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
MPW	JOE	76.000	-	-	MMM	-	-	-	57.60%	-	Ptrbcttj	3pZ	-	-	169	3lV+169	-	-
Z1M	IVS	372.000	-	-	CCC	-	-	-	31.90%	-	Slbczqtq	3rX	-	-	142	3gO+142	-	-
LZ	PXK	84.000	-	-	O	-	-	-	85.40%	-	Gmdhaelf	3dN	-	-	269	3sW+269	-	-
DNN	NZC	1.000	-	-	GGG-	-	-	-	44.72%	-	Fsyjtcib	3hZ	-	-	558	3tC+558	-	-
Cui	HOZ	27.796	-	-	LZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
DJX	MFK	75.000	-	-	ZZZ	-	-	-	71.10%	-	Slwyg	MUL	-	-	-	2.499%	-	-
CFE	QQD	3.000	-	-	AAA-	-	-	-	16.30%	-	Cvjab	BAI	-	-	-	5.750%	-	-
TM	IWJ	19.000	-	-	MM	-	-	-	33.60%	-	Vubammrf	3rJ	-	-	200	3mY+200	-	-
J1S	VSC	37.000	-	-	III-	-	-	-	20.40%	-	Fcbqpkym	3dJ	-	-	445	3nS+445	-	-
QY	LCM	5.000	-	-	GG-	-	-	-	5.30%	-	Yhkropzz	3zN	-	-	814	3tO+814	-	-

Tranche Comments

Z1M: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144D/Yww K; DJX: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Bph T; MPW: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144O/Uev J; TM: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144C/Wzz I; LZ: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144O/Uqs X; J1S: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144M/Lbl I; CFE: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144N/Xrg C; DNN: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Dap L; QY: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144I/Ohf S; Cui: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144J/Fqs A;

Deal Comments

Skkka. Zqy-Dmzz Ukhjqat 2.0

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Mar 3, 2001