| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-4 | VEU | 58.400 | 9.33 | - | Qpp | - | HHH | - | OOO | 68.00% | - | Xcfyz | Ubvfx | 96o | 96 | 1.64% | 1.519% | 766.43338 |
| K-1 | GZN | 5.980 | 2.11 | - | Jaa | - | RRR | - | XXX | 78.00% | - | Tqxfy | Xnibh | 57e | 57 | 0.80% | 0.790% | 69.20996 |
| Z-B | UEC | 73.626 | 6.40 | - | Kr2 | - | ZZZ | - | PPP | 10.00% | - | Pysit | Fydwt | 142l | 138 | 2.34% | 2.001% | 774.60891 |
| H | PYU | 79.589 | 7.80 | - | AC | - | TT- | - | YY | 53.34% | - | Tkcvn | Veohl | 170x | 160 | 2.57% | 2.231% | 533.78694 |
| R-XQ | NHN | 5.679 | 2.20 | - | Off | - | LLL | - | XXX | 80.00% | - | Tpgpm | Okrjx | 97i | 97 | 1.88% | 1.432% | 471.22231 |
| T-2 | GLR | 274.341 | 9.77 | - | Lbb | - | LLL | - | NNN | 19.00% | - | Zhryz | Edmif | 94b | 94 | 1.90% | 1.241% | 100.51607 |
| L | RXS | 97.855 | 5.64 | - | VK | - | G- | - | D | 62.80% | - | FNO | Efdqc | 260k | 250 | 14.63% | 3.131% | 486.14268 |
| S-5 | RWV | 332.970 | 9.73 | - | Yee | - | KKK | - | QQQ | 87.00% | - | Ntsob | Wolxl | 98m | 98 | 1.93% | 1.581% | 591.99705 |
| J | PUD | 52.881 | 6.57 | - | CZ | - | MMM | - | RRR+ | 8.28% | - | Jwqfz | Mtbjm | 370b | 360 | 2.25% | 4.231% | 20.78244 |
| R-3 | KYG | 96.733 | 7.77 | - | Too | - | JJJ | - | PPP | 21.00% | - | Hzinf | Reibb | 98x | 98 | 1.88% | 1.371% | 126.48807 |
| V-U | ZGV | 413.613 | 2.60 | - | Rk1 | - | DDD | - | AAA | - | - | Phblz | - | 220q | 190 | - | 2.387% | Int. Only |
| C | WJE | 4.660 | 7.94 | - | UK | - | CCC- | - | UUU | 6.10% | - | Bvyaw | Ngtig | 535z | 535 | 2.25% | 5.981% | 75.91039 |
Tranche Comments
K-1: First Pay: 2020-09-17; Registration: Guzhjfukue;
T-2: First Pay: 2020-09-17; Registration: Wzhmopzwzo;
R-3: First Pay: 2020-09-17; Registration: Uynoacybyh;
R-XQ: First Pay: 2020-09-17; Registration: Ljuulzjwjj;
E-4: First Pay: 2020-09-17; Registration: Ixzevexlxu;
S-5: First Pay: 2020-09-17; Registration: Qixlwfimii;
Z-B: First Pay: 2020-09-17; Registration: Fpfawvpkpj;
H: First Pay: 2020-09-17; Registration: Pzwknmzhzj;
L: First Pay: 2020-09-17; Registration: Xkfikkkxkh;
J: First Pay: 2020-09-17; Registration: 144B/Vyq K;
C: First Pay: 2020-09-17; Registration: 144F/Jxs F;
V-U: First Pay: 2020-09-17;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | RVE | 60.490 | 9.23 | - | NZ | YX | E- | T (I) | - | 37.50% | - | Jgxwx | Olmrv | 175b | 175 | 4.17% | 3.830% | 503.80140 |
| H-3 | XRW | 231.000 | - | - | Czz | YYY | ZZZ | ZZZ | - | - | - | - | - | - | - | - | - | Retained |
| I-4 | KAB | 885.000 | 5.90 | - | Joo | YYY | KKK | JJJ | - | 40.00% | - | Mcicl | Ktbpb | - | 89 | 3.07% | 2.963% | 884.63260 |
| J-5 | OPO | 522.560 | 1.78 | - | Omm | QQQ | HHH | OOO | - | 37.00% | - | Glnyt | Iwlgw | 91l | 91 | 3.33% | 2.986% | 631.10416 |
| F | GEV | 73.670 | 5.51 | - | JK | SQ | LLL- | JJJ | - | 6.90% | - | TLL | Pogif | 365m | 375 | - | 5.830% | 54.36759 |
| K-1 | NLE | 51.600 | 2.20 | - | Sjj | KKK | EEE | QQQ | - | 13.00% | - | Mimae | Bewly | 28b | 31 | 1.91% | 1.898% | 90.21541 |
| Y-XH | MCH | 98.110 | 6.66 | - | Zcc | MMM | GGG | QQQ | - | 77.00% | - | Bvksq | Pfakd | 74o | 74 | 3.12% | 2.673% | 678.18771 |
| C | GQQ | 42.530 | 1.32 | - | CQ | TT- | MM- | II (S) | - | 34.80% | - | Tobjg | Qqwuy | 135y | 137 | 3.79% | 3.450% | 145.11945 |
| X-2 | MJU | 23.420 | 4.32 | - | Mll | KKK | SSS | KKK | - | 22.00% | - | Opxne | Jrapo | 50z | 50 | 2.92% | 2.269% | 217.32183 |
| O-B | YSL | 760.360 | 4.11 | - | Ak3 | JJ+ | RRR | CCC | - | 36.90% | - | Qgwgd | Boncw | 114i | 114 | 3.56% | 3.220% | 526.34973 |
Tranche Comments
K-1: First Pay: 2017-07-12; Registration: Ksiaussksi;
X-2: First Pay: 2017-07-12; Registration: Vnofoanlnk;
H-3: First Pay: 2017-07-12; Registration: Pbjhqhbkbh;
Y-XH: First Pay: 2017-07-12; Registration: Huzozpukup;
I-4: First Pay: 2017-07-12; Registration: Wxyolixgxb;
J-5: First Pay: 2017-07-12; Registration: Pnpacvnonc;
O-B: First Pay: 2017-07-12; Registration: Cfzukxfjfw;
C: First Pay: 2017-07-12; Registration: Pehaztexeu;
J: First Pay: 2017-07-12; Registration: Sbcjngbpby;
F: First Pay: 2017-07-12; Registration: 144W/Wlf A;
Cut-Off Balance ($mm)
1014.159239
WA U/W NOI Debt Yield
10.6%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | QBE | 6.900 | - | - | Tqq | - | QQQ | - | - | - | - | - | - | - | - | - | - | - |
| N-A | KNH | 24.380 | 6.89 | - | He3 | - | QQQ | - | - | 48.50% | - | Ptunh | Kuody | - | 123 | - | - | - |
| V1 | ZOT | 43.430 | 3.68 | - | Tzz | - | XXX | - | - | 27.00% | - | Kvqvc | Sgoeq | - | 45 | - | - | - |
| Q3 | QZG | 62.000 | - | - | Tkk | - | UUU | - | - | - | - | - | - | - | - | - | - | - |
| I5 | XOG | 375.960 | 9.12 | - | Lyy | - | DDD | - | - | 74.00% | - | Noiir | Kjhxk | - | 108 | - | - | - |
| Z | RSG | 99.740 | 97.00 | - | G2 | - | WW- | - | - | 87.60% | - | Yirkv | Xtlrk | - | 145 | - | - | - |
| D4 | TEV | 976.000 | 8.80 | - | Cii | - | XXX | - | - | 62.00% | - | Urcva | Biuzb | - | 106 | - | - | - |
| B | UAV | 61.930 | 35.00 | - | - | - | K- | - | - | 23.70% | - | Wufib | Lobwp | - | 240 | - | - | - |
| N-TS | WIK | 64.000 | 3.10 | - | Dtt | - | EEE | - | - | 30.00% | - | Aslbm | Whzpq | - | 98 | - | - | - |
| V | KNQ | 97.300 | - | - | - | - | QQQ- | - | - | - | - | - | - | - | - | - | - | - |
| L | YSP | 34.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V-I | GAR | 591.110 | - | - | - | - | QQQ | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Q-Z | LOU | 70.690 | - | - | - | - | F- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| O-J | VYT | 91.200 | - | - | - | - | ZZZ- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| G | UOO | 21.380 | - | - | - | - | ZZ | - | - | - | - | - | - | - | - | - | - | - |
| N | NFL | 87.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-P | BGR | 54.810 | - | - | - | - | SS- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| N | OWG | 9.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | FBV | 44.760 | 54.70 | - | - | D- | - | - | V- | 58.30% | 52.0% | - | - | - | - | 3.39% | - | - |
| T | RLP | 659.000 | 11.30 | - | - | ZZZ | - | - | JJJ | 34.00% | 23.0% | - | - | - | - | 2.83% | - | - |
| S | ASM | 52.000 | 99.50 | - | - | VV- | - | - | WW- | 32.40% | 35.0% | - | - | - | - | 3.24% | - | - |
| S | QKN | 89.210 | - | - | - | FFF- | - | - | WWW- | 1.00% | 96.0% | - | - | - | - | 3.385% | - | - |
| H-T | AIQ | 716.000 | 10.70 | - | - | AA- | - | - | KKK | - | - | - | - | - | - | 0.48% | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-K | ORS | 21.450 | 6.99 | - | Vi2 | - | QQQ | - | - | 65.92% | - | Rztms | Iyede | - | 155 | - | - | - |
| W | GJZ | 87.780 | 9.21 | - | - | - | HH- | - | - | 71.00% | - | Bsgrn | Cvuvu | - | 220 | - | - | - |
| O1 | NAN | 15.260 | 9.12 | - | Uaa | - | CCC | - | - | 65.00% | - | Livle | Fkjps | - | 70 | - | - | - |
| X3X | IQX | 177.000 | 2.40 | - | Sjj | - | TTT | - | - | 49.00% | - | Uisly | Ivrxa | - | 127 | - | - | - |
| I2 | BPG | 39.000 | 5.61 | - | Ozz | - | AAA | - | - | 77.00% | - | Lbzxo | Vhjpy | - | 85 | - | - | - |
| X | AZR | 12.390 | 2.37 | - | - | - | BBB- | - | - | 5.70% | - | Muxjx | Zyqkm | - | 600 | - | - | - |
| F4 | EII | 201.470 | 2.36 | - | Jss | - | HHH | - | - | 72.00% | - | Htofl | Pxjzx | - | 129 | - | - | - |
| C | NVZ | 77.720 | 3.67 | - | - | - | G- | - | - | 32.50% | - | Gwphy | Yinql | - | 340 | - | - | - |
| H3G | BML | 64.000 | 6.80 | - | Xxx | - | AAA | - | - | 11.00% | - | Gwpna | Xodtp | - | 127 | - | - | - |
| K-KM | JFO | 12.500 | 3.10 | - | Ndd | - | TTT | - | - | 67.00% | - | Zyyvk | Fudos | - | 114 | - | - | - |
| Y-J | ACI | 506.500 | - | - | - | - | VVV | - | - | - | - | - | - | - | - | - | - | Int. Only |
| T | VIT | 6.950 | - | - | - | - | X- | - | - | - | - | - | - | - | - | - | - | - |
| T | BIY | 22.800 | - | - | - | - | HH- | - | - | - | - | - | - | - | - | - | - | - |
| G | TIF | 3.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y-J | APZ | 77.820 | - | - | - | - | E- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| I-Q | ZWA | 76.230 | - | - | - | - | BBB- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Y | CJK | 36.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z-U | QSK | 87.450 | - | - | - | - | ZZ- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| N-W | HTA | 34.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| V-M | QCG | 35.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |