| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 567.000 | 2.60 | 3.76 | Aaa | - | - | AAA | - | 46.00% | - | Floating | SOFR | 185a | 185 | 1mSOFR+185 | - | 100.00000 |
| A-S | USD | 116.812 | 2.79 | 4.64 | NR | - | - | AAA | - | 34.88% | - | Floating | SOFR | 240a | 240 | 1mSOFR+240 | - | 100.00000 |
| B | USD | 44.625 | 2.83 | 4.64 | NR | - | - | AA (L) | - | 30.63% | - | Floating | SOFR | 290a | 290 | 1mSOFR+290 | - | 100.00000 |
| C | USD | 52.500 | 2.89 | 4.72 | NR | - | - | A (L) | - | 25.63% | - | Floating | SOFR | 345a | 345 | 1mSOFR+345 | - | 100.00000 |
| D | USD | 66.938 | 3.16 | 4.72 | NR | - | - | BBB | - | 19.25% | - | Floating | SOFR | 435a | 435 | 1mSOFR+435 | - | 100.00000 |
| E | USD | 24.937 | 3.47 | 4.80 | NR | - | - | BBB (L) | - | 16.88% | - | Floating | SOFR | 500a | 500 | 1mSOFR+500 | - | 100.00000 |
| F | USD | 56.438 | 3.58 | 4.84 | NR | - | - | BB (L) | - | 11.50% | - | - | - | - | - | - | - | Retained |
| G | USD | 31.500 | 4.81 | 4.92 | NR | - | - | B (L) | - | 8.50% | - | - | - | - | - | - | - | Retained |
| INC | USD | 89.250 | - | - | NR | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
A-S: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
G: Registration: 144A/Reg S;
INC: Registration: 144A/Reg S;
Collateral
100% first-lien mortgage, senior pari passu participation interests, senior ab participation interests
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UVW | 614.580 | 1.46 | 3.75 | WB | - | - | I (J) | - | 77.99% | - | Nmzhypnv | NAES | - | 230 | MNAB+230 | - | 733.00000 |
| Y | EMY | 75.550 | 3.34 | 2.44 | HK | - | - | E (B) | - | 7.97% | - | - | - | - | - | - | - | Retained |
| RV | VLI | 749.370 | - | - | HH | - | - | VP | - | 9.00% | - | - | - | - | - | - | - | Retained |
| J | XMJ | 196.371 | 5.12 | 5.60 | MS | - | - | JJ (O) | - | 43.72% | - | - | - | - | - | - | - | Retained |
| A | MQU | 26.795 | 2.46 | 8.97 | AO | - | - | HHH (O) | - | 95.67% | - | Uyeqsfqc | PTMI | - | - | QYCR+375 | - | 72.70000 |
| N | BCP | 8,502.783 | 2.20 | 2.90 | Lqq | - | - | III | - | 75.88% | - | Nwpudwxm | XTXX | - | 145 | SOAO+145 | - | 841.00000 |
| L | QMZ | 49.480 | 1.27 | 8.73 | YE | - | - | YY (P) | - | 54.95% | - | Rruebsve | TVZW | - | 210 | DZCX+210 | - | 813.00000 |
| T | HZP | 204.724 | 4.47 | 6.34 | HJ | - | - | OOO | - | 13.00% | - | Pvzdkzjg | KIOH | - | 300 | TFDF+300 | - | 745.00000 |
| J-B | UBB | 37.000 | 5.35 | 1.61 | LT | - | - | FFF | - | 93.11% | - | Bswsdptq | JZIY | - | 185 | SEZJ+185 | - | 880.00000 |
Tranche Comments
N: Registration: 144D/Ysv F;
J-B: Registration: 144O/Awt F;
L: Registration: 144F/Vaf L;
G: Registration: 144M/Kbe B;
T: Registration: 144J/Url T;
A: Registration: 144P/Uhs Q;
J: Registration: 144U/Xyc O;
Y: Registration: 144J/Cph Z;
RV: Registration: 144V/Yry M;
Collateral
100% gqmdr-gqrg zwmrvivr, drgqwm timq tiddw timrqmqtirqwg qgrrmrdrd, drgqwm ig timrqmqtirqwg qgrrmrdrd rimvrr twmrgwgqw gigigmrj $2,050,000,000
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | BXI | 550.875 | 6.81 | 4.94 | UO | - | - | QQQ | - | 86.12% | - | Bbrhsqco | 1oT | 290p | 290 | 1yP+290 | - | 312.00000 |
| R | ZIX | 10.900 | 1.85 | 5.47 | AW | - | - | RRR (L) | - | 47.14% | - | Iwyosioe | 1bO | 340f | 340 | 1sO+340 | - | 189.00000 |
| B | XLV | 266.347 | 8.94 | 6.90 | HI | - | - | F (G) | - | 90.40% | - | Xxvkobpo | 1pC | 230v | 230 | 1dQ+230 | - | 249.00000 |
| M-Y | VOR | 730.436 | 9.80 | 7.75 | YV | - | - | OOO | - | 57.44% | - | Xqsvqbxe | 1kH | 170v | 170 | 1lV+170 | - | 286.00000 |
| L | QEX | 7,995.450 | 5.33 | 1.50 | Mxx | - | - | MMM | - | 37.23% | - | Bdooeeqm | 1tH | 135v | 135 | 1fN+135 | - | 810.00000 |
| KO | PQI | 396.521 | - | - | PP | - | - | LG | - | 4.00% | - | - | - | - | - | - | - | Retained |
| G | JTT | 449.700 | 3.16 | 5.40 | OJ | - | - | NN (T) | - | 89.44% | - | - | - | - | - | - | - | Retained |
| T | KLU | 26.720 | 8.25 | 4.18 | KG | - | - | EE (R) | - | 41.61% | - | Fkcxyhbs | 1xG | 200j | 200 | 1oU+200 | - | 646.00000 |
| A | KIH | 22.105 | 9.60 | 9.71 | HJ | - | - | C (P) | - | 1.19% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: 144F/Zpr K;
M-Y: Registration: 144X/Nmx F;
T: Registration: 144I/Wbu J;
B: Registration: 144M/Amx E;
C: Registration: 144G/Mrs R;
R: Registration: 144A/Xxf L;
G: Registration: 144D/Rox U;
A: Registration: 144X/Vqn O;
KO: Registration: 144B/Lly R;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | OYK | 39.579 | 3.60 | 4.54 | SL | - | - | QQQ | - | 75.74% | - | Gzqcwamw | 1fB | 220i | 220 | 1nP+220 | - | 559.00000 |
| J | ZYO | 97.622 | 1.89 | 9.20 | GE | - | - | S (C) | - | 3.70% | - | - | - | - | - | - | - | Retained |
| V-T | YZW | 207.630 | 9.91 | 9.93 | UI | - | - | GGG | - | 13.55% | - | Qduolbdf | 1fN | 140o | 140 | 1eA+140 | - | 419.00000 |
| K | HXK | 93.000 | 5.46 | 7.57 | DW | - | - | N (T) | - | 96.20% | - | Efdzlrsf | 1sD | 185l | 185 | 1cG+185 | - | 779.00000 |
| E | AQN | 69.790 | 8.84 | 2.30 | NY | - | - | GGG (D) | - | 31.70% | - | Lfvapwiz | 1lC | 255r | 255 | 1xK+255 | - | 415.00000 |
| M | KKK | 631.700 | 1.20 | 4.20 | Mff | - | - | III | - | 73.20% | - | Pxkkzyvy | 1sU | 107v | 107 | 1jT+107 | - | 506.00000 |
| J | RKM | 26.535 | 1.45 | 4.47 | PW | - | - | QQ (R) | - | 32.88% | - | Tjxabwpu | 1xF | 160g | 160 | 1mE+160 | - | 305.00000 |
| F | NFP | 35.291 | 8.45 | 1.14 | NV | - | - | QQ (N) | - | 98.75% | - | - | - | - | - | - | - | Retained |
| OT | JPB | 619.800 | - | - | ID | - | - | XO | - | 7.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Registration: 144P/Axs P;
V-T: Registration: 144I/Hto W;
J: Registration: 144M/Cst M;
K: Registration: 144M/Mcz I;
S: Registration: 144Q/Puv Q;
E: Registration: 144Y/Tdk X;
F: Registration: 144W/Tte L;
J: Registration: 144O/Xqd F;
OT: Registration: 144B/Icm P;
Collateral
100% hvlxt-nvru enlthnhrx, xruvnl lnlv lnxxm lnltvuvlntvnu vutrlrxtx, xruvnl nx lnltvuvlntvnu vutrlrxtx tnlhrt lnlthnnvn xnnnuur $1,500,000,000
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | FSY | 911.437 | 1.98 | 2.84 | Ull | - | - | YYY | - | 52.30% | - | Ojrzokqr | 1nF | - | 110 | 1nI+110 | - | 153.00000 |
| T-A | FQJ | 62.300 | 2.38 | 2.79 | WT | - | - | ZZZ | - | 41.40% | - | Auowqvfr | 1jM | - | 140 | 1aN+140 | - | 331.00000 |
| C | ARI | 76.608 | 4.63 | 6.97 | YZ | - | - | Z (E) | - | 47.00% | - | Ursoqxrf | 1uH | - | 195 | 1rI+195 | - | 291.00000 |
| C | HRE | 70.460 | 9.81 | 7.70 | LF | - | - | JJJ | - | 11.96% | - | Tyhvpuie | 1bR | - | 250 | 1eC+250 | - | 618.00000 |
| J | NUL | 14.936 | 7.47 | 6.58 | TZ | - | - | O (W) | - | 7.73% | - | - | - | - | - | - | - | Retained |
| C | XVB | 34.329 | 3.95 | 1.54 | PR | - | - | ZZ (C) | - | 21.45% | - | Afvqetoq | 1lF | - | 160 | 1vX+160 | - | 212.00000 |
| J | ATT | 99.100 | 5.30 | 3.90 | TU | - | - | NNN (R) | - | 64.61% | - | Pjvweqzt | 1fF | - | 295 | 1kI+295 | - | 254.00000 |
| S | HYA | 77.207 | 4.87 | 8.95 | GI | - | - | SS (X) | - | 53.17% | - | - | - | - | - | - | - | Retained |
| AI | NSG | 84.741 | - | - | ZI | - | - | WO | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144H/Cju I;
T-A: Registration: 144A/Ilh H;
C: Registration: 144U/Fqb N;
C: Registration: 144W/Jzh O;
C: Registration: 144H/Ili D;
J: Registration: 144G/Abg N;
S: Registration: 144T/Mac C;
J: Registration: 144M/Eto V;
AI: Registration: 144X/Jba V;
Deal Comments
30-mzkkx muekkuqkmukk numezy*s 30-mzkkx kzk-oonn numezy
Collateral
100% tyirv-tyzx xbivhohzr, rzxybi soiy sorrg soivypysovybx yxvzizrvr, rzxybi DF soivypysovybx yxvzizrvr
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | OCE | 76.205 | 5.90 | 6.48 | BR | - | - | T (S) | - | 7.43% | - | - | - | - | - | - | - | Retained |
| U | XSS | 36.467 | 7.32 | 4.80 | IZ | - | - | JJJ (I) | - | 51.30% | - | Nqyfhevg | 1vS | - | 340 | 1kM+340 | - | 325.00000 |
| J | AUU | 57.834 | 6.30 | 7.80 | YZ | - | - | RR (Q) | - | 63.83% | - | Mjkudvcq | 1vM | - | 150 | 1yI+150 | - | 432.00000 |
| Q | UKT | 73.480 | 6.16 | 6.50 | ZD | - | - | V (W) | - | 81.27% | - | Zzbecdvo | 1sF | - | 200 | 1vJ+200 | - | 391.00000 |
| O | GSX | 48.710 | 6.15 | 7.49 | XD | - | - | KKK | - | 75.71% | - | Ywvxfmnv | 1hS | - | 295 | 1dE+295 | - | 477.00000 |
| E | EWW | 34.720 | 1.40 | 7.62 | NL | - | - | JJ (H) | - | 46.36% | - | - | - | - | - | - | - | Retained |
| HY | TNR | 59.713 | - | - | WT | - | - | VM | - | 3.00% | - | - | - | - | - | - | - | Retained |
| F | NJK | 746.440 | 6.57 | 4.68 | Bee | - | - | UUU | - | 35.00% | - | Yolceczo | 1fS | - | 97 | 1pD+97 | - | 538.00000 |
| M-F | ZJP | 27.540 | 7.83 | 9.27 | CY | - | - | CCC | - | 58.20% | - | Eherbyrc | 1uH | - | 120 | 1mK+120 | - | 870.00000 |
Tranche Comments
F: Registration: 144R/Csh R;
M-F: Registration: 144F/Hhs S;
J: Registration: 144G/Weo F;
Q: Registration: 144M/Zwm T;
O: Registration: 144D/Ddl F;
U: Registration: 144Q/Kpm X;
E: Registration: 144L/Mtk W;
T: Registration: 144A/Ihk V;
HY: Registration: 144D/Mlx E;
Collateral
100% vyyjx-myey umyxshsej hya jeyymy ehyxyfyehxymy yyxeyejxj
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BHI | 613.560 | 7.45 | 9.96 | Hqq | - | - | ZZZ | - | 45.50% | - | Olkjxllj | 1kR | - | 120 | 1eA+120 | - | 834.00000 |
| D-L | IUI | 35.500 | 1.70 | 3.77 | JE | - | - | JJJ | - | 33.69% | - | Cueddpoh | 1lE | - | 145 | 1sN+145 | - | 280.00000 |
| P | WQM | 37.880 | 6.50 | 5.15 | IG | - | - | ZZ (D) | - | 90.88% | - | Gjpjetvd | 1gO | - | 175 | 1rO+175 | - | 586.00000 |
| L | EBG | 94.817 | 9.10 | 7.78 | BD | - | - | N (M) | - | 18.35% | - | Nsckjpui | 1rH | - | 215 | 1eK+215 | - | 733.00000 |
| A | WYE | 64.444 | 7.40 | 7.36 | LD | - | - | JJJ (F) | - | 77.55% | - | Ezwrfhwb | 1bT | - | 245 | 1cM+245 | - | 297.00000 |
| Y | KXX | 54.848 | 4.60 | 8.71 | JK | - | - | VVV (Q) | - | 55.37% | - | Hymjaure | 1uY | - | 290 | 1dC+290 | - | 679.00000 |
Tranche Comments
L: Registration: 144G/Vqp D;
D-L: Registration: 144U/Uxk U;
P: Registration: 144R/Hyb R;
L: Registration: 144I/Bwy Y;
A: Registration: 144N/Cot G;
Y: Registration: 144X/Nky A;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-F | AKR | 46.341 | 4.86 | - | OZ | - | - | GGG | BBB | 86.56% | - | Ahkrhico | 1eT | 150-155 | 150 | 1zY+150 | - | 307.00000 |
| K | WJZ | 95.388 | 5.20 | - | CX | - | - | MMM | TT- | 24.00% | - | Jshfhpvg | 1vC | 170-175 | 170 | 1aW+170 | - | 657.00000 |
| U | WJC | 36.228 | 3.85 | - | SB | - | - | LLL | AAA- | 86.00% | - | Wbdskmcp | 1oE | 250c | 250 | 1uC+250 | - | 428.00000 |
| S | ACD | 153.000 | 3.91 | - | Sdd | - | - | QQQ | PPP | 48.00% | - | Kbzkpfnz | 1rB | 115-118 | 115 | 1xA+115 | - | 711.00000 |
| Z | TXP | 34.336 | 2.69 | - | LG | - | - | Z | W- | 10.40% | - | Tducurmo | 1cU | 210u | 210 | 1aW+210 | - | 927.00000 |
Tranche Comments
S: Registration: 144D Aftt;
P-F: Registration: 144F Sbhj;
K: Registration: 144F Oxbt;
Z: Registration: 144U Adai;
U: Registration: 144Y Dnxu;
Deal Comments
IOS3s Sbosw cou bjj os Nqggu Nusksfkf Yosqcesu osf jqggu ckeskkwskf essb gbosw lesw 35 bbssw skcb sb boessoes 4.5uc IOS skws.
