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
T1J	YHG	62.000	-	-	AAA-	-	-	-	75.50%	-	Vllkkqie	3hF	-	-	445	3oK+445	-	-
PLI	WWE	4.000	-	-	III-	-	-	-	69.50%	-	Rmomhuxu	3fI	-	-	558	3fO+558	-	-
Kyw	OYS	48.983	-	-	JC	-	-	-	-	-	-	-	-	-	-	-	-	Retained
PTT	LOO	2.000	-	-	GGG-	-	-	-	53.30%	-	Fgoqk	TEI	-	-	-	5.750%	-	-
BP	OSS	8.000	-	-	PP-	-	-	-	7.40%	-	Ylpvpolh	3sG	-	-	814	3rG+814	-	-
WW	PVT	82.000	-	-	V	-	-	-	59.40%	-	Txmredus	3qT	-	-	269	3pZ+269	-	-
B1T	CAY	646.000	-	-	DDD	-	-	-	19.60%	-	Phyfqtrf	3cI	-	-	142	3eF+142	-	-
ID	GEX	15.000	-	-	OO	-	-	-	63.40%	-	Jhxvyfxp	3eZ	-	-	200	3xU+200	-	-
AUH	GTR	68.000	-	-	KKK	-	-	-	13.50%	-	Szsbc	SJV	-	-	-	2.499%	-	-
GYA	ECP	36.000	-	-	EEE	-	-	-	49.70%	-	Ulwbtcsx	3qX	-	-	169	3fI+169	-	-

Tranche Comments

B1T: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144E/Pfr F; AUH: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144C/Zor U; GYA: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144O/Qib A; ID: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144N/Car H; WW: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144P/Idq Y; T1J: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144C/Rvu M; PTT: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144W/Ycg R; PLI: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144W/Cpd H; BP: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144B/Bsh P; Kyw: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144M/Fai W;

Deal Comments

Wxvxt. Xyw-Vkcc Uxmvyfg 2.0

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 9, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Aug 29, 2023