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
N1E	CMO	97.000	-	-	MMM-	-	-	-	39.20%	-	Tuxrmccd	3dM	-	445	3fG+445	-	-
Odw	BLN	90.395	-	-	KM	-	-	-	-	-	-	-	-	-	-	-	Retained
C1Y	QPY	576.000	-	-	JJJ	-	-	-	28.70%	-	Kwbpdoib	3xI	-	142	3gF+142	-	-
KAC	CZZ	41.000	-	-	GGG	-	-	-	85.30%	-	Tyufm	PIM	-	-	2.499%	-	-
OZE	AZZ	1.000	-	-	EEE-	-	-	-	65.30%	-	Xtnjo	IFO	-	-	5.750%	-	-
WA	WRM	83.000	-	-	OO	-	-	-	43.30%	-	Pjcbyfrx	3vT	-	200	3uA+200	-	-
GVK	ZKW	9.000	-	-	JJJ-	-	-	-	71.44%	-	Lvcxpisr	3sB	-	558	3gF+558	-	-
OD	MKS	10.000	-	-	T	-	-	-	43.40%	-	Pfdtllte	3nX	-	269	3wF+269	-	-
QXG	QRF	33.000	-	-	III	-	-	-	61.30%	-	Srchotjf	3aB	-	169	3nE+169	-	-
TS	FNS	7.000	-	-	UU-	-	-	-	4.80%	-	Jzwdujtr	3hU	-	814	3xC+814	-	-

Tranche Comments

C1Y: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144T/Cpc P; KAC: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144W/Jer T; QXG: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144P/Hpt H; WA: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144L/Vuj P; OD: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Y/Rkh R; N1E: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144U/Lby L; OZE: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144O/Xal H; GVK: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144B/Yzb Q; TS: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144M/Fjt M; Odw: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144A/Gjx W;

Deal Comments

Rumuh. Ixw-Nchh Ougcxmn 2.0

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 22, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Mar 5, 2016