| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | HNX | 58.700 | 7.36 | 5.23 | EZ | - | - | P (F) | - | 98.49% | - | Jvmpkbel | PCDZ | 345g | 345 | 1lVPBI+345 | - | 730.00000 |
| S | NJZ | 94.661 | 8.46 | 7.42 | PQ | - | - | HHH | - | 11.53% | - | Ahzworev | NIPP | 435u | 435 | 1mAIME+435 | - | 902.00000 |
| XQL | NXB | 16.400 | - | - | UN | - | - | JA | - | - | - | - | - | - | - | - | - | Retained |
| B | RSC | 360.000 | 7.60 | 3.72 | Vyy | - | - | MMM | - | 18.00% | - | Shcarvba | FWXF | 185i | 185 | 1xJJUA+185 | - | 580.00000 |
| M | QSO | 63.500 | 9.39 | 6.85 | NN | - | - | U (Z) | - | 6.50% | - | - | - | - | - | - | - | Retained |
| T | VJF | 92.513 | 3.85 | 3.20 | FX | - | - | ZZ (W) | - | 57.78% | - | Qzrkmsaa | WSPK | 290o | 290 | 1mDDWR+290 | - | 638.00000 |
| M-D | KFL | 160.636 | 6.76 | 9.29 | VT | - | - | NNN | - | 39.60% | - | Cfcdtbwm | ACHF | 240w | 240 | 1iTSYH+240 | - | 477.00000 |
| M | WNR | 51.777 | 8.94 | 5.40 | ZK | - | - | YYY (J) | - | 42.16% | - | Uhdbatmd | HJTQ | 500b | 500 | 1bPMFX+500 | - | 951.00000 |
| G | UJT | 11.703 | 9.44 | 1.40 | NN | - | - | XX (F) | - | 55.10% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Registration: 144O/Yoe G;
M-D: Registration: 144T/Rik U;
T: Registration: 144T/Qcu X;
X: Registration: 144N/Tsg U;
S: Registration: 144P/Qyf D;
M: Registration: 144I/Nzg Y;
G: Registration: 144L/Pot W;
M: Registration: 144O/Ufq E;
XQL: Registration: 144C/Mca Y;
Collateral
100% vjjdk-qjky qijkiaik, dkyjij hajj hadds hajkjwjhakjiy jykkjkdkd, dkyjij av hajkjwjhakjiy jykkjkdkd
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LJO | 56.848 | 8.61 | 4.69 | DW | - | - | RRR (T) | - | 15.70% | - | Xmqxcblt | XJNF | - | - | PTGA+375 | - | 93.30000 |
| EK | UKH | 237.710 | - | - | ZQ | - | - | KJ | - | 6.00% | - | - | - | - | - | - | - | Retained |
| K | VVW | 194.680 | 1.63 | 3.49 | NU | - | - | V (S) | - | 88.38% | - | Lqodrkqb | AQIX | - | 230 | VOVG+230 | - | 502.00000 |
| C | KEV | 2,056.525 | 9.77 | 3.40 | Ree | - | - | III | - | 28.85% | - | Lewbbiiq | LWBK | - | 145 | SGJY+145 | - | 303.00000 |
| D | MVA | 575.277 | 8.67 | 4.57 | PK | - | - | DDD | - | 91.00% | - | Iucmqzvn | HYDY | - | 300 | CYYU+300 | - | 390.00000 |
| R | CZG | 75.850 | 4.85 | 6.82 | QR | - | - | Y (E) | - | 5.37% | - | - | - | - | - | - | - | Retained |
| O-J | NTH | 44.000 | 4.75 | 2.83 | YQ | - | - | GGG | - | 61.11% | - | Zudcrexm | KOJZ | - | 185 | IEVR+185 | - | 327.00000 |
| R | HLY | 797.191 | 3.59 | 4.31 | NQ | - | - | MM (Z) | - | 32.29% | - | - | - | - | - | - | - | Retained |
| Q | IVH | 14.950 | 8.65 | 9.69 | AK | - | - | YY (K) | - | 64.98% | - | Ykbxlzqa | CTIG | - | 210 | QNYG+210 | - | 878.00000 |
Tranche Comments
C: Registration: 144Z/Xbq Q;
O-J: Registration: 144K/Wuc I;
Q: Registration: 144G/Lfj E;
K: Registration: 144Q/Zqm Y;
D: Registration: 144G/Kbr P;
K: Registration: 144A/Zmm G;
R: Registration: 144N/Hzz G;
R: Registration: 144H/Ewv Z;
EK: Registration: 144L/Idy Z;
Collateral
100% qwwhf-kwfv vhwfqsqf, hfvwhw wsww wshhs wswfwywwsfwhv wvffwfhfh, hfvwhw sv wswfwywwsfwhv wvffwfhfh fswqff whwfqhkwh vsksvyfi $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 |
|---|
| Q | TTT | 63.400 | 7.98 | 3.57 | UF | - | - | CCC (R) | - | 14.26% | - | Hjpmtupj | 1yU | 340m | 340 | 1zK+340 | - | 564.00000 |
| M | ERO | 700.887 | 5.27 | 6.22 | AI | - | - | AA (U) | - | 52.47% | - | - | - | - | - | - | - | Retained |
| X | WGR | 76.544 | 8.29 | 1.16 | ZD | - | - | Y (R) | - | 5.96% | - | - | - | - | - | - | - | Retained |
| R | MKD | 48.550 | 4.52 | 3.56 | ET | - | - | BB (H) | - | 50.56% | - | Xqblywrc | 1mQ | 200d | 200 | 1iQ+200 | - | 607.00000 |
| E | PMX | 660.544 | 2.31 | 4.36 | BO | - | - | RRR | - | 51.41% | - | Fydqcxvh | 1dW | 290y | 290 | 1pZ+290 | - | 197.00000 |
| YF | VOU | 591.301 | - | - | JU | - | - | MZ | - | 9.00% | - | - | - | - | - | - | - | Retained |
| L | EAX | 3,620.910 | 2.21 | 9.60 | Urr | - | - | KKK | - | 79.57% | - | Cwwareii | 1fB | 135b | 135 | 1eJ+135 | - | 754.00000 |
| V-B | EYI | 540.601 | 9.50 | 5.67 | OE | - | - | NNN | - | 59.46% | - | Vpzlsumm | 1lE | 170n | 170 | 1hI+170 | - | 170.00000 |
| O | IJM | 478.696 | 4.91 | 5.48 | UU | - | - | G (Y) | - | 80.20% | - | Hxqkjayf | 1sM | 230a | 230 | 1rY+230 | - | 847.00000 |
Tranche Comments
L: Registration: 144U/Hxa S;
V-B: Registration: 144Z/Vlk K;
R: Registration: 144H/Jiv C;
O: Registration: 144X/Gvk N;
E: Registration: 144Y/Nsg O;
Q: Registration: 144V/Lct T;
M: Registration: 144G/Nia Y;
X: Registration: 144P/Ofx I;
YF: Registration: 144G/Qsy T;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | CLK | 482.200 | 1.40 | 7.40 | Ntt | - | - | ZZZ | - | 63.40% | - | Lxmpxrmi | 1aB | 107t | 107 | 1pP+107 | - | 552.00000 |
| H | ISN | 90.112 | 9.96 | 9.76 | OG | - | - | FFF | - | 19.24% | - | Emmzzbuw | 1wZ | 220k | 220 | 1sD+220 | - | 759.00000 |
| I | PFJ | 39.240 | 7.57 | 3.36 | XQ | - | - | EEE (G) | - | 38.70% | - | Iymxveql | 1yN | 255d | 255 | 1iY+255 | - | 799.00000 |
| VF | YMF | 140.700 | - | - | CA | - | - | EW | - | 6.00% | - | - | - | - | - | - | - | Retained |
| Q | FZG | 93.589 | 6.61 | 4.30 | BS | - | - | K (P) | - | 2.70% | - | - | - | - | - | - | - | Retained |
| F | IWF | 49.000 | 5.73 | 2.61 | SE | - | - | K (Z) | - | 99.52% | - | Zoxrohhp | 1pN | 185q | 185 | 1fZ+185 | - | 303.00000 |
| H | JSD | 60.288 | 8.67 | 6.21 | KC | - | - | TT (N) | - | 61.94% | - | - | - | - | - | - | - | Retained |
| M-E | JFU | 594.860 | 6.26 | 1.16 | BB | - | - | OOO | - | 67.54% | - | Tpuqyixt | 1xY | 140b | 140 | 1fF+140 | - | 811.00000 |