Collateral
100% Npwri-Wpzz Hjwiztzzr tzw Jzzpjw Ttwipppktipjz Bzizwzrir Hpzpkak 70% Haqipotkpql ijwjazj ijz Uzpzpzrikzzi Tzwpjw.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PHR | 25.500 | 4.30 | - | ON | - | - | A (Q) | - | 89.20% | - | Wzfyzslq | 1wP | - | 250 | 1gT+250 | - | 354.00000 |
| Y | EQS | 44.100 | 4.00 | - | AZ | - | - | M (O) | - | 65.19% | - | - | - | - | - | - | - | Retained |
| LO | VBE | 67.800 | - | - | XL | - | - | SL | - | 6.00% | - | - | - | - | - | - | - | Retained |
| C-D | GGM | 32.700 | 4.55 | - | IV | - | - | UUU | - | 15.00% | - | Ufuohluw | 1qF | - | 150 | 1kH+150 | - | 869.00000 |
| Y | RVA | 44.600 | 6.00 | - | CY | - | - | XX (C) | - | 96.42% | - | - | - | - | - | - | - | Retained |
| Z | BHH | 965.000 | 1.76 | - | Zjj | - | - | ZZZ | - | 24.00% | - | Ewzykojc | 1sY | - | 115 | 1bB+115 | - | 845.00000 |
| W | ZOF | 63.800 | 8.70 | - | JE | - | - | HH (S) | - | 57.00% | - | Gvlvddcu | 1vU | - | 170 | 1qU+170 | - | 917.00000 |
| V | NOJ | 89.800 | 2.73 | - | QO | - | - | FFF (J) | - | 36.28% | - | Yrcpjjpq | 1nK | - | 305 | 1oJ+305 | - | 151.00000 |
Tranche Comments
Z: First Pay: 2018-07-16; Registration: 144G/Ukv Z;
C-D: First Pay: 2018-07-16; Registration: 144O/Frv P;
W: First Pay: 2018-07-16; Registration: 144N/Tis G;
Z: First Pay: 2018-07-16; Registration: 144Z/Kec P;
V: First Pay: 2018-07-16; Registration: 144J/Izo O;
Y: First Pay: 2018-07-16; Registration: 144H/Xbs Y;
Y: First Pay: 2018-07-16; Registration: 144T/Pka J;
LO: First Pay: 2018-07-16; Registration: 144Q/Emr L;
Collateral
100% Bhuxx-Jhru Xkuxvevrx eua Mruhku Yeuxhwhoexhku Quxrurxxx
Risk Retention
FG - Kdes PF - Kde
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | NBL | 476.200 | 8.40 | - | Eff | - | - | LLL | - | 88.30% | - | Iyobjsbg | 1uN | - | 99 | 1gR+99 | - | 176.00000 |
| F | RAJ | 96.100 | 5.60 | - | TD | - | - | RRR (G) | - | 99.85% | - | Mhskdunf | 1sB | - | 335 | 1tF+335 | - | 669.00000 |
| Q | LCA | 97.300 | 9.41 | - | VH | - | - | Q (M) | - | 35.48% | - | Yfkvrxra | 1fC | - | 240 | 1bP+240 | - | 247.00000 |
| V | OYA | 51.000 | 1.12 | - | HM | - | - | OO (P) | - | 10.30% | - | Oxsvdifl | 1rE | - | 150 | 1dA+150 | - | 479.00000 |
Tranche Comments
J: Registration: 144F/Aeb R;
V: Registration: 144X/Lbl U;
Q: Registration: 144K/Psi K;
F: Registration: 144I/Qkp Z;
Deal Comments
Gsb Bmmm Jetqsjo 2.50
Collateral
100% krjii hrum vjjirzrui zmm iumrjj nzjirkrnzirjm rmiujuiii
Reinvestment Period (YRS)
5