ZAIS CLO (ZAIS) 16

Zais Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TW	PRQ	27.000	-	-	EEE	-	-	-	72.00%	-	Yhhfp	-	-	225	2.477%	-	17.45000
T	PGF	43.000	-	-	Q	-	-	-	74.00%	-	Jjcxlytd	3dF	-	390	3oZ+374	-	97.00000
IA	FWI	5.100	-	-	III	-	-	-	64.20%	-	Kkkpctqx	3pB	-	250	3rY+250	-	993.00000
M	VEV	87.700	-	-	DD	-	-	-	39.00%	-	Pqwkfmmy	3eH	-	310	3wB+303	-	98.50000
J2	AHW	1.000	-	-	UUU-	-	-	-	50.69%	-	Pyejkiaz	3gK	-	925	3gQ+649	-	77.00000
Fzc	AUM	81.386	-	-	XA	-	-	-	-	-	-	-	-	-	-	-	Retained
W1	ZWS	28.000	-	-	JJJ	-	-	-	60.00%	-	Qcxukyeb	3xE	-	225	3eB+219	-	36.20000
G2	IRW	22.000	-	-	SSS	-	-	-	87.00%	-	Ixwiroiu	3sS	-	230	3tC+230	-	466.00000
E	QHF	9.760	-	-	AA-	-	-	-	9.70%	-	Cepxxveh	3gG	-	1000	3kZ+1000	-	Retained
A1	JIN	69.170	-	-	FFF	-	-	-	37.28%	-	Wchfkuke	3nA	-	652	3dD+548	-	99.00000

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Tranche Comments

W1: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144F/Lyg Z; G2: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144F/Rld H; TW: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144E/Tcd I; IA: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144X/Bhx H; M: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144H/Uwv R; T: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144F/Flh M; A1: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144P/Rbx U; J2: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144E/Fnj J; E: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144P/Odu V; Fzc: First Pay: 2021-04-20; Redemption: 2021-10-20; Registration: 144Y/Bvj C;

Deal Comments

Yjm-Eamm Baqjjhk 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 31, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Sep 5, 2013