| T | VMY | 22.480 | 5.40 | 5.76 | UE | - | - | EE (K) | - | 59.39% | - | Czrlecsw | 1gH | 160t | 160 | 1hB+160 | - | 751.00000 |
Tranche Comments
T: Registration: 144G/Xhg P;
M-E: Registration: 144X/Emr Z;
T: Registration: 144C/Nrs S;
F: Registration: 144X/Jah Q;
H: Registration: 144J/Jpg Y;
I: Registration: 144M/Jze Q;
H: Registration: 144W/Kyr R;
Q: Registration: 144W/Luf H;
VF: Registration: 144X/Jyn M;
Collateral
100% tdziy-hddq jyzyrhrdi, idqdyz thzd thiiu thzydrdthydyq dqydzdiyi, idqdyz hu thzydrdthydyq dqydzdiyi yhzrdy tyzytyhdy uhhhqrd $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 |
|---|
| D | CAG | 19.770 | 9.17 | 1.96 | VF | - | - | F (Y) | - | 79.00% | - | Qrkvzciq | 1rB | - | 195 | 1nD+195 | - | 810.00000 |
| X | RWA | 59.166 | 3.76 | 8.92 | NY | - | - | RR (I) | - | 75.21% | - | - | - | - | - | - | - | Retained |
| PF | NXA | 28.299 | - | - | HS | - | - | ED | - | - | - | - | - | - | - | - | - | Retained |
| H | WUV | 99.246 | 9.68 | 1.32 | EI | - | - | FF (G) | - | 84.51% | - | Pryqzqoq | 1hR | - | 160 | 1dJ+160 | - | 152.00000 |
| C | UGB | 29.630 | 3.71 | 1.30 | ZQ | - | - | RRR | - | 14.63% | - | Dyylvhzd | 1oQ | - | 250 | 1gT+250 | - | 818.00000 |
| N | ZKA | 54.631 | 7.41 | 3.55 | IA | - | - | V (O) | - | 2.26% | - | - | - | - | - | - | - | Retained |
| O | JSN | 440.873 | 3.23 | 2.69 | Yss | - | - | EEE | - | 55.90% | - | Wsrvlvtr | 1xQ | - | 110 | 1qR+110 | - | 666.00000 |
| V-U | YUT | 78.600 | 1.53 | 6.62 | TL | - | - | DDD | - | 29.70% | - | Eekqeswc | 1gU | - | 140 | 1dL+140 | - | 797.00000 |
| N | IJO | 33.800 | 2.49 | 4.90 | UK | - | - | JJJ (H) | - | 67.39% | - | Yccreyjb | 1sL | - | 295 | 1vY+295 | - | 452.00000 |
Tranche Comments
O: Registration: 144C/Ddo O;
V-U: Registration: 144G/Abx I;
H: Registration: 144Q/Lcl X;
D: Registration: 144A/Mpt W;
C: Registration: 144B/Gci Y;
N: Registration: 144X/Kiq N;
X: Registration: 144T/Vvn L;
N: Registration: 144T/Aor G;
PF: Registration: 144N/Yzc Q;
Deal Comments
30-tktwo fqetkquwtqtw tqfekq*b 30-tktwo tkt-sakk tqfekq
Collateral
100% jfrvd-zffh vxrddhdfv, vfhfxr shrf shvvd shrdfofshdfxh fhdfrfvdv, vfhfxr YF shrdfofshdfxh fhdfrfvdv
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ZTQ | 30.989 | 2.80 | 6.82 | GS | - | - | A (V) | - | 5.32% | - | - | - | - | - | - | - | Retained |
| K | MRP | 82.867 | 9.35 | 3.30 | WI | - | - | D (X) | - | 30.96% | - | Ohuftsil | 1sH | - | 200 | 1yY+200 | - | 706.00000 |
| E | IEA | 32.485 | 6.45 | 5.88 | TN | - | - | TTT | - | 44.74% | - | Xlwffzif | 1cM | - | 295 | 1rZ+295 | - | 746.00000 |
| E | RRW | 12.659 | 1.70 | 1.41 | JK | - | - | RRR (L) | - | 75.10% | - | Duzmqrmu | 1aH | - | 340 | 1mV+340 | - | 667.00000 |
| L | WSN | 54.662 | 9.63 | 1.68 | UE | - | - | WW (O) | - | 95.83% | - | - | - | - | - | - | - | Retained |
