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
BZS	XJQ	36.000	-	-	DDD	-	-	-	55.10%	-	Kmcqc	RAC	-	-	2.499%	-	-
XPW	LSS	3.000	-	-	NNN-	-	-	-	58.40%	-	Fpzni	EZN	-	-	5.750%	-	-
TL	ZGL	48.000	-	-	EE	-	-	-	83.30%	-	Mfyfdzbq	3eH	-	200	3vT+200	-	-
OZ	FLX	75.000	-	-	Q	-	-	-	66.70%	-	Elxwowpm	3vW	-	269	3nQ+269	-	-
B1Z	GCR	560.000	-	-	FFF	-	-	-	80.40%	-	Zhkxlear	3qC	-	142	3vL+142	-	-
XTV	GAK	28.000	-	-	OOO	-	-	-	99.90%	-	Gjdsbvli	3cL	-	169	3xU+169	-	-
B1T	BCO	55.000	-	-	GGG-	-	-	-	46.80%	-	Yzypydoq	3xY	-	445	3gN+445	-	-
Gho	WEO	74.948	-	-	KT	-	-	-	-	-	-	-	-	-	-	-	Retained
XMX	ARK	3.000	-	-	WWW-	-	-	-	89.40%	-	Hhepqqfe	3bY	-	558	3sF+558	-	-
KX	ZPT	1.000	-	-	PP-	-	-	-	3.50%	-	Dmfpctvs	3oW	-	814	3pY+814	-	-

Tranche Comments

B1Z: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144C/Djd J; BZS: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Y/Tur P; XTV: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144G/Wig L; TL: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144F/Vev I; OZ: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144G/Faa D; B1T: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144K/Rim B; XPW: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144E/Ocw B; XMX: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144T/Nbh N; KX: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144I/Fwn S; Gho: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144N/Krv K;

Deal Comments

Luquk. Tcu-Zfhh Tutgcbv 2.0

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 1997

WAL Test Period (YRS)

WAL Test Period End Date

Apr 12, 2006