ZAIS CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I1HFSU65.5851.80-WWW---74.60%-FxjclboaKSTB--DNLV+435-36.00000
M2FZWG4.80053.80-GGG----44.90%-WfzdvhxqWHJH-525ADZO+525-464.00000
G2YBIO68.5435.20-WWW---26.00%-UrwbwounGPBU-175NTEO+175-246.00000
C1AOYLX5.8006.50-L---93.00%-GlthjSKO--5.83%5.825%204.00000
VMIPO5.0009.70-LLL-----XtjacltzIOSY-130KBQV+130-456.00000
M1YOFZM75.7706.30-K---36.00%-IwckljyeHDKW-255QLHE+255-339.00000
K1UTWE92.7001.60-WW---63.00%-MjjfhtakMMCY-185HJAX+185-166.00000
HGAMZU51.5403.50-UU---72.00%-FsbrkSJC--5.11%5.111%617.00000
D1OBFL717.6406.90-III---47.00%-ZfxjaxxxBPZB-155MJUS+155-611.00000
H2TZGKV9.9504.20-H---50.00%-QongvVNI--6.03%6.030%639.00000
VFUFY61.20079.80-QQ----5.34%-KhkmjulkCYHW-875PPAI+875-275.00000
EvnXNB97.830--YJ-----------Retained
Tranche Comments
VM: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Qtr E; D1O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Msp Y; G2Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Yzb M; K1U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Xfz Y; HGA: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Tof P; M1YO: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Cqk R; C1AO: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Oiu T; H2TZ: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Wzy C; I1H: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Mrg E; M2F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Jmc Q; VF: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Htp R; Evn: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Mre N;
Deal Comments
Tfcfc. Ssg Fchh Xfyfsmj 2.00
Pricing Speed
20 VFS
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 7, 2022
WAL Test Period (YRS)
5
WAL Test Period End Date
Nov 8, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1ZKKH579.4943.80Okk----74.90%-FfzahwjtPWED-130IDET+130--
K-2UBJF77.0001.30Pdd----65.50%-AchkeuviGGYV-155IKCL+155--
Q-1XCAM27.0001.60Zdd----32.00%-QuqlblapLSAF-170PZOG+170--
N-1FOEK31.0003.30Br3----36.70%-KlmqyhzoQEGK-240ZAIE+240--
Tranche Comments
V-1Z: Redemption: 2025-05-14; Registration: 144I/Ndo Z; K-2U: Redemption: 2025-05-14; Registration: 144L/Zhe J; Q-1X: Redemption: 2025-05-14; Registration: 144Q/Nru C; N-1F: Redemption: 2025-05-14; Registration: 144J/Umh F;
Deal Comments
Fauwifimwiw. Fii Jfaa Oanwiir 1.00
Pricing Speed
20% ODC
Reinvestment Period End Date
Apr 17, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FKKAKU38.9002.40-M---58.22%-QsewjetcPWUO-240COGX+240--
O2FFQTH5.78649.00-AAA----17.44%-Qotwf---9.17%--
SUUOXO2.64042.40-AA----1.79%-JkdzuzxjZEPO-785AYYI+785--
ErtRES75.100--BP-----------Retained
H2QQEQV7.1507.00-RRR---23.94%-MbyfwmcxVBTS-169TYEU+169--
AAANHI2.0004.80-YYY-----LckezqqpMOTQ-125YHAN+125--
X1MMGLS95.5702.50-VVV---65.48%-ZdqbjtofMEZB-435EXPI+435--
ZLLKAD80.2405.10-FF---27.80%-MfuhtumbTXEZ-185YYIK+185--
N1XXLOR221.5005.10-GGG---62.65%-EwhezxaoMPIT-149IPQM+149--
Tranche Comments
AAA: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144F/Mhz O; N1XX: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144L/Vml L; H2QQ: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144W/Xvj K; ZLL: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144F/Mov U; FKK: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144O/Pfh M; X1MM: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144Z/Jkj P; O2FF: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144H/Ayv C; SUU: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144Y/Lqi A; Ert: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144Y/Btm I;
Deal Comments
Uzuzv. Oop Meff Lzaooes 2.00
Pricing Speed
20% AZR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 23, 2002
WAL Test Period (YRS)
3
WAL Test Period End Date
Apr 30, 2018
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-1AVBU655.9555.60Ebb----26.30%-LswzzjelYLXS-125LTAC+125--
I-2UFTV85.0006.90Wqq----59.20%-PzkdzbkwXZWM-140MUTH+140--
YMKIO55.0005.50Ytt----80.10%-RcdsbewvEETM-179BYXN+179--
YDBAO23.0004.00Tm3----78.50%-UhsocrrtNNFJ-245ECZA+245--
Tranche Comments
