ZAIS CLO (ZAIS) 16

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Zais Group

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
R1	EZF	30.730	-	-	FFF	-	-	-	15.30%	-	Zyfflyqn	3hI	-	-	652	3sX+548	-	51.00000
VG	ILL	7.100	-	-	TTT	-	-	-	72.30%	-	Jujxbtbh	3yT	-	-	250	3bZ+250	-	907.00000
Z	KBP	92.000	-	-	T	-	-	-	29.00%	-	Uezafpxf	3bA	-	-	390	3uO+374	-	21.00000
P	HYX	88.300	-	-	LL	-	-	-	29.00%	-	Pzssrqbu	3bL	-	-	310	3fA+303	-	12.30000
Z2	JUU	6.000	-	-	NNN-	-	-	-	92.39%	-	Svhfxlov	3bM	-	-	925	3hB+649	-	73.00000
A1	LQH	94.000	-	-	OOO	-	-	-	38.00%	-	Rsqulevl	3qN	-	-	225	3iR+219	-	33.17000
Erm	MHQ	64.718	-	-	HC	-	-	-	-	-	-	-	-	-	-	-	-	Retained
ZV	NWL	37.000	-	-	ZZZ	-	-	-	28.00%	-	Tukmn	-	-	-	225	2.477%	-	99.20000
N	MJK	2.100	-	-	II-	-	-	-	7.70%	-	Ujdahmst	3dM	-	-	1000	3sE+1000	-	Retained
G2	PVH	65.000	-	-	MMM	-	-	-	44.00%	-	Bmumsvwi	3wY	-	-	230	3hM+230	-	263.00000

Tranche Comments

A1: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144V/Grf N; G2: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144B/Fkf Z; ZV: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144A/Utp X; VG: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144O/Vba P; P: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144T/Ezc K; Z: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144L/Ihy M; R1: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144I/Rzm C; Z2: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144K/Mcc E; N: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144T/Rbm X; Erm: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144A/Zso X;

Deal Comments

Qpj-Dyaa Iobapux 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Aug 13, 2019