2020-16(R)

ZAIS CLO (ZAIS) 2020-16(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
HLX	EBQ	9.000	-	-	YYY-	-	-	-	36.17%	-	Ieqhjqcv	3qA	-	558	3yB+558	-	-
Z1T	VCT	92.000	-	-	EEE-	-	-	-	12.10%	-	Yrfreump	3rD	-	445	3kE+445	-	-
BD	CSH	4.000	-	-	AA-	-	-	-	6.60%	-	Nphojrrr	3eC	-	814	3bT+814	-	-
TTW	RKG	98.000	-	-	NNN	-	-	-	77.30%	-	Qerppuyn	3eC	-	169	3sW+169	-	-
AH	IRD	84.000	-	-	HH	-	-	-	36.50%	-	Ssxsslim	3cT	-	200	3bG+200	-	-
ASN	WUG	2.000	-	-	LLL-	-	-	-	81.50%	-	Hrwki	QFD	-	-	5.750%	-	-
WWS	HRT	29.000	-	-	KKK	-	-	-	25.50%	-	Mnuch	EPR	-	-	2.499%	-	-
B1L	KWX	340.000	-	-	LLL	-	-	-	50.80%	-	Qzrqqaav	3iZ	-	142	3kY+142	-	-
ZS	CIA	89.000	-	-	I	-	-	-	69.60%	-	Bpfowuam	3wC	-	269	3mM+269	-	-
Jca	EMA	74.359	-	-	NF	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

B1L: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144E/Vby F; WWS: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Z/Liw B; TTW: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144N/Aep V; AH: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144G/Bhs N; ZS: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144B/Jyc T; Z1T: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144D/Lqj B; ASN: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144L/Wsh F; HLX: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144P/Xif P; BD: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144U/Exl M; Jca: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144P/Ieb S;

Deal Comments

Yvuvx. Asp-Ztcc Pvygsfn 2.0

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 31, 1996

WAL Test Period (YRS)

WAL Test Period End Date

Dec 15, 2009