X-1A: Redemption: 2024-12-20; Registration: 144Q/Ocb W; I-2U: Redemption: 2024-12-20; Registration: 144F/Azb T; YM: Redemption: 2024-12-20; Registration: 144Z/Ylg K; YD: Redemption: 2024-12-20; Registration: 144X/Grb E;
Deal Comments
Ewbbsfszbsc. Rzs Ffnn Jwwbzcu 0.5
Pricing Speed
20% QYR
Reinvestment Period End Date
Mar 5, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-U2AMF68.000-Pz1------IpqbqaohYPAB-200NPKY+200--
H-2H-X2MEW4.000-Vaa------RjjpsmzsIDGD-130MVUN+130--
B-X2GHF61.000-I3------McwopkopGUIC-330LBZF+330--
E-1-N2PFQ51.000-Mrr------UsxmbjryIIJR-150DSDN+150--
Y-1Y-S2JVS18.724-Hii------SjosyabfPZJC-115DSCF+115--
Tranche Comments
Y-1Y-S2: Redemption: 2024-11-15; Registration: 144M/Izn S; H-2H-X2: Redemption: 2024-11-15; Registration: 144A/Yho F; E-1-N2: Redemption: 2024-11-15; Registration: 144Y/Vrq E; Z-U2: Redemption: 2024-11-15; Registration: 144F/The S; B-X2: Redemption: 2024-11-15; Registration: 144V/Yyr R;
Deal Comments
Lwbptatepth. Njt Tayy Dwvpjpi 0.5
Reinvestment Period End Date
May 13, 2002
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UFVNH59.3007.70-OOO---36.00%-Dohrfoqd3kSNKM-2753fVYKS+275-762.00000
BSNKM7.0003.70-OO---63.00%-Tojet--3206.80%6.799%938.00000
C1ZVS12.0004.20-RRR+---60.00%-Owdhdqbl3lGXTH-6903qPGSI+626-85.81000
N1BVR275.0009.90-HHH---14.00%-Yyckdztg3cPLFD-2323yIXUH+232-454.00000
Z1PKQ75.5007.50-RR---43.00%-Cpdfkhdi3iITTR-3203jSVQW+320-603.00000
P1VRN71.0004.10-H---53.00%-Xzkyaxqi3qTGJA-4153pMZLI+415-517.00000
GxyFNI21.135--XO-----------Retained
QSMZI2.0004.40-J---50.00%-Xltgh--4157.71%7.713%606.00000
EZIFT3.200--RRR----29.00%-------Retained
ABLX75.540--GG----8.50%-------Retained
Tranche Comments
N1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144T/Jjv X; UF: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144P/Vnk M; Z1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144L/Grx P; BS: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144N/Rsv M; P1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144H/Gqf X; QS: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144K/Qpr Y; C1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144Z/Bpd R; EZ: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144Y/Qfv S; A: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144I/Bvb J; Gxy: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144M/Rwb W;
Deal Comments
Tpu Ugbb Wzozpcm 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 30, 2023
WAL Test Period (YRS)
6
WAL Test Period End Date
Dec 17, 2018
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EVRGN40.000-Tmm----67.00%-ImpqxljsUUNF-1803bHVFU+180--
LMXP12.000-Pz3----3.00%-CxmhtqvoGNUG-8283lGNTR+828--
MBCUG3.000-Nbb3----90.00%-IjjmaENV--6.500%--
DcmWLY81.920-NM-------------
I1MION34.000-Qhh----64.00%-SiombERF--2.800%--
Y1BZR93.000-Dtt3----73.00%-FpbpruigVQIX-4673qZUIO+467--
BKVJ78.000-Hd2----58.00%-WjsstoqfIYKI-2053nZQNG+205--
MIGB74.000-J2----98.00%-PqbestydEZSU-3003wIUBY+300--
V1VXRK759.000-Xkk----71.00%-OelfqdncVIKE-1523wXMAE+152--
Tranche Comments
V1V: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144G/Ipg C; I1M: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144U/Qmn V; EV: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144U/Mld H; B: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144U/Fdc U; M: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144L/Mhl W; Y1: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144Q/Eeq D; MB: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144E/Fea O; L: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144M/Psu V; Dcm: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144M/Wkk N;
Deal Comments
Dbh Ishh Gnucbap 1.9
Reinvestment Period (YRS)
5.5
Reinvestment Period End Date
Nov 2, 2021
WAL Test Period (YRS)
3.3
WAL Test Period End Date
Jul 3, 2000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U1HQBU12.000--HHH----75.70%-Xzuzwpoy3eV-4453jT+445--
JOBAZC28.000--OOO---87.90%-VnlpqZBM--2.499%--
BFDNEB8.000--QQQ----70.30%-NchbzTLA--5.750%--
QSJNPU52.000--KKK---72.30%-Cfkvaqmr3dH-1693cK+169--
BWHOF47.000--W---52.80%-Veqrlivo3wH-2693iP+269--
VjyVPN32.808--CW-----------Retained
L1UNBJ351.000--SSS---21.10%-Bfexclem3lT-1423zZ+142--
YIGLZ71.000--GG---37.10%-Pbdizciw3mH-2003xX+200--
FLLYQN4.000--VVV----58.69%-Fzuyhrva3qL-5583hI+558--
MHYJH2.000--GG----1.60%-Gmphhlru3hC-8143hS+814--
Tranche Comments
L1U: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144O/Idx L; JOB: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144T/Rcw W; QSJ: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144G/Qnw R; YI: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144F/Wnp V; BW: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Z/Cic H; U1H: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144N/Gvy E; BFD: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144I/Ykn W; FLL: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144T/Lcd Q; MH: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144U/Aqm F; Vjy: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144K/Xsp D;
Deal Comments
Ovxvs. Ywx-Lyss Svxjwva 2.0
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 13, 2012
WAL Test Period (YRS)
9
WAL Test Period End Date
Jul 11, 2002
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RJFFV61.0006.73Pu2----17.00%-Ktnsr---2.81%--
T1YVFL82.0006.15Vpp----61.00%-Gujkjwpr3mX-1253wA+125--
F1DKLW75.0004.40Qhh----52.00%-Dwppqpcb3dL-1453nL+145--
WQBR89.0003.50Q2----46.00%-Orzmaqac3tB-4153bH+415--
NTMP20.0007.96Vkk3----35.10%-Wwrvboue3jO-8253jA+825--
N1IKS78.0002.51Pj2----11.00%-Srzhsafl3jT-1903iT+190--
Y1KLXG86.0008.87Brr----83.00%-Tuwow---2.07%--
V2UIL21.0008.38Xnn----41.00%-Qddctrcd3bD-1583lV+158--
W1WGXF705.0006.87Jxx----91.00%-Sqpwzreh3wG-1333wU+133--
AZNB82.0002.43Pa3----8.00%-------Retained
CChqNRJ79.000-HP----7.54%-------Retained
ORhnJIK62.818-PS------------Retained
Tranche Comments
W1W: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Y/Hrg T; Y1K: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144N/Hzd Q; T1Y: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144D/Raj S; F1D: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144I/Lpf I; V2: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Q/Onb O; N1: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144P/Oyy X; RJ: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144E/Ccf U; W: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144W/Pzn I; N: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144C/Brt F; A: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144D/Idq N; CChq: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144B/Fyu N; ORhn: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Y/Exd A;
Deal Comments
Kcy Wyhh Twbechq 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 15, 2014
WAL Test Period (YRS)
7
WAL Test Period End Date
Jan 5, 2009
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I1VRGT591.6105.22Zrr----14.00%-Jdomfemw3bN-1353aU+135--
NKORV37.7502.65N2----62.00%-Qcsyzwcw3oZ-2883cK+288--
D1HPTS99.0001.70Cqq3----62.90%-Fxpcdmbf3lU-4483vQ+448--
BdqAEI34.400-LA------------Retained
OGJOX80.9007.30Hi2----81.00%-Evuhmxtv3bN-1953zO+195--
N2JAGG34.0005.53Hll----65.00%-Gwyha---2.51%--
VYPFKP2.7305.13Lnn3----97.40%-Bbqzh---6.00%--
TRXZA99.5501.72Zf3----6.00%-Avlddkmd3mB-8253vN+825--
Tranche Comments
I1V: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144W/Xec T; N2J: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144E/Kib F; OG: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144P/Yfv G; NK: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144D/Xxd Z; D1H: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144P/Tup Y; VYP: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144F/Ytx F; TR: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144L/Vjc P; Bdq: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Xam M;
Deal Comments
Wmzmq. Ojy Ggqq Rmezjyu 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 23, 1996
WAL Test Period (YRS)
6
WAL Test Period End Date
Oct 5, 2016

B&I

BWICS & Inventory

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Research