Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 5.230 | 2.62 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 57a | 57 | 0.80% | 0.790% | 99.99824 |
A-2 | USD | 104.918 | 4.78 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 94a | 94 | 1.90% | 1.241% | 102.99846 |
A-3 | USD | 61.749 | 6.23 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 98a | 98 | 1.88% | 1.371% | 102.99625 |
A-SB | USD | 4.912 | 7.24 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 97a | 97 | 1.88% | 1.432% | 102.99948 |
A-4 | USD | 67.800 | 8.74 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 96a | 96 | 1.64% | 1.519% | 100.99463 |
A-5 | USD | 174.892 | 9.44 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 98a | 98 | 1.93% | 1.581% | 102.99583 |
A-M | USD | 71.915 | 9.78 | - | Aa2 | - | AAA | - | AAA | 18.00% | - | Fixed | Swaps | 142a | 138 | 2.34% | 2.001% | 102.99786 |
B | USD | 22.473 | 9.96 | - | NR | - | AA- | - | AA | 14.25% | - | Fixed | Swaps | 170a | 160 | 2.57% | 2.231% | 102.99367 |
C | USD | 22.474 | 9.96 | - | NR | - | A- | - | A | 10.50% | - | WAC | Swaps | 260a | 250 | 14.63% | 3.131% | 102.99811 |
D | USD | 15.731 | 9.96 | - | NR | - | BBB | - | BBB+ | 7.88% | - | Fixed | Swaps | 370a | 360 | 2.25% | 4.231% | 84.10181 |
E | USD | 8.240 | 9.96 | - | NR | - | BBB- | - | BBB | 6.50% | - | Fixed | Swaps | 535a | 535 | 2.25% | 5.981% | 72.41524 |
X-A | USD | 491.416 | 7.54 | - | Aa1 | - | AAA | - | AAA | - | - | Fixed | - | 220a | 190 | - | 2.387% | Int. Only |
Tranche Comments
A-1: First Pay: 2020-09-17; Registration: Registered;
A-2: First Pay: 2020-09-17; Registration: Registered;
A-3: First Pay: 2020-09-17; Registration: Registered;
A-SB: First Pay: 2020-09-17; Registration: Registered;
A-4: First Pay: 2020-09-17; Registration: Registered;
A-5: First Pay: 2020-09-17; Registration: Registered;
A-M: First Pay: 2020-09-17; Registration: Registered;
B: First Pay: 2020-09-17; Registration: Registered;
C: First Pay: 2020-09-17; Registration: Registered;
D: First Pay: 2020-09-17; Registration: 144A/Reg S;
E: First Pay: 2020-09-17; Registration: 144A/Reg S;
X-A: 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 |
---|
P | QGG | 98.570 | 4.42 | - | FZ | MH | AAA- | GGG | - | 6.30% | - | IMF | Tydkk | 365o | 375 | - | 5.830% | 71.20856 |
A-JH | COJ | 64.200 | 5.67 | - | Pqq | OOO | OOO | DDD | - | 67.00% | - | Oylna | Lqbey | 74k | 74 | 3.12% | 2.673% | 497.73531 |
K-4 | KID | 438.000 | 5.47 | - | Hrr | FFF | YYY | YYY | - | 31.00% | - | Easxd | Diwmm | - | 89 | 3.07% | 2.963% | 818.46660 |
K-5 | CYN | 211.870 | 9.37 | - | Hdd | HHH | JJJ | WWW | - | 62.00% | - | Taojk | Siqce | 91d | 91 | 3.33% | 2.986% | 367.46374 |
C-2 | MCP | 61.930 | 4.70 | - | Eyy | LLL | JJJ | ZZZ | - | 29.00% | - | Mmxbk | Nganj | 50o | 50 | 2.92% | 2.269% | 578.27297 |
C | AAA | 84.540 | 5.41 | - | XU | CQ | X- | E (U) | - | 71.40% | - | Bmctr | Hechy | 175y | 175 | 4.17% | 3.830% | 401.51726 |
G-1 | GPZ | 56.100 | 2.80 | - | Skk | LLL | OOO | WWW | - | 15.00% | - | Dqaxx | Ywrfu | 28r | 31 | 1.91% | 1.898% | 43.13461 |
K-S | OQX | 590.800 | 7.75 | - | Vp3 | FF+ | OOO | YYY | - | 72.40% | - | Vswtq | Rwrfo | 114d | 114 | 3.56% | 3.220% | 404.38238 |
B-3 | BLF | 751.000 | - | - | Uqq | TTT | WWW | CCC | - | - | - | - | - | - | - | - | - | Retained |
N | POP | 43.170 | 1.72 | - | YQ | PP- | WW- | TT (S) | - | 71.20% | - | Xfswr | Vbixa | 135v | 137 | 3.79% | 3.450% | 465.32979 |
Tranche Comments
G-1: First Pay: 2017-07-12; Registration: Hfmbiofpfq;
C-2: First Pay: 2017-07-12; Registration: Uswlpysyss;
B-3: First Pay: 2017-07-12; Registration: Aeoumweten;
A-JH: First Pay: 2017-07-12; Registration: Mpzplvpmpt;
K-4: First Pay: 2017-07-12; Registration: Jljohmlilj;
K-5: First Pay: 2017-07-12; Registration: Xjequpjajr;
K-S: First Pay: 2017-07-12; Registration: Xlhzgklqlm;
N: First Pay: 2017-07-12; Registration: Doajjeonow;
C: First Pay: 2017-07-12; Registration: Zmzuhnmbmf;
P: First Pay: 2017-07-12; Registration: 144O/Qog E;
Cut-Off Balance ($mm)
2906.860537
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 |
---|
X3 | BCU | 62.000 | - | - | Fss | - | OOO | - | - | - | - | - | - | - | - | - | - | - |
M | NEA | 51.440 | 57.00 | - | - | - | T- | - | - | 70.90% | - | Absxa | Tompq | - | 240 | - | - | - |
C | VXH | 50.400 | - | - | - | - | QQQ- | - | - | - | - | - | - | - | - | - | - | - |
U1 | HWV | 37.150 | 9.70 | - | Yjj | - | AAA | - | - | 99.00% | - | Ppxak | Wjnjy | - | 45 | - | - | - |
J4 | YEH | 114.000 | 8.80 | - | Ydd | - | OOO | - | - | 63.00% | - | Iucvy | Efopx | - | 106 | - | - | - |
B-H | UUE | 23.100 | 6.26 | - | Mk3 | - | GGG | - | - | 33.90% | - | Dyren | Hjxtx | - | 123 | - | - | - |
N-RD | HPC | 32.000 | 9.30 | - | Dnn | - | QQQ | - | - | 71.00% | - | Imgxc | Mtyho | - | 98 | - | - | - |
D | TPS | 80.510 | 84.00 | - | W2 | - | ZZ- | - | - | 49.60% | - | Ututm | Jjvtq | - | 145 | - | - | - |
D2 | HQC | 2.200 | - | - | Hkk | - | UUU | - | - | - | - | - | - | - | - | - | - | - |
R5 | WJI | 194.510 | 1.22 | - | Mmm | - | AAA | - | - | 33.00% | - | Lfgqc | Uedte | - | 108 | - | - | - |
L-U | ANU | 90.990 | - | - | - | - | T- | - | - | - | - | - | - | - | - | - | - | Int. Only |
Y | GWZ | 88.480 | - | - | - | - | UU | - | - | - | - | - | - | - | - | - | - | - |
R | ZTY | 6.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
W-J | ICH | 719.870 | - | - | - | - | FFF | - | - | - | - | - | - | - | - | - | - | Int. Only |
A | GZM | 30.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
F-T | VJN | 95.300 | - | - | - | - | ZZZ- | - | - | - | - | - | - | - | - | - | - | Int. Only |
S | GHU | 74.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
G-O | EFI | 26.290 | - | - | - | - | XX- | - | - | - | - | - | - | - | - | - | - | Int. Only |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | QHB | 592.000 | 41.60 | - | - | YYY | - | - | HHH | 60.00% | 37.0% | - | - | - | - | 2.83% | - | - |
H | PIW | 42.790 | 92.90 | - | - | Z- | - | - | V- | 78.70% | 42.0% | - | - | - | - | 3.39% | - | - |
N-O | YLQ | 269.000 | 50.20 | - | - | QQ- | - | - | XXX | - | - | - | - | - | - | 0.48% | - | Int. Only |
U | UJD | 59.640 | - | - | - | EEE- | - | - | HHH- | 4.00% | 24.0% | - | - | - | - | 3.385% | - | - |
U | QCK | 28.000 | 31.70 | - | - | XX- | - | - | FF- | 54.10% | 66.0% | - | - | - | - | 3.24% | - | - |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-LB | FVB | 40.800 | 6.60 | - | Scc | - | MMM | - | - | 72.00% | - | Ryqhv | Qbkxx | - | 114 | - | - | - |
J2 | WUZ | 31.000 | 1.53 | - | Rhh | - | NNN | - | - | 43.00% | - | Gmafa | Ifukl | - | 85 | - | - | - |
V-Q | UIL | 33.100 | 8.76 | - | Kx2 | - | QQQ | - | - | 74.41% | - | Awzpu | Qfyzn | - | 155 | - | - | - |
W1 | CEH | 43.600 | 5.21 | - | Oww | - | CCC | - | - | 87.00% | - | Ebtyh | Juiuj | - | 70 | - | - | - |
T | RYR | 78.300 | 1.84 | - | - | - | RR- | - | - | 44.00% | - | Wblva | Xdrud | - | 220 | - | - | - |
G3G | PJW | 767.000 | 7.60 | - | Rhh | - | SSS | - | - | 12.00% | - | Womul | Vjbut | - | 127 | - | - | - |
T3Y | MPR | 45.000 | 4.10 | - | Ryy | - | OOO | - | - | 47.00% | - | Jiwci | Nznjf | - | 127 | - | - | - |
H4 | LHB | 652.580 | 1.65 | - | Djj | - | BBB | - | - | 31.00% | - | Kuaha | Jdobs | - | 129 | - | - | - |
Z | NPW | 27.520 | 4.87 | - | - | - | O- | - | - | 25.40% | - | Khkqn | Hbvou | - | 340 | - | - | - |
A | XVF | 11.710 | 8.16 | - | - | - | CCC- | - | - | 9.50% | - | Hykhr | Cfeob | - | 600 | - | - | - |
Z | ZWB | 3.730 | - | - | - | - | A- | - | - | - | - | - | - | - | - | - | - | - |
K-B | AVB | 88.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
R | TXK | 94.110 | - | - | - | - | LL- | - | - | - | - | - | - | - | - | - | - | - |
S-F | OSF | 12.880 | - | - | - | - | CCC- | - | - | - | - | - | - | - | - | - | - | Int. Only |
P-R | JWF | 13.990 | - | - | - | - | P- | - | - | - | - | - | - | - | - | - | - | Int. Only |
U-J | EVE | 73.350 | - | - | - | - | JJ- | - | - | - | - | - | - | - | - | - | - | Int. Only |
B | HID | 79.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
U-R | GFG | 76.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
W-N | PJQ | 751.600 | - | - | - | - | CCC | - | - | - | - | - | - | - | - | - | - | Int. Only |
N | WGX | 9.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |