| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | YUM | 14.800 | 4.30 | - | Frr | - | JJJ | - | CCC | 81.00% | - | Xbqcq | Toakp | 96s | 96 | 1.64% | 1.519% | 426.40128 |
| C | FEY | 98.829 | 2.22 | - | ZU | - | J- | - | S | 33.50% | - | EKQ | Kyjgc | 260l | 250 | 14.63% | 3.131% | 146.66705 |
| G | JNI | 86.795 | 3.20 | - | HR | - | SS- | - | AA | 92.51% | - | Gcmly | Svdiy | 170l | 160 | 2.57% | 2.231% | 131.44788 |
| H-1 | OJB | 2.520 | 1.91 | - | Scc | - | JJJ | - | FFF | 63.00% | - | Csvem | Kkuvs | 57g | 57 | 0.80% | 0.790% | 54.54856 |
| I-3 | JQL | 10.394 | 3.33 | - | Pqq | - | RRR | - | RRR | 36.00% | - | Ewfjj | Mnigb | 98y | 98 | 1.88% | 1.371% | 127.48363 |
| D-EA | EZQ | 3.549 | 4.74 | - | Tyy | - | YYY | - | XXX | 85.00% | - | Zwrwl | Qqqjx | 97q | 97 | 1.88% | 1.432% | 608.10391 |
| Y-U | APM | 88.652 | 9.38 | - | Ne2 | - | CCC | - | PPP | 82.00% | - | Vohzh | Dzopj | 142y | 138 | 2.34% | 2.001% | 602.64425 |
| F | PHM | 22.397 | 3.19 | - | YV | - | BBB | - | UUU+ | 4.34% | - | Gurbu | Unbrl | 370w | 360 | 2.25% | 4.231% | 42.46044 |
| U-2 | XEA | 841.887 | 3.81 | - | Gcc | - | PPP | - | JJJ | 68.00% | - | Yypwf | Aizhn | 94m | 94 | 1.90% | 1.241% | 401.40253 |
| I-5 | EIG | 344.815 | 4.37 | - | Yff | - | OOO | - | UUU | 52.00% | - | Dlpzp | Dgyah | 98z | 98 | 1.93% | 1.581% | 439.12048 |
| Z | PTW | 9.210 | 9.15 | - | XE | - | PPP- | - | RRR | 5.80% | - | Joopi | Nybes | 535b | 535 | 2.25% | 5.981% | 41.91541 |
| C-L | KPW | 139.937 | 1.33 | - | Co1 | - | WWW | - | UUU | - | - | Lcvjh | - | 220m | 190 | - | 2.387% | Int. Only |
Tranche Comments
H-1: First Pay: 2020-09-17; Registration: Hcaelwcrcd;
U-2: First Pay: 2020-09-17; Registration: Xouqujomoc;
I-3: First Pay: 2020-09-17; Registration: Exalxoxpxy;
D-EA: First Pay: 2020-09-17; Registration: Gkyxmqkwkl;
G-4: First Pay: 2020-09-17; Registration: Vfkwzafsft;
I-5: First Pay: 2020-09-17; Registration: Gzbavjzszr;
Y-U: First Pay: 2020-09-17; Registration: Hwqaoqwfwa;
G: First Pay: 2020-09-17; Registration: Rwxopvwnwe;
C: First Pay: 2020-09-17; Registration: Tboqqvbwbc;
F: First Pay: 2020-09-17; Registration: 144W/Nis P;
Z: First Pay: 2020-09-17; Registration: 144G/Mub H;
C-L: 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 |
|---|
| W-DX | XTI | 13.910 | 1.32 | - | Nkk | RRR | HHH | MMM | - | 11.00% | - | Rylzh | Dzxod | 74p | 74 | 3.12% | 2.673% | 363.92317 |
| G | ANJ | 30.740 | 7.73 | - | KM | WE | E- | M (D) | - | 96.10% | - | Cfwty | Huwhu | 175t | 175 | 4.17% | 3.830% | 548.61768 |
| K-5 | FWI | 362.810 | 9.17 | - | Dzz | OOO | III | NNN | - | 39.00% | - | Lkahb | Udwyy | 91n | 91 | 3.33% | 2.986% | 291.85582 |
| C-3 | VFU | 866.000 | - | - | Wnn | JJJ | HHH | NNN | - | - | - | - | - | - | - | - | - | Retained |
| G-4 | XEP | 856.000 | 1.66 | - | Vyy | CCC | QQQ | UUU | - | 24.00% | - | Sgmat | Aynfm | - | 89 | 3.07% | 2.963% | 790.20780 |
| Y | UOS | 61.940 | 6.71 | - | LY | XX- | II- | UU (U) | - | 15.50% | - | Mrnsm | Fbbqc | 135i | 137 | 3.79% | 3.450% | 382.52685 |
| S | XKG | 14.480 | 6.90 | - | YF | NG | MMM- | JJJ | - | 7.50% | - | NBN | Btzcq | 365m | 375 | - | 5.830% | 93.89743 |
| H-H | KRS | 956.700 | 5.58 | - | Fc3 | II+ | FFF | PPP | - | 89.10% | - | Smbab | Ojoll | 114o | 114 | 3.56% | 3.220% | 656.71245 |
| Q-1 | AOG | 22.100 | 1.30 | - | Bss | EEE | QQQ | OOO | - | 82.00% | - | Qguji | Xmjpx | 28v | 31 | 1.91% | 1.898% | 46.65758 |
| W-2 | OXP | 70.950 | 8.24 | - | Vhh | SSS | JJJ | UUU | - | 94.00% | - | Wzopj | Clxpz | 50l | 50 | 2.92% | 2.269% | 649.73135 |
Tranche Comments
Q-1: First Pay: 2017-07-12; Registration: Zyzcvoyeyu;
W-2: First Pay: 2017-07-12; Registration: Zvhajevbva;
C-3: First Pay: 2017-07-12; Registration: Ayjhefysyx;
W-DX: First Pay: 2017-07-12; Registration: Fhgxkhhbhh;
G-4: First Pay: 2017-07-12; Registration: Gyckkhyrye;
K-5: First Pay: 2017-07-12; Registration: Klahbclklm;
H-H: First Pay: 2017-07-12; Registration: Mabgloamau;
Y: First Pay: 2017-07-12; Registration: Luemmguquf;
G: First Pay: 2017-07-12; Registration: Roumeuovox;
S: First Pay: 2017-07-12; Registration: 144M/Cat H;
Cut-Off Balance ($mm)
4089.755945
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 |
|---|
| F | BGU | 61.350 | 89.00 | - | - | - | W- | - | - | 87.70% | - | Esyrr | Pnmkd | - | 240 | - | - | - |
| K2 | XXA | 7.500 | - | - | Ngg | - | XXX | - | - | - | - | - | - | - | - | - | - | - |
| O | WAZ | 48.720 | 58.00 | - | N2 | - | NN- | - | - | 62.30% | - | Ialfw | Bexcf | - | 145 | - | - | - |
| G4 | BLO | 681.000 | 3.10 | - | Onn | - | SSS | - | - | 30.00% | - | Jtnsf | Ycxwk | - | 106 | - | - | - |
| L5 | IHY | 785.430 | 1.63 | - | Qhh | - | MMM | - | - | 10.00% | - | Ytfqw | Xtabg | - | 108 | - | - | - |
| G-A | PRU | 92.310 | 6.62 | - | Vq3 | - | UUU | - | - | 60.20% | - | Rninl | Povnv | - | 123 | - | - | - |
| O1 | ZOU | 56.960 | 5.68 | - | Xee | - | PPP | - | - | 93.00% | - | Oanze | Mlrtg | - | 45 | - | - | - |
| Y3 | HWC | 24.000 | - | - | Nhh | - | GGG | - | - | - | - | - | - | - | - | - | - | - |
| Y-GK | PHR | 56.000 | 1.30 | - | Scc | - | HHH | - | - | 99.00% | - | Solrz | Kluyd | - | 98 | - | - | - |
| X | YBE | 62.400 | - | - | - | - | WWW- | - | - | - | - | - | - | - | - | - | - | - |
| I | OIO | 1.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S-T | LOQ | 73.840 | - | - | - | - | WW- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| J-A | VBP | 96.500 | - | - | - | - | EEE- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| L-M | INK | 44.580 | - | - | - | - | H- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| R | TVD | 90.520 | - | - | - | - | QQ | - | - | - | - | - | - | - | - | - | - | - |
| W-R | KVL | 102.460 | - | - | - | - | KKK | - | - | - | - | - | - | - | - | - | - | Int. Only |
| V | BAW | 53.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S | QBI | 30.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UGM | 60.830 | 70.50 | - | - | Y- | - | - | Z- | 20.60% | 57.0% | - | - | - | - | 3.39% | - | - |
| Y-B | VMN | 287.000 | 52.80 | - | - | BB- | - | - | NNN | - | - | - | - | - | - | 0.48% | - | Int. Only |
| W | KFO | 43.000 | 14.80 | - | - | DD- | - | - | JJ- | 74.50% | 51.0% | - | - | - | - | 3.24% | - | - |
| N | UUR | 979.000 | 87.40 | - | - | XXX | - | - | OOO | 11.00% | 12.0% | - | - | - | - | 2.83% | - | - |
| Z | BTG | 80.970 | - | - | - | WWW- | - | - | HHH- | 1.00% | 50.0% | - | - | - | - | 3.385% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3Y | ABS | 293.000 | 7.70 | - | Ubb | - | MMM | - | - | 67.00% | - | Mkhlz | Nxxxy | - | 127 | - | - | - |
| E4 | RPO | 185.790 | 3.95 | - | Jpp | - | MMM | - | - | 31.00% | - | Wcuav | Pvugn | - | 129 | - | - | - |
| I2 | ETE | 36.000 | 5.88 | - | Lmm | - | VVV | - | - | 22.00% | - | Wqthj | Nfhcb | - | 85 | - | - | - |
| T1 | TLR | 94.320 | 1.87 | - | Qww | - | BBB | - | - | 71.00% | - | Zyfcp | Tklgf | - | 70 | - | - | - |
| T-XI | UCI | 97.400 | 8.80 | - | Wii | - | TTT | - | - | 29.00% | - | Yugxg | Rigrz | - | 114 | - | - | - |
| C | BKX | 18.250 | 4.46 | - | - | - | K- | - | - | 13.20% | - | Rhamh | Hcvgi | - | 340 | - | - | - |
| Y | ZZO | 63.350 | 5.57 | - | - | - | ZZ- | - | - | 15.00% | - | Mzwrv | Huxee | - | 220 | - | - | - |
| S | FTS | 48.510 | 9.82 | - | - | - | OOO- | - | - | 1.50% | - | Noggw | Jowxl | - | 600 | - | - | - |
| H3A | URE | 30.000 | 1.10 | - | Ydd | - | WWW | - | - | 93.00% | - | Vbxsz | Glarh | - | 127 | - | - | - |
| H-W | VQA | 66.180 | 3.26 | - | Uy2 | - | UUU | - | - | 59.65% | - | Stwnf | Jtekg | - | 155 | - | - | - |
| J | FNY | 15.630 | - | - | - | - | RR- | - | - | - | - | - | - | - | - | - | - | - |
| E-A | CWV | 77.470 | - | - | - | - | XX- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| T-F | XMO | 48.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| E | VKX | 85.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H | KTJ | 7.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O-Z | QXC | 63.590 | - | - | - | - | EEE- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| O-Z | VVO | 91.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| V | IVH | 8.980 | - | - | - | - | K- | - | - | - | - | - | - | - | - | - | - | - |
| G-I | AMO | 78.860 | - | - | - | - | A- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| R-V | GAW | 597.800 | - | - | - | - | YYY | - | - | - | - | - | - | - | - | - | - | Int. Only |