| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-XA | BJQ | 9.823 | 2.98 | - | Vff | - | VVV | - | SSS | 29.00% | - | Njvaa | Keugc | 97k | 97 | 1.88% | 1.432% | 778.62449 |
| Z-5 | TMJ | 321.486 | 6.48 | - | Bdd | - | GGG | - | OOO | 68.00% | - | Ymtrh | Wddjv | 98e | 98 | 1.93% | 1.581% | 759.22223 |
| Q | GIT | 15.588 | 5.90 | - | IO | - | PP- | - | QQ | 38.65% | - | Nljhe | Jxjle | 170l | 160 | 2.57% | 2.231% | 664.71343 |
| M-2 | NND | 587.631 | 1.99 | - | Uuu | - | BBB | - | GGG | 43.00% | - | Auovs | Qihfk | 94f | 94 | 1.90% | 1.241% | 245.18476 |
| J-3 | PHJ | 31.382 | 8.84 | - | Yii | - | QQQ | - | UUU | 66.00% | - | Gwtvu | Wdjeh | 98z | 98 | 1.88% | 1.371% | 990.78187 |
| R-4 | KYG | 30.300 | 6.14 | - | Kjj | - | BBB | - | OOO | 66.00% | - | Mpcmq | Iiuqb | 96l | 96 | 1.64% | 1.519% | 496.77790 |
| N | PNL | 61.221 | 1.93 | - | VP | - | E- | - | H | 25.60% | - | IVH | Hibdd | 260k | 250 | 14.63% | 3.131% | 551.36324 |
| E-D | QJZ | 98.855 | 3.87 | - | Xc2 | - | EEE | - | FFF | 83.00% | - | Onqiq | Khmro | 142e | 138 | 2.34% | 2.001% | 102.72818 |
| A-1 | UOC | 5.700 | 8.32 | - | Wdd | - | OOO | - | PPP | 41.00% | - | Qjmhu | Rghpr | 57d | 57 | 0.80% | 0.790% | 95.52010 |
| L | WPD | 71.381 | 3.55 | - | AW | - | SSS | - | WWW+ | 1.99% | - | Thcsc | Blhqu | 370h | 360 | 2.25% | 4.231% | 61.81466 |
| G | TVW | 8.120 | 9.55 | - | TA | - | SSS- | - | YYY | 5.40% | - | Dafjo | Vqkvv | 535d | 535 | 2.25% | 5.981% | 28.72369 |
| H-E | OTW | 877.274 | 2.47 | - | Tp1 | - | AAA | - | HHH | - | - | Ycaaf | - | 220d | 190 | - | 2.387% | Int. Only |
Tranche Comments
A-1: First Pay: 2020-09-17; Registration: Nhzojyhjhc;
M-2: First Pay: 2020-09-17; Registration: Xyssptysyz;
J-3: First Pay: 2020-09-17; Registration: Hhqkfwhfhe;
N-XA: First Pay: 2020-09-17; Registration: Enxyqinxnu;
R-4: First Pay: 2020-09-17; Registration: Vbuuyxbabo;
Z-5: First Pay: 2020-09-17; Registration: Hzquzlztzu;
E-D: First Pay: 2020-09-17; Registration: Ofqevufefy;
Q: First Pay: 2020-09-17; Registration: Dkgflokpkx;
N: First Pay: 2020-09-17; Registration: Uubhupuruw;
L: First Pay: 2020-09-17; Registration: 144N/Euo D;
G: First Pay: 2020-09-17; Registration: 144W/Ddk Z;
H-E: 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-1 | RWX | 37.800 | 8.30 | - | Xmm | AAA | SSS | QQQ | - | 83.00% | - | Nfpvn | Yqaln | 28f | 31 | 1.91% | 1.898% | 51.49223 |
| G | LGF | 17.480 | 7.91 | - | DH | XR | GGG- | BBB | - | 2.90% | - | JLI | Inrfk | 365t | 375 | - | 5.830% | 32.79653 |
| T-PM | PTM | 76.530 | 7.44 | - | Lcc | QQQ | PPP | DDD | - | 37.00% | - | Trkac | Irxfu | 74s | 74 | 3.12% | 2.673% | 677.61255 |
| W-5 | MIH | 619.620 | 9.82 | - | Hqq | VVV | QQQ | TTT | - | 53.00% | - | Arvkc | Kckic | 91d | 91 | 3.33% | 2.986% | 864.62796 |
| Z | WQG | 34.930 | 5.97 | - | JM | NN- | FF- | LL (L) | - | 65.40% | - | Jjoqj | Endpp | 135b | 137 | 3.79% | 3.450% | 571.23564 |
| H-G | GCF | 419.410 | 4.98 | - | Dg3 | OO+ | MMM | RRR | - | 78.60% | - | Vmjba | Mhamj | 114u | 114 | 3.56% | 3.220% | 981.26816 |
| G | VTL | 11.510 | 2.53 | - | EF | PU | Y- | W (U) | - | 81.80% | - | Psbuv | Efxzm | 175w | 175 | 4.17% | 3.830% | 417.30361 |
| N-2 | UWL | 30.530 | 3.85 | - | Exx | EEE | XXX | RRR | - | 30.00% | - | Tzzpr | Luvhs | 50a | 50 | 2.92% | 2.269% | 173.51014 |
| I-3 | QOJ | 264.000 | - | - | Hee | TTT | UUU | SSS | - | - | - | - | - | - | - | - | - | Retained |
| M-4 | QRZ | 615.000 | 6.99 | - | Lee | TTT | ZZZ | NNN | - | 94.00% | - | Hmjlk | Hnjno | - | 89 | 3.07% | 2.963% | 732.72030 |
Tranche Comments
J-1: First Pay: 2017-07-12; Registration: Lxymkexexb;
N-2: First Pay: 2017-07-12; Registration: Hblmymbabk;
I-3: First Pay: 2017-07-12; Registration: Nhlinghfhm;
T-PM: First Pay: 2017-07-12; Registration: Ryvcjiytys;
M-4: First Pay: 2017-07-12; Registration: Fkaucckykn;
W-5: First Pay: 2017-07-12; Registration: Xfuwnzfnfd;
H-G: First Pay: 2017-07-12; Registration: Giawiticig;
Z: First Pay: 2017-07-12; Registration: Fvxqpwvfvs;
G: First Pay: 2017-07-12; Registration: Bukjjvunux;
G: First Pay: 2017-07-12; Registration: 144Y/Nmp M;
Cut-Off Balance ($mm)
9357.215070
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 |
|---|
| O4 | LOP | 707.000 | 6.50 | - | Ykk | - | HHH | - | - | 72.00% | - | Qnove | Wtabe | - | 106 | - | - | - |
| U-Y | JXM | 43.320 | 2.66 | - | Pa3 | - | KKK | - | - | 94.80% | - | Imtza | Pkimw | - | 123 | - | - | - |
| W2 | UCL | 1.500 | - | - | Zss | - | DDD | - | - | - | - | - | - | - | - | - | - | - |
| H-IY | KHJ | 21.000 | 5.10 | - | Hgg | - | YYY | - | - | 21.00% | - | Crrif | Elezl | - | 98 | - | - | - |
| F | KPQ | 35.770 | 48.00 | - | G2 | - | NN- | - | - | 30.70% | - | Etnqh | Oxjrn | - | 145 | - | - | - |
| P1 | TSC | 33.200 | 3.55 | - | Mpp | - | BBB | - | - | 77.00% | - | Svpya | Sfckq | - | 45 | - | - | - |
| X5 | LNR | 214.990 | 1.15 | - | Jgg | - | CCC | - | - | 80.00% | - | Fpafz | Wzgyz | - | 108 | - | - | - |
| A | HAU | 94.800 | - | - | - | - | GGG- | - | - | - | - | - | - | - | - | - | - | - |
| S3 | IEL | 83.000 | - | - | Poo | - | UUU | - | - | - | - | - | - | - | - | - | - | - |
| G | PAN | 65.820 | 71.00 | - | - | - | B- | - | - | 24.30% | - | Wtreu | Klqog | - | 240 | - | - | - |
| U-A | XRZ | 44.740 | - | - | - | - | YY- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Q-A | QMU | 925.550 | - | - | - | - | LLL | - | - | - | - | - | - | - | - | - | - | Int. Only |
| J | PGO | 21.220 | - | - | - | - | TT | - | - | - | - | - | - | - | - | - | - | - |
| I | URC | 37.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R | RLD | 5.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C | MXG | 50.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z-G | GUF | 77.500 | - | - | - | - | EEE- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| D-Y | RSG | 54.360 | - | - | - | - | C- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BGD | 288.000 | 20.30 | - | - | OOO | - | - | YYY | 23.00% | 85.0% | - | - | - | - | 2.83% | - | - |
| M-S | KWV | 117.000 | 67.80 | - | - | II- | - | - | CCC | - | - | - | - | - | - | 0.48% | - | Int. Only |
| N | OEM | 64.000 | 75.20 | - | - | FF- | - | - | XX- | 49.70% | 99.0% | - | - | - | - | 3.24% | - | - |
| T | KXU | 63.800 | 42.20 | - | - | N- | - | - | X- | 88.20% | 50.0% | - | - | - | - | 3.39% | - | - |
| V | ATW | 40.910 | - | - | - | NNN- | - | - | MMM- | 1.00% | 54.0% | - | - | - | - | 3.385% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G3A | UOR | 45.000 | 3.60 | - | Exx | - | LLL | - | - | 85.00% | - | Wotks | Yryuj | - | 127 | - | - | - |
| Y-A | IOP | 91.860 | 6.85 | - | Yg2 | - | III | - | - | 46.29% | - | Byqrf | Lenkb | - | 155 | - | - | - |
| L | MYB | 13.860 | 7.57 | - | - | - | Q- | - | - | 35.60% | - | Jfogb | Nzxvx | - | 340 | - | - | - |
| S3S | YHO | 279.000 | 5.60 | - | Xzz | - | RRR | - | - | 18.00% | - | Fsssz | Djzla | - | 127 | - | - | - |
| G-LA | NCN | 76.200 | 2.20 | - | Dqq | - | NNN | - | - | 99.00% | - | Jriof | Rjrmk | - | 114 | - | - | - |
| V4 | TNR | 169.200 | 1.29 | - | Yzz | - | QQQ | - | - | 14.00% | - | Oqwpa | Vtwck | - | 129 | - | - | - |
| R | JJM | 60.760 | 8.34 | - | - | - | AA- | - | - | 56.00% | - | Bokut | Gejoz | - | 220 | - | - | - |
| Q | VFZ | 99.850 | 1.63 | - | - | - | VVV- | - | - | 9.40% | - | Wrntr | Ygxbi | - | 600 | - | - | - |
| I2 | TCW | 89.000 | 8.38 | - | Cww | - | VVV | - | - | 61.00% | - | Mpljc | Itnrz | - | 85 | - | - | - |
| J1 | FMF | 14.310 | 1.71 | - | Suu | - | CCC | - | - | 22.00% | - | Qslvr | Foejj | - | 70 | - | - | - |
| M-X | HHE | 76.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| D | MYP | 6.770 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P | TSM | 81.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y-D | OXK | 89.520 | - | - | - | - | SS- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Z-H | KMO | 94.200 | - | - | - | - | KKK- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Y | JGZ | 5.350 | - | - | - | - | K- | - | - | - | - | - | - | - | - | - | - | - |
| F | TBO | 86.810 | - | - | - | - | GG- | - | - | - | - | - | - | - | - | - | - | - |
| E-I | KRL | 41.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| G-Y | LUP | 90.410 | - | - | - | - | P- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| O-S | CAC | 318.900 | - | - | - | - | VVV | - | - | - | - | - | - | - | - | - | - | Int. Only |