| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | JIG | 25.902 | 1.45 | - | HN | - | U- | - | F | 46.50% | - | WZG | Qrkvo | 260e | 250 | 14.63% | 3.131% | 148.29481 |
| W-4 | YCQ | 80.100 | 3.80 | - | Qgg | - | BBB | - | III | 21.00% | - | Strxb | Jxebp | 96e | 96 | 1.64% | 1.519% | 430.19380 |
| J-2 | PYH | 759.987 | 7.72 | - | Kvv | - | OOO | - | III | 25.00% | - | Acuet | Kniav | 94l | 94 | 1.90% | 1.241% | 685.14357 |
| U | NOO | 96.319 | 1.83 | - | SV | - | FFF | - | PPP+ | 1.79% | - | Lvcyn | Ymqyj | 370p | 360 | 2.25% | 4.231% | 20.66839 |
| C-3 | ULC | 30.470 | 4.70 | - | Cff | - | FFF | - | PPP | 70.00% | - | Bisxv | Yitev | 98j | 98 | 1.88% | 1.371% | 124.35631 |
| A-JQ | XPW | 8.370 | 4.47 | - | Cjj | - | III | - | RRR | 93.00% | - | Aujux | Jgvuf | 97h | 97 | 1.88% | 1.432% | 159.84629 |
| Q-1 | NLA | 4.330 | 9.16 | - | Knn | - | AAA | - | XXX | 82.00% | - | Khjzo | Yiyvr | 57e | 57 | 0.80% | 0.790% | 99.81165 |
| K-I | OQP | 22.372 | 7.63 | - | Un2 | - | CCC | - | YYY | 19.00% | - | Ecqrj | Juiyc | 142t | 138 | 2.34% | 2.001% | 379.69086 |
| W-5 | TCK | 668.103 | 8.37 | - | Pvv | - | DDD | - | AAA | 50.00% | - | Xufjv | Zyacs | 98a | 98 | 1.93% | 1.581% | 978.85897 |
| X | LVM | 45.917 | 7.52 | - | TR | - | KK- | - | DD | 73.56% | - | Pupem | Wwfoy | 170r | 160 | 2.57% | 2.231% | 720.71546 |
| W | TVE | 4.160 | 4.85 | - | KK | - | NNN- | - | AAA | 1.80% | - | Tcsat | Omamr | 535f | 535 | 2.25% | 5.981% | 50.81841 |
| V-E | MYI | 974.715 | 6.37 | - | Zx1 | - | OOO | - | TTT | - | - | Guxtj | - | 220e | 190 | - | 2.387% | Int. Only |
Tranche Comments
Q-1: First Pay: 2020-09-17; Registration: Laohwuamaw;
J-2: First Pay: 2020-09-17; Registration: Llgxwxlzlw;
C-3: First Pay: 2020-09-17; Registration: Hhyfhyhahn;
A-JQ: First Pay: 2020-09-17; Registration: Xkkbezkvky;
W-4: First Pay: 2020-09-17; Registration: Hpccjzpspg;
W-5: First Pay: 2020-09-17; Registration: Bpwjfipbpy;
K-I: First Pay: 2020-09-17; Registration: Gbuenkbkbj;
X: First Pay: 2020-09-17; Registration: Rbkigmbbbx;
M: First Pay: 2020-09-17; Registration: Vmuyqlmemz;
U: First Pay: 2020-09-17; Registration: 144W/Aaq H;
W: First Pay: 2020-09-17; Registration: 144O/Czc X;
V-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 |
|---|
| S-2 | YQS | 91.310 | 6.66 | - | Zjj | VVV | FFF | III | - | 49.00% | - | Phzch | Ntvqt | 50k | 50 | 2.92% | 2.269% | 807.26155 |
| K-3 | XAH | 287.000 | - | - | Zii | SSS | III | HHH | - | - | - | - | - | - | - | - | - | Retained |
| T-4 | COU | 327.000 | 3.67 | - | Grr | AAA | PPP | III | - | 39.00% | - | Ptwli | Wrpup | - | 89 | 3.07% | 2.963% | 938.72100 |
| S-1 | JBM | 55.900 | 7.20 | - | Loo | LLL | WWW | FFF | - | 82.00% | - | Milnc | Vicvu | 28c | 31 | 1.91% | 1.898% | 94.92299 |
| C-R | FID | 745.330 | 6.51 | - | Jq3 | RR+ | BBB | RRR | - | 95.30% | - | Ptgkl | Szwpw | 114z | 114 | 3.56% | 3.220% | 241.64553 |
| N | EJZ | 12.940 | 9.36 | - | AP | KM | P- | T (F) | - | 52.30% | - | Ujsgg | Qguvw | 175i | 175 | 4.17% | 3.830% | 736.33298 |
| P | RFY | 96.250 | 8.16 | - | MI | TZ | JJJ- | SSS | - | 3.10% | - | DFX | Vqfja | 365l | 375 | - | 5.830% | 24.12551 |
| O-PU | TJU | 34.690 | 6.86 | - | Wyy | XXX | III | XXX | - | 16.00% | - | Vwhwu | Zueei | 74p | 74 | 3.12% | 2.673% | 531.46853 |
| B-5 | VUF | 114.860 | 4.36 | - | Ggg | YYY | EEE | JJJ | - | 66.00% | - | Covuk | Enwqa | 91l | 91 | 3.33% | 2.986% | 274.99092 |
| L | WNJ | 12.260 | 1.15 | - | XD | OO- | DD- | AA (K) | - | 54.20% | - | Kgmza | Zmjww | 135i | 137 | 3.79% | 3.450% | 964.63990 |
Tranche Comments
S-1: First Pay: 2017-07-12; Registration: Xyjyosyxyx;
S-2: First Pay: 2017-07-12; Registration: Jbhbaqbgbl;
K-3: First Pay: 2017-07-12; Registration: Rjocqpjrjo;
O-PU: First Pay: 2017-07-12; Registration: Lauygwazao;
T-4: First Pay: 2017-07-12; Registration: Dhfnnwhihl;
B-5: First Pay: 2017-07-12; Registration: Tpnlyepzpr;
C-R: First Pay: 2017-07-12; Registration: Rbfzfnbvbi;
L: First Pay: 2017-07-12; Registration: Hxbvpfxuxc;
N: First Pay: 2017-07-12; Registration: Uoyjvloioz;
P: First Pay: 2017-07-12; Registration: 144W/Leq I;
Cut-Off Balance ($mm)
9818.177140
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 |
|---|
| H | HOK | 28.370 | 30.00 | - | - | - | J- | - | - | 94.20% | - | Plomi | Hozzv | - | 240 | - | - | - |
| J | ZFO | 34.800 | - | - | - | - | RRR- | - | - | - | - | - | - | - | - | - | - | - |
| J1 | CRE | 82.340 | 8.28 | - | Qoo | - | OOO | - | - | 77.00% | - | Jcmvm | Vqbub | - | 45 | - | - | - |
| V-O | QUI | 67.960 | 7.17 | - | Ft3 | - | WWW | - | - | 22.50% | - | Iaivk | Wvlag | - | 123 | - | - | - |
| X-RZ | HYA | 33.000 | 1.40 | - | Rss | - | HHH | - | - | 53.00% | - | Mcuof | Vlwhx | - | 98 | - | - | - |
| B4 | VQX | 182.000 | 9.10 | - | Dss | - | OOO | - | - | 15.00% | - | Tztpy | Ydtuh | - | 106 | - | - | - |
| X2 | EYP | 2.600 | - | - | Hyy | - | MMM | - | - | - | - | - | - | - | - | - | - | - |
| M3 | JLL | 53.000 | - | - | Ytt | - | III | - | - | - | - | - | - | - | - | - | - | - |
| I5 | MQY | 422.630 | 7.71 | - | Mdd | - | QQQ | - | - | 20.00% | - | Mgrvb | Amvgi | - | 108 | - | - | - |
| Z | ZUH | 36.170 | 85.00 | - | L2 | - | EE- | - | - | 46.60% | - | Wcsgp | Afydy | - | 145 | - | - | - |
| T | NPM | 97.450 | - | - | - | - | GG | - | - | - | - | - | - | - | - | - | - | - |
| J-J | AAA | 149.930 | - | - | - | - | III | - | - | - | - | - | - | - | - | - | - | Int. Only |
| C | WKX | 85.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z-O | XNI | 29.200 | - | - | - | - | OOO- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| E-F | EIH | 37.140 | - | - | - | - | B- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| I-Y | RZO | 97.730 | - | - | - | - | NN- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| J | REL | 3.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V | XQD | 75.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | VVV | 470.000 | 97.70 | - | - | SSS | - | - | GGG | 33.00% | 83.0% | - | - | - | - | 2.83% | - | - |
| U | JAV | 14.000 | 47.70 | - | - | DD- | - | - | CC- | 25.50% | 80.0% | - | - | - | - | 3.24% | - | - |
| M | UER | 43.750 | 21.20 | - | - | Y- | - | - | A- | 11.40% | 67.0% | - | - | - | - | 3.39% | - | - |
| W | WWU | 91.230 | - | - | - | FFF- | - | - | GGG- | 2.00% | 92.0% | - | - | - | - | 3.385% | - | - |
| Q-F | CAE | 215.000 | 96.80 | - | - | SS- | - | - | EEE | - | - | - | - | - | - | 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 |
|---|
| R1 | YAO | 70.540 | 5.30 | - | Fss | - | NNN | - | - | 18.00% | - | Ppvxy | Ekotc | - | 70 | - | - | - |
| V3V | LJK | 106.000 | 9.80 | - | Prr | - | AAA | - | - | 74.00% | - | Yjjqs | Wnfto | - | 127 | - | - | - |
| H4 | ZFE | 855.160 | 3.55 | - | Zss | - | UUU | - | - | 82.00% | - | Cvqys | Uyflo | - | 129 | - | - | - |
| Y-ZA | NHX | 16.500 | 2.20 | - | Xmm | - | FFF | - | - | 28.00% | - | Ptoew | Bmbyh | - | 114 | - | - | - |
| T2 | AIQ | 74.000 | 7.62 | - | Zee | - | ZZZ | - | - | 64.00% | - | Ehios | Glzfp | - | 85 | - | - | - |
| P | TYJ | 65.920 | 7.12 | - | - | - | BBB- | - | - | 2.80% | - | Uiswk | Akkmb | - | 600 | - | - | - |
| U-O | OTR | 57.770 | 2.93 | - | Yn2 | - | OOO | - | - | 43.89% | - | Lbpvd | Iqcvh | - | 155 | - | - | - |
| H | IPZ | 79.570 | 6.51 | - | - | - | K- | - | - | 80.20% | - | Gnzqa | Jhwfu | - | 340 | - | - | - |
| A3M | GKV | 89.000 | 7.20 | - | Ayy | - | GGG | - | - | 38.00% | - | Ibapg | Yhhoo | - | 127 | - | - | - |
| U | BNT | 24.540 | 3.79 | - | - | - | YY- | - | - | 63.00% | - | Pntsb | Dtjvo | - | 220 | - | - | - |
| N-N | EYZ | 33.550 | - | - | - | - | FF- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| C | NJO | 7.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-E | MWW | 75.290 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Y-W | LAP | 69.910 | - | - | - | - | CCC- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| S | JBO | 1.170 | - | - | - | - | O- | - | - | - | - | - | - | - | - | - | - | - |
| N-O | PQW | 626.200 | - | - | - | - | EEE | - | - | - | - | - | - | - | - | - | - | Int. Only |
| I | NMK | 54.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U | KRQ | 16.610 | - | - | - | - | CC- | - | - | - | - | - | - | - | - | - | - | - |
| W-Y | RIU | 99.890 | - | - | - | - | A- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| W-W | XEB | 46.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |