ZAIS CLO (ZAIS) 2020-16(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1RUSD145.000--AAA---40.06%-Floating3mL-1423mL+142--
AFRUSD35.000--AAA---40.06%-FixedYLD--2.499%--
AJRUSD12.000--AAA---36.06%-Floating3mL-1693mL+169--
BRUSD36.000--AA---24.07%-Floating3mL-2003mL+200--
CRUSD15.000--A---19.08%-Floating3mL-2693mL+269--
D1RUSD13.000--BBB----13.08%-Floating3mL-4453mL+445--
DFRUSD5.000--BBB----13.08%-FixedYLD--5.750%--
DJRUSD5.000--BBB----11.42%-Floating3mL-5583mL+558--
ERUSD7.000--BB----9.09%-Floating3mL-8143mL+814--
SubUSD25.739--NR-----------Retained
Tranche Comments
A1R: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S; AFR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S; AJR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S; BR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S; CR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S; D1R: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S; DFR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S; DJR: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S; ER: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S; Sub: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.0
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2026
Reset
Yes
WAL Test Period (YRS)
9
WAL Test Period End Date
Oct 20, 2030
Research
AllReportsSurveillanceOther

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