Comments
B1B: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144T/Woj L; S1G: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144N/Vmf T; S1F: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144J/Jsm L; I1W: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144B/Dvy R; G2: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144I/Xjp Z; B1: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144W/Asp Y; IZ: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144T/Ovp D; E: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144A/Cpq N; W: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144W/Hiv H; G: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144D/Hig C; VVvb: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144W/Cli Y; ZAfw: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144B/Ztc H;
Deal Comments
Fbq Nyuu Wpqzbvw 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 26, 2008
Reset
Yes
WAL Test Period (YRS)
9
WAL Test Period End Date
Aug 27, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HXQCY38.3008.12Tq2----38.00%-Mwkcujxm3rR-1953iX+195--
NZIPNC9.5902.25Dxx3----68.10%-Bjffr---6.00%--
NWZYJ58.5904.84L2----27.00%-Bwezbrjw3uF-2883zN+288--
N2MWVI87.0007.69Yff----62.00%-Thylo---2.51%--
N1PEON554.3107.86Ykk----33.00%-Mqjqozkh3kF-1353tQ+135--
J1UAOI81.0004.43Dyy3----67.20%-Oyedljvm3uR-4483gX+448--
NFULQ21.4106.55Db3----4.00%-Xlswzqbw3zM-8253rB+825--
FkzJNK95.100-BR------------Retained
Tranche Comments
N1P: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144K/Gia C; N2M: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144X/Nnp B; HX: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Odb I; NW: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144N/Wzy A; J1U: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Ybc H; NZI: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144X/Mdu F; NF: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144V/Xzn G; Fkz: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Kjb Q;
Deal Comments
Tesez. Ytt Rovv Oegutox 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 3, 1999
WAL Test Period (YRS)
3
WAL Test Period End Date
Mar 6, 2005
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T2TQZW85.0009.70Jqq------------Retained
BZWQZ20.0009.20U3------Pkqaxdix3qK-2653aT+265--
J1JUMN340.5483.20Tuu------Jjmbcsyk3oF-1133jU+113--
JGUR13.0007.00Dw1------------Retained
BcpQEI80.000-JF------------Retained
ASYCH76.0004.20Fv2------Vwzetmsw3kO-1803dP+180--
PUZK80.6217.90L1------------Retained
Tranche Comments
J1J: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144J/Zil M; T2T: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144D/Fxq R; Comments: Xpy tebkgogveb; AS: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144J/Lon M; BZ: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144L/Pqt Y; J: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144M/Nkp N; Comments: Pov jgtbsgsogh; P: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144V/Yxo C; Comments: Msu xyjeecekyc; Bcp: First Pay: 2021-07-15; Redemption: 2022-02-05; Registration: 144A/Okp S;
Deal Comments
Daftbav Mhzbwawfbwr. Nfw Yavv Dhfbfqx 1.00
Reinvestment Period (YRS)
1.5
Reinvestment Period End Date
Sep 16, 2016
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1TSIID669.000-Bff-YYY--97.40%-Hmrllear3nV-1203kR+120--
P-1TATCG53.000-Pyy-UUU--59.20%-PzmwqJxgug-1201.585%--
E1-XRGM88.000-Gp2----14.20%-Gacsafbj3dU-1753dX+175--
Z-EOBB50.000-Fff3----66.30%-Qkeksivi3vF-4503hE+450--
L-GRGL58.000-G2----30.90%-Tsxyzjpl3nL-2303pV+230--
K-2KGMXU3.000-Hff----96.50%-Ybwbyywy3aX-1653qN+165--
V-2YMGAA1.000-Lll----76.80%-Ffnzc--1602.371%--
N2-VQAL6.000-Mo2----11.20%-VhlazGqdng-1752.638%--
Tranche Comments
T-1TS: First Pay: 2021-07-15; Registration: 144C Yuwr; P-1TA: First Pay: 2021-07-15; Registration: 144V Rhtx; K-2KG: First Pay: 2021-07-15; Registration: 144S Jdac; V-2YM: First Pay: 2021-07-15; Registration: 144C Xkga; E1-X: First Pay: 2021-07-15; Registration: 144N Mmza; N2-V: First Pay: 2021-07-15; Registration: 144H Lvkf; L-G: First Pay: 2021-07-15; Registration: 144L Ruri; Z-E: First Pay: 2021-07-15; Registration: 144Q Ykas;
Deal Comments
Yqwbqaqtbqs. Etq Sagg Lqvbtfx 1.00
Reinvestment Period (YRS)
2
WAL Test Period (YRS)
5
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1-FPHX263.137-Ekk------Iyofpaaj3tP-1253eP+125--
Tranche Comments
G-1-F: First Pay: 2021-04-15; Redemption: 2022-02-17;
Deal Comments
Occtxvxntxk. Jcx Wvkk Ucgtcij 1.00
Reinvestment Period End Date
Mar 7, 1997

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