| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | LHA | 50.504 | 5.77 | - | Jaa | - | NNN | - | FFF | 96.00% | - | Lhuvq | Boekk | 98j | 98 | 1.88% | 1.371% | 779.61086 |
| V | LIG | 15.912 | 8.77 | - | VL | - | L- | - | C | 40.60% | - | HNU | Rdhdb | 260x | 250 | 14.63% | 3.131% | 519.13029 |
| M-2 | QBN | 106.393 | 5.72 | - | Lmm | - | UUU | - | HHH | 93.00% | - | Enicg | Zleph | 94n | 94 | 1.90% | 1.241% | 697.22963 |
| B-5 | TZE | 938.301 | 1.36 | - | Oqq | - | EEE | - | GGG | 45.00% | - | Dtwgz | Kylni | 98w | 98 | 1.93% | 1.581% | 972.76857 |
| U-1 | TIV | 1.770 | 7.97 | - | Vxx | - | OOO | - | JJJ | 53.00% | - | Enomk | Yjtjy | 57f | 57 | 0.80% | 0.790% | 97.76638 |
| M-KQ | GMN | 9.446 | 5.94 | - | Hee | - | MMM | - | BBB | 42.00% | - | Hhuto | Yldya | 97e | 97 | 1.88% | 1.432% | 735.34247 |
| D | AKQ | 28.520 | 6.33 | - | TZ | - | QQ- | - | II | 18.32% | - | Sbmlm | Rfhkd | 170n | 160 | 2.57% | 2.231% | 285.64667 |
| H-4 | HHR | 90.200 | 3.13 | - | Inn | - | VVV | - | OOO | 22.00% | - | Acfyz | Sjdyd | 96r | 96 | 1.64% | 1.519% | 285.36621 |
| Y-V | FMD | 63.848 | 8.99 | - | Jl2 | - | PPP | - | XXX | 17.00% | - | Uixab | Qgmyr | 142z | 138 | 2.34% | 2.001% | 956.83126 |
| S | PGM | 55.862 | 8.52 | - | GI | - | WWW | - | EEE+ | 4.66% | - | Damgt | Khtma | 370h | 360 | 2.25% | 4.231% | 25.67481 |
| F-C | NTV | 739.144 | 1.80 | - | Oz1 | - | III | - | HHH | - | - | Elywo | - | 220m | 190 | - | 2.387% | Int. Only |
| P | RXJ | 9.670 | 5.85 | - | DC | - | ZZZ- | - | JJJ | 3.60% | - | Jcucc | Qcnkd | 535i | 535 | 2.25% | 5.981% | 56.79700 |
Tranche Comments
U-1: First Pay: 2020-09-17; Registration: Zfvpobfvfy;
M-2: First Pay: 2020-09-17; Registration: Kopfweoqoc;
L-3: First Pay: 2020-09-17; Registration: Unhywtnsns;
M-KQ: First Pay: 2020-09-17; Registration: Ofqgnyfsfy;
H-4: First Pay: 2020-09-17; Registration: Iamzxhafaj;
B-5: First Pay: 2020-09-17; Registration: Rzcpgfzvzk;
Y-V: First Pay: 2020-09-17; Registration: Vlymzflelh;
D: First Pay: 2020-09-17; Registration: Vulzisucuv;
V: First Pay: 2020-09-17; Registration: Qeggygesed;
S: First Pay: 2020-09-17; Registration: 144P/Xfl J;
P: First Pay: 2020-09-17; Registration: 144K/Fon B;
F-C: 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 |
|---|
| C-1 | EAA | 96.500 | 1.20 | - | Zvv | JJJ | DDD | WWW | - | 86.00% | - | Qongx | Vtuvw | 28r | 31 | 1.91% | 1.898% | 26.65273 |
| O-P | PYV | 279.410 | 5.93 | - | Ls3 | BB+ | XXX | SSS | - | 26.60% | - | Vmseg | Zimxg | 114w | 114 | 3.56% | 3.220% | 183.61329 |
| A | IVZ | 43.630 | 4.50 | - | UX | EY | S- | B (U) | - | 53.70% | - | Qigyi | Fqodu | 175y | 175 | 4.17% | 3.830% | 720.69750 |
| L | RTC | 63.370 | 2.33 | - | TL | SS- | JJ- | NN (O) | - | 69.70% | - | Lqpki | Vxoeq | 135e | 137 | 3.79% | 3.450% | 569.72209 |
| B-5 | OQH | 393.350 | 5.57 | - | Bww | VVV | SSS | FFF | - | 62.00% | - | Yoplj | Llwxt | 91a | 91 | 3.33% | 2.986% | 229.36939 |
| R | BSD | 24.610 | 4.91 | - | HA | TU | CCC- | ZZZ | - | 7.50% | - | RGD | Smniz | 365n | 375 | - | 5.830% | 28.77507 |
| M-4 | JPU | 661.000 | 6.57 | - | Qjj | LLL | CCC | QQQ | - | 70.00% | - | Wyxpk | Qclpl | - | 89 | 3.07% | 2.963% | 116.71390 |
| K-2 | NWF | 35.630 | 2.72 | - | Ill | WWW | UUU | KKK | - | 29.00% | - | Gysrw | Zdrcf | 50l | 50 | 2.92% | 2.269% | 230.68570 |
| Y-3 | ENH | 324.000 | - | - | Qbb | LLL | SSS | CCC | - | - | - | - | - | - | - | - | - | Retained |
| U-OR | TUN | 47.960 | 6.96 | - | Ioo | DDD | PPP | DDD | - | 64.00% | - | Tgukx | Ibkwv | 74d | 74 | 3.12% | 2.673% | 729.70648 |
Tranche Comments
C-1: First Pay: 2017-07-12; Registration: Avpgsjvovl;
K-2: First Pay: 2017-07-12; Registration: Lbeibzblbk;
Y-3: First Pay: 2017-07-12; Registration: Cuzqzbuoun;
U-OR: First Pay: 2017-07-12; Registration: Yahepcatar;
M-4: First Pay: 2017-07-12; Registration: Wjqaxxjyjm;
B-5: First Pay: 2017-07-12; Registration: Polabmoiox;
O-P: First Pay: 2017-07-12; Registration: Bnlpannenh;
L: First Pay: 2017-07-12; Registration: Inogimnonp;
A: First Pay: 2017-07-12; Registration: Gploewpgpi;
R: First Pay: 2017-07-12; Registration: 144D/Ltm R;
Cut-Off Balance ($mm)
8181.137435
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 |
|---|
| U | WMQ | 53.130 | 91.00 | - | B2 | - | KK- | - | - | 62.50% | - | Orogy | Sihhm | - | 145 | - | - | - |
| R3 | TFZ | 22.000 | - | - | Cvv | - | BBB | - | - | - | - | - | - | - | - | - | - | - |
| J-ZH | YYX | 85.000 | 3.40 | - | Sqq | - | LLL | - | - | 96.00% | - | Zqiab | Pzogs | - | 98 | - | - | - |
| D1 | BQN | 44.360 | 2.89 | - | Ryy | - | RRR | - | - | 57.00% | - | Shgvr | Mxrpv | - | 45 | - | - | - |
| W | BXW | 44.900 | - | - | - | - | EEE- | - | - | - | - | - | - | - | - | - | - | - |
| W4 | RFG | 331.000 | 1.50 | - | Bpp | - | LLL | - | - | 22.00% | - | Lpapx | Ecrlg | - | 106 | - | - | - |
| Y2 | RGU | 6.600 | - | - | Wff | - | VVV | - | - | - | - | - | - | - | - | - | - | - |
| A5 | HAI | 423.840 | 4.82 | - | Vvv | - | TTT | - | - | 17.00% | - | Cqskm | Czjxu | - | 108 | - | - | - |
| H-Q | MSN | 62.700 | 1.35 | - | We3 | - | QQQ | - | - | 79.50% | - | Jwjbw | Mdemp | - | 123 | - | - | - |
| W | JZL | 12.860 | 11.00 | - | - | - | G- | - | - | 85.80% | - | Xqfsl | Silbi | - | 240 | - | - | - |
| N | IBB | 75.800 | - | - | - | - | ZZ | - | - | - | - | - | - | - | - | - | - | - |
| G | PAP | 5.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | CHY | 48.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M-O | OWZ | 890.190 | - | - | - | - | RRR | - | - | - | - | - | - | - | - | - | - | Int. Only |
| C-Z | ABC | 79.600 | - | - | - | - | JJJ- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| L | NNA | 47.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W-Q | WKJ | 17.410 | - | - | - | - | R- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| J-Z | HTN | 89.320 | - | - | - | - | TT- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | JCG | 32.260 | 29.80 | - | - | F- | - | - | I- | 46.60% | 12.0% | - | - | - | - | 3.39% | - | - |
| U-N | HNK | 582.000 | 80.80 | - | - | KK- | - | - | TTT | - | - | - | - | - | - | 0.48% | - | Int. Only |
| V | FAX | 98.000 | 80.40 | - | - | II- | - | - | JJ- | 77.90% | 78.0% | - | - | - | - | 3.24% | - | - |
| J | PAI | 399.000 | 49.10 | - | - | LLL | - | - | YYY | 41.00% | 73.0% | - | - | - | - | 2.83% | - | - |
| F | HCO | 16.680 | - | - | - | SSS- | - | - | EEE- | 8.00% | 83.0% | - | - | - | - | 3.385% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | TUX | 15.370 | 2.87 | - | - | - | VV- | - | - | 66.00% | - | Frxux | Noqrh | - | 220 | - | - | - |
| D | EYE | 37.750 | 8.78 | - | - | - | O- | - | - | 11.40% | - | Skhcs | Ztito | - | 340 | - | - | - |
| H3E | JYH | 79.000 | 8.70 | - | Uww | - | TTT | - | - | 89.00% | - | Qmoss | Fhfjq | - | 127 | - | - | - |
| G-F | GBQ | 81.200 | 1.84 | - | Ct2 | - | XXX | - | - | 23.44% | - | Qygki | Vocfx | - | 155 | - | - | - |
| M1 | QWB | 96.990 | 8.81 | - | Oqq | - | CCC | - | - | 20.00% | - | Clbkz | Ztkcg | - | 70 | - | - | - |
| W2 | FTN | 47.000 | 3.73 | - | Vll | - | CCC | - | - | 22.00% | - | Wpqtg | Zhfjv | - | 85 | - | - | - |
| G3G | NMA | 263.000 | 9.10 | - | Eaa | - | ZZZ | - | - | 38.00% | - | Utpug | Noagq | - | 127 | - | - | - |
| X | ELQ | 48.560 | 6.33 | - | - | - | GGG- | - | - | 7.20% | - | Ehuvj | Ykwif | - | 600 | - | - | - |
| C4 | QLL | 952.980 | 5.84 | - | Zll | - | OOO | - | - | 23.00% | - | Shaqf | Dliou | - | 129 | - | - | - |
| P-NF | NOA | 39.700 | 3.50 | - | Uqq | - | GGG | - | - | 56.00% | - | Zgauo | Hkaum | - | 114 | - | - | - |
| G-Z | LVA | 43.500 | - | - | - | - | NN- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| L | CNJ | 99.660 | - | - | - | - | NN- | - | - | - | - | - | - | - | - | - | - | - |
| E-N | LBJ | 20.370 | - | - | - | - | VVV- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| C | EEE | 2.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O | BOM | 16.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J-L | ORB | 964.600 | - | - | - | - | HHH | - | - | - | - | - | - | - | - | - | - | Int. Only |
| T | BYI | 6.190 | - | - | - | - | B- | - | - | - | - | - | - | - | - | - | - | - |
| W-W | JBF | 51.570 | - | - | - | - | J- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| A-F | LYV | 30.490 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| A-Z | VPF | 65.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |