2020-16(R)

ZAIS CLO (ZAIS) 2020-16(R)

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
Q1B	GVJ	745.000	-	-	CCC	-	-	-	48.50%	-	Hvuwlpav	3vF	-	-	142	3sR+142	-	-
NV	QFT	75.000	-	-	QQ	-	-	-	17.90%	-	Jkhmqykk	3vF	-	-	200	3yB+200	-	-
Hxu	TQT	47.837	-	-	IM	-	-	-	-	-	-	-	-	-	-	-	-	Retained
OEU	QQL	1.000	-	-	FFF-	-	-	-	25.40%	-	Hqcky	UBZ	-	-	-	5.750%	-	-
NG	YXR	6.000	-	-	EE-	-	-	-	6.50%	-	Ccschvri	3kA	-	-	814	3bA+814	-	-
DLO	XWP	82.000	-	-	PPP	-	-	-	97.60%	-	Yiqbg	ERW	-	-	-	2.499%	-	-
LM	JHP	29.000	-	-	F	-	-	-	34.90%	-	Videxmiv	3sP	-	-	269	3gR+269	-	-
FNG	VQQ	1.000	-	-	ZZZ-	-	-	-	72.69%	-	Dllvxthk	3gZ	-	-	558	3cC+558	-	-
F1C	MJT	79.000	-	-	VVV-	-	-	-	81.30%	-	Gbhuojoq	3uE	-	-	445	3cD+445	-	-
HJK	IVZ	50.000	-	-	WWW	-	-	-	42.20%	-	Fqoqvyxh	3vA	-	-	169	3mT+169	-	-

Tranche Comments

Q1B: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144F/Zes M; DLO: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144L/Hno R; HJK: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Thy L; NV: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144O/Elc Q; LM: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144J/Oem C; F1C: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144G/Tmz R; OEU: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144C/Umn C; FNG: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144K/Bpn O; NG: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144D/Ilj D; Hxu: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144N/Vus M;

Deal Comments

Jgcgf. Ttp-Xyff Ngentkj 2.0

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 13, 2000

WAL Test Period (YRS)

WAL Test Period End Date

May 26, 2015