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
II	VCZ	66.000	-	-	X	-	-	-	71.30%	-	Fryofkyc	3mX	-	269	3gX+269	-	-
X1S	CKI	17.000	-	-	YYY-	-	-	-	37.80%	-	Zqfzspjj	3zF	-	445	3tX+445	-	-
KHU	YVH	9.000	-	-	UUU-	-	-	-	55.60%	-	Xuncn	FGC	-	-	5.750%	-	-
IB	BTM	1.000	-	-	BB-	-	-	-	5.40%	-	Fwfzfwom	3fB	-	814	3lB+814	-	-
NTZ	MEM	33.000	-	-	PPP	-	-	-	80.60%	-	Aflnm	UTE	-	-	2.499%	-	-
TU	TRK	89.000	-	-	KK	-	-	-	22.10%	-	Mbpodkke	3xH	-	200	3aQ+200	-	-
Yti	RXY	32.655	-	-	FN	-	-	-	-	-	-	-	-	-	-	-	Retained
A1L	UHZ	985.000	-	-	EEE	-	-	-	69.30%	-	Urvoskft	3cQ	-	142	3wK+142	-	-
ULD	NYB	9.000	-	-	RRR-	-	-	-	78.28%	-	Szsurepr	3nP	-	558	3aY+558	-	-
WPC	NRR	51.000	-	-	ZZZ	-	-	-	32.50%	-	Qczzobno	3rR	-	169	3vH+169	-	-

Tranche Comments

A1L: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144N/Nzz T; NTZ: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144G/Iqq W; WPC: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144E/Kym S; TU: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144B/Mca O; II: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Y/Dwj M; X1S: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144D/Qzu N; KHU: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144J/Vzg S; ULD: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144N/Nia L; IB: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144I/Nqr B; Yti: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144K/Erp G;

Deal Comments

Hzhzw. Myu-Zszz Pzvvyra 2.0

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 28, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Apr 17, 2010