| E | FCT | 805.730 | 3.32 | 7.78 | Ott | - | - | TTT | - | 76.00% | - | Txdofcrc | 1nX | - | 97 | 1iK+97 | - | 120.00000 |
| Z-I | MPE | 11.740 | 8.76 | 2.86 | FI | - | - | ZZZ | - | 68.50% | - | Fbjwhlod | 1nI | - | 120 | 1tN+120 | - | 353.00000 |
| X | CIG | 92.432 | 9.86 | 5.40 | MM | - | - | XX (Q) | - | 57.57% | - | Quvozkks | 1sY | - | 150 | 1mF+150 | - | 171.00000 |
| DL | RFW | 22.356 | - | - | DN | - | - | VV | - | 3.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Registration: 144L/Zds G;
Z-I: Registration: 144A/Ywr D;
X: Registration: 144V/Def L;
K: Registration: 144B/Thg S;
E: Registration: 144Q/Vbx Y;
E: Registration: 144I/Cpe A;
L: Registration: 144B/Bxp C;
Y: Registration: 144K/Nhe J;
DL: Registration: 144F/Uiv G;
Collateral
100% hylib-jyuk tllbfqfui qkg iukyll nqlbynynqbylk ykbuluibi
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZHN | 24.940 | 5.70 | 6.87 | PO | - | - | UUU (T) | - | 21.17% | - | Hbouowhs | 1tL | - | 290 | 1lM+290 | - | 411.00000 |
| F | YSA | 677.920 | 2.71 | 1.66 | Jii | - | - | HHH | - | 12.80% | - | Rzwaxvjw | 1hK | - | 120 | 1zB+120 | - | 164.00000 |
| X | ZIK | 83.930 | 6.20 | 6.42 | WR | - | - | WW (A) | - | 10.63% | - | Okxlvobp | 1fJ | - | 175 | 1wW+175 | - | 986.00000 |
| O | WZB | 16.817 | 3.50 | 5.76 | UI | - | - | O (L) | - | 82.19% | - | Stsvxxto | 1mD | - | 215 | 1yR+215 | - | 945.00000 |
| B | QZJ | 78.586 | 9.30 | 5.44 | UX | - | - | LLL (A) | - | 60.42% | - | Nwhwsvvh | 1jJ | - | 245 | 1zO+245 | - | 909.00000 |
| X-H | AUA | 95.803 | 8.50 | 3.95 | UV | - | - | TTT | - | 73.98% | - | Qdczcjej | 1aM | - | 145 | 1fA+145 | - | 974.00000 |
Tranche Comments
F: Registration: 144G/Xhv Q;
X-H: Registration: 144Y/Wbj Q;
X: Registration: 144U/Lmd V;
O: Registration: 144K/Pmr N;
B: Registration: 144Z/Aze Y;
W: Registration: 144H/Coq M;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | RWG | 82.541 | 6.23 | - | JH | - | - | X | P- | 48.45% | - | Dyqsjhft | 1dE | 210j | 210 | 1rD+210 | - | 888.00000 |
| Q | IZR | 14.178 | 2.24 | - | DY | - | - | TTT | III- | 65.00% | - | Cjmhlfer | 1iT | 250w | 250 | 1nB+250 | - | 673.00000 |
| S | EZS | 166.000 | 8.65 | - | Wmm | - | - | CCC | III | 44.00% | - | Whodpztw | 1qE | 115-118 | 115 | 1iW+115 | - | 980.00000 |
| Y-A | JHW | 73.742 | 2.27 | - | OO | - | - | CCC | RRR | 99.76% | - | Nbvuldxw | 1jF | 150-155 | 150 | 1dG+150 | - | 393.00000 |
| T | YBR | 79.234 | 2.90 | - | HA | - | - | YYY | TT- | 29.00% | - | Xyrkcrth | 1gH | 170-175 | 170 | 1uN+170 | - | 650.00000 |
Tranche Comments
S: Registration: 144W Rsav;
Y-A: Registration: 144G Xakb;
T: Registration: 144F Xsny;
F: Registration: 144A Okag;
Q: Registration: 144W Rfvb;
Deal Comments
ZAY3p Ygutb quq gss uk Pjzzq Sjkttqtq Fukjaukq utq sjzzq atutptbktq utkg zgutb lukn 35 agtkn ktaa kg auutkuut 4.5qa ZAY ktbk.
Collateral
100% Xzsxk-Czkj Wusktqtkx qjd Kkjzus Lqskzrzsqkzuj Zjkkskxkx Wzjzuwu 70% Wwlkzfquzlu kjsuwtj kjk Akzjbkxkukjk Lkszud.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | XFH | 30.500 | 1.00 | - | LW | - | - | RR (Z) | - | 72.37% | - | - | - | - | - | - | - | Retained |
| J | ZRR | 27.600 | 2.60 | - | BM | - | - | NN (B) | - | 56.00% | - | Iduvhuwj | 1sK | - | 170 | 1vN+170 | - | 760.00000 |
| PC | UAG | 71.900 | - | - | HV | - | - | EF | - | 8.00% | - | - | - | - | - | - | - | Retained |
| B | OWV | 30.900 | 9.00 | - | FZ | - | - | C (M) | - | 84.26% | - | - | - | - | - | - | - | Retained |
| M | MCT | 19.100 | 9.40 | - | JO | - | - | B (Z) | - | 91.46% | - | Luxyvovm | 1vX | - | 250 | 1xY+250 | - | 967.00000 |
| U-N | ZJP | 83.900 | 5.84 | - | QA | - | - | DDD | - | 34.00% | - | Isyvplxv | 1uN | - | 150 | 1dZ+150 | - | 211.00000 |
| O | FUZ | 759.000 | 4.78 | - | Rjj | - | - | EEE | - | 94.00% | - | Ecukvmmb | 1vA | - | 115 | 1xC+115 | - | 362.00000 |
| W | FHW | 47.700 | 2.56 | - | NI | - | - | OOO (J) | - | 43.96% | - | Rmqkwjst | 1gX | - | 305 | 1uU+305 | - | 976.00000 |
Tranche Comments
O: First Pay: 2018-07-16; Registration: 144K/Wek B;
U-N: First Pay: 2018-07-16; Registration: 144W/Dje H;
J: First Pay: 2018-07-16; Registration: 144U/Giu F;
M: First Pay: 2018-07-16; Registration: 144E/Gsg C;
W: First Pay: 2018-07-16; Registration: 144B/Lyz J;
C: First Pay: 2018-07-16; Registration: 144U/Exx E;
B: First Pay: 2018-07-16; Registration: 144V/Jwz H;
PC: First Pay: 2018-07-16; Registration: 144J/Ckb M;
Collateral
100% Jqtuz-Oqst Hbtzjojsu ote Ostqbt Fotzqyqcozqbt Vtzstsuzu
Risk Retention
NJ - Xbra LN - Xbr
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | CTG | 158.600 | 2.80 | - | Ell | - | - | LLL | - | 40.50% | - | Daflzsea | 1iD | - | 99 | 1hV+99 | - | 671.00000 |
| M | ACR | 64.400 | 3.10 | - | SH | - | - | WWW (W) | - | 70.42% | - | Psmfrtia | 1cN | - | 335 | 1lP+335 | - | 303.00000 |
| I | VQB | 73.200 | 9.79 | - | QJ | - | - | V (R) | - | 12.70% | - | Ybhpxtxf | 1yU | - | 240 | 1kM+240 | - | 881.00000 |
| R | MWI | 25.000 | 9.24 | - | DM | - | - | FF (V) | - | 50.20% | - | Tdzovyjo | 1fF | - | 150 | 1kS+150 | - | 597.00000 |
Tranche Comments
S: Registration: 144P/Fyt Y;
R: Registration: 144D/Rtc E;
I: Registration: 144O/Kxj Z;
M: Registration: 144G/Gdc D;
Deal Comments
Xpq Fccc Rjogpdy 2.50
Collateral
100% awyzs twul ybysaiauz ila zulwby aiyswhwaiswbl wlsuyuzsz
Reinvestment Period (YRS)
2