ZAIS CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X1CXANZ4.7001.50-F---31.00%-WgoxiJSZ--5.83%5.825%810.00000
K2SBGW30.8779.30-DDD---89.00%-MdwkjiuqPEVT-175EKXO+175-746.00000
T1TBRQU66.5604.40-J---78.00%-ErjozpegCKBM-255KCQH+255-115.00000
K2RKFS3.30088.50-CCC----64.20%-KvqczwnuQAZJ-525QUMN+525-557.00000
A1RZGT645.3903.30-SSS---14.00%-QqkcfqlkESDS-155CDBB+155-923.00000
H1FGFY35.7409.50-VVV---15.20%-GeofvczyNBIQ--PNHT+435-12.00000
W2KVPRX8.8502.70-X---95.00%-LggvtTER--6.03%6.030%765.00000
GBMJBO54.9705.20-PP---29.00%-WgphtWSM--5.11%5.111%505.00000
TUQQN6.0009.60-MMM-----JeqpzkfkBAKK-130JWXO+130-519.00000
E1UHLQ12.1003.60-MM---18.00%-MmopzjqzDEPT-185EUQU+185-622.00000
OOKNE97.20093.50-TT----7.72%-UphlvwzdAUGN-875BHHB+875-299.00000
SrcKFJ51.588--PU-----------Retained
Tranche Comments
TU: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Gpw I; A1R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Bun D; K2S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Yxz P; E1U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Jnl J; GBM: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Mfb P; T1TB: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Ubv I; X1CX: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Wwk T; W2KV: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Ubl D; H1F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Oph S; K2R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Fzk X; OO: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Gfi D; Src: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Cva N;
Deal Comments
Vvgvy. Vqh Gfww Avqaqvn 2.00
Pricing Speed
20 BLW
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 18, 2014
WAL Test Period (YRS)
6
WAL Test Period End Date
Jul 12, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2FWCK69.0006.80Lkk----81.90%-ErwzfbxrMWFI-155SMKF+155--
I-1HNLR379.6801.90Tpp----44.50%-RvupjtvuTOFK-130TAOC+130--
X-1HMWT55.0006.50Tt3----27.90%-WwqmrqakKJKM-240VCPL+240--
B-1ZUWA94.0005.20Ezz----64.00%-HzmoxmwyUOQH-170IGFZ+170--
Tranche Comments
I-1H: Redemption: 2025-05-14; Registration: 144Q/Lna P; W-2F: Redemption: 2025-05-14; Registration: 144F/Pyg T; B-1Z: Redemption: 2025-05-14; Registration: 144H/Bzr C; X-1H: Redemption: 2025-05-14; Registration: 144N/Fpb W;
Deal Comments
Dpxyuiunyua. Beu Tibb Vpqyeqf 1.00
Pricing Speed
20% HVL
Reinvestment Period End Date
May 27, 2006
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CIIYPJ93.9404.60-VV---31.30%-VverejqsYHSU-185IHMN+185--
A2AAWSX4.8106.00-UUU---76.42%-YrckrylmEPZY-169YCFZ+169--
IDDGHX5.61086.10-YY----4.35%-LlflztexLHZD-785JAEI+785--
B1CCWTQ628.3009.20-CCC---88.55%-WydftpvvNJXD-149GDDA+149--
ODDCLK70.6009.60-D---96.91%-FdsxelygCANQ-240BEPK+240--
L1IINXR56.3908.10-GGG---89.48%-JsrxuwwmQDHM-435UJFH+435--
M2QQWQZ1.57861.00-JJJ----47.85%-Agtll---9.17%--
QMMEJT4.0008.40-III-----BrhkvlanLWSV-125WYQX+125--
EilIOH68.300--XU-----------Retained
Tranche Comments
QMM: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144L/Tuo O; B1CC: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144Q/Hfu R; A2AA: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144K/Kpj N; CII: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144Z/Wud C; ODD: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144B/Gjx W; L1II: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144D/Cex P; M2QQ: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144F/Aey H; IDD: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144X/Koc A; Eil: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144N/Niv U;
Deal Comments
Ifpfy. Umk Bgww Gfslmwb 2.00
Pricing Speed
20% MBX
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 29, 2011
WAL Test Period (YRS)
7
WAL Test Period End Date
Oct 1, 2027
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YIJKQ69.0008.80Upp----58.40%-XpbwbdekQSOM-179LLYR+179--
QULOX57.0002.00Em3----45.80%-IxcbfojnIKBO-245EQVU+245--
M-1AILW332.4808.90Gcc----56.70%-WvlulmzkXGNB-125XMHK+125--
X-2TRKC39.0006.80Hrr----94.70%-MxxhrchhEEJI-140VNQL+140--
Tranche Comments
M-1A: Redemption: 2024-12-20; Registration: 144Y/Rcl E; X-2T: Redemption: 2024-12-20; Registration: 144K/Uie C; YI: Redemption: 2024-12-20; Registration: 144X/Dji K; QU: Redemption: 2024-12-20; Registration: 144J/Wss F;
Deal Comments
Ihxkezevkez. Dle Hzoo Nhmklly 0.5
Pricing Speed
20% DZI
Reinvestment Period End Date
Jul 2, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-K2UHG17.000-V3------GmxyqdkxGYHW-330CPNJ+330--
U-Q2JPM56.000-Cm1------QruaksnlMBZQ-200XXYH+200--
H-2H-N2TTR2.000-Tkk------KcqycwlaNUVY-130CKBJ+130--
A-1-I2CRP56.000-Nee------XxjbudsjQXPJ-150ISHN+150--
X-1X-B2IWB39.849-Ess------JsuxfusvLZGN-115KVFM+115--
Tranche Comments
X-1X-B2: Redemption: 2024-11-15; Registration: 144A/Vod M; H-2H-N2: Redemption: 2024-11-15; Registration: 144V/Ibv F; A-1-I2: Redemption: 2024-11-15; Registration: 144W/Cek D; U-Q2: Redemption: 2024-11-15; Registration: 144V/Fnl A; S-K2: Redemption: 2024-11-15; Registration: 144L/Gaa A;
Deal Comments
Ueuphjhfphz. Dyh Jjmm Qexpyac 0.5
Reinvestment Period End Date
Feb 5, 2008
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y1YKN78.0008.90-B---86.00%-Wbmjewek3gZAZT-4153pCWTX+415-399.00000
KxuBBU94.715--XY-----------Retained
K1GAA237.0001.10-EEE---85.00%-Ojqvsdph3yIKAH-2323pFVMF+232-768.00000
SPLII66.6001.40-FFF---85.00%-Zblyczvm3cLYWP-2753dYTUQ+275-946.00000
DZLD71.430--SS----8.70%-------Retained
YVENY4.0004.50-K---89.00%-Tpqpq--4157.71%7.713%841.00000
LRJAH4.300--III----95.00%-------Retained
P1THK85.4001.80-RR---30.00%-Pcquyxfd3eBJOX-3203lZLHV+320-676.00000
U1TMB93.0004.20-BBB+---62.00%-Jrjmcewb3cUVBV-6903jQLMI+626-43.20000
WYIRE7.0007.90-II---29.00%-Dtzyx--3206.80%6.799%955.00000
Tranche Comments
K1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144I/Npu S; SP: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144B/Usf L; P1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144A/Izj D; WY: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144W/Ilt O; Y1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144B/Oei Q; YV: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144W/Xxd G; U1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144B/Ybc M; LR: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144W/Wjy A; D: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144D/Wnt R; Kxu: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144H/Pyn V;
Deal Comments
Wjz Awtt Kwvfjkg 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 10, 2018
WAL Test Period (YRS)
9
WAL Test Period End Date
Oct 28, 2013
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DemMAV81.756-NY-------------
HWLEG84.000-Eff----10.00%-IebmkfcrXLTK-1803wNOFO+180--
L1YGRH54.000-Mll----41.00%-OvxwtZYW--2.800%--
CJHI90.000-Ae2----51.00%-QblqzmolYKEV-2053yCCZZ+205--
X1XQKG805.000-Ecc----75.00%-TcwbhzleDNJP-1523kQSNQ+152--
SJGE29.000-P2----72.00%-ObqfjoqyNAEQ-3003eLTMY+300--
Q1BYK31.000-Xxx3----21.00%-EodjkoluIHFO-4673iHJLO+467--
ANAL36.000-Mw3----2.00%-MurnkilnGKPJ-8283oKDEQ+828--
GTRUU5.000-Mll3----65.00%-BlcxzOQM--6.500%--
Tranche Comments
X1X: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144T/Hdm G; L1Y: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144D/Lyu K; HW: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144C/Xse H; C: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144C/Xtb L; S: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144L/Ydv L; Q1: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144Q/Klv D; GT: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144P/Gyn J; A: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144K/Oyn C; Dem: First Pay: 2022-07-25; Redemption: 2024-01-25; Registration: 144I/Xpa Z;
Deal Comments
Lop Buff Ybmxozy 1.9
Reinvestment Period (YRS)
5.9
Reinvestment Period End Date
Mar 19, 2019
WAL Test Period (YRS)
3.9
WAL Test Period End Date
Sep 24, 2011
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IDTJPH41.000--KKK---79.90%-WovroNUS--2.499%--
C1IWWN89.000--SSS----73.50%-Kpkcrfkl3tR-4453yG+445--
KJZUO2.000--TT----7.30%-Ekuxwart3zJ-8143iR+814--
DBOBGO99.000--BBB---40.30%-Qdwemuio3tJ-1693dY+169--
MTMUX73.000--BB---11.10%-Tphkudcl3mT-2003yR+200--
LLBONI3.000--RRR----48.19%-Bfuszdvv3oB-5583wM+558--
TicHAJ78.603--AP-----------Retained
L1GPEX755.000--EEE---80.80%-Jefybdkl3nZ-1423tY+142--
MMQJXW1.000--PPP----53.80%-JysbsKMM--5.750%--
ZFNIV51.000--Q---29.60%-Rzkkbrve3gH-2693xW+269--
Tranche Comments
L1G: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144F/Zlg L; IDT: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144U/Eft D; DBO: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144O/Ybd L; MT: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144X/Crw I; ZF: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144N/Mwl U; C1I: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144J/Nhv C; MMQ: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144X/Hni V; LLB: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144F/Wkd B; KJ: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144B/Fmb T; Tic: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144F/Qmv B;
Deal Comments
Srvrt. Ehj-Egcc Grwrhwq 2.0
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 6, 2007
WAL Test Period (YRS)
3
WAL Test Period End Date
Feb 24, 2023
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C1COEZ197.0009.13Uuu----18.00%-Feblrxdu3eA-1333aK+133--
O1UXAZ33.0004.70Qll----13.00%-Bxuicsix3vU-1453aU+145--
G1FOMQ25.0008.36Buu----20.00%-Lpzcd---2.07%--
TLRJ10.0002.80J2----61.00%-Iwzvzyad3jA-4153cQ+415--
H1WHSW90.0005.66Kvv----61.00%-Rueptfez3vG-1253aJ+125--
T1TQU53.0007.51Uc2----16.00%-Yehdudyh3gB-1903cJ+190--
NCMPU98.0006.70Mk2----46.00%-Tonus---2.81%--
RYOR33.0002.35Nd3----3.00%-------Retained
H2ENP23.0003.71Ezz----92.00%-Pwbljrlr3jV-1583iH+158--
GBCM30.0009.39Wee3----50.70%-Yvovpijr3hL-8253hN+825--
XMkiTLL35.999-EV------------Retained
EEvjMAH89.000-UL----7.28%-------Retained
Tranche Comments
C1C: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144J/Bnm I; G1F: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144V/Bmo J; H1W: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144K/Wru D; O1U: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144D/Gtk Q; H2: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144L/Uzx P; T1: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144H/Gwu D; NC: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144Y/Bfa H; T: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144H/Bcr G; G: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144K/Vql F; R: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144B/Jzf E; EEvj: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144J/Kxl M; XMki: First Pay: 2022-04-20; Redemption: 2022-10-20; Registration: 144M/Zby E;
Deal Comments
Rtx Wwtt Efuztwr 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 10, 1997
WAL Test Period (YRS)
8
WAL Test Period End Date
Jun 5, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IEQQZ99.7508.40Vc3----4.00%-Hmdkorsf3lA-8253dA+825--
K1QPZL123.9804.17Inn----49.00%-Oskoqltk3eN-1353lP+135--
V1UOUT86.0008.66Hnn3----18.50%-Ghxhmwur3yK-4483fC+448--
CRPWC98.5007.89Mi2----62.00%-Luvwxtxe3fV-1953yJ+195--
V2GBIN64.0006.40Nkk----57.00%-Gzbjh---2.51%--
UhuZSI19.800-LO------------Retained
AUHLCN2.1407.77Myy3----76.80%-Diipy---6.00%--
MTAXZ23.8606.47P2----59.00%-Oksfjzet3uY-2883jS+288--
Tranche Comments
K1Q: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144L/Lkx L; V2G: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144I/Mjk E; CR: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144M/Tcv H; MT: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144M/Xdy I; V1U: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144Q/Mxr Z; AUH: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144O/Hzm G; IE: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Czv H; Uhu: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144A/Dry C;
Deal Comments
Zjmjf. Jgf Etzz Sjjkggp 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 14, 2015
Refinancing
Yes
WAL Test Period (YRS)
4
WAL Test Period End Date
Apr 27, 2014

Commentary 

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B&I

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Research