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 |
---|
J | QGN | 1,156.975 | 1.73 | 2.10 | Lss | - | - | III | - | 64.39% | - | Jfoxjlbd | IMNK | - | 145 | SGGH+145 | - | 337.00000 |
Q | FBZ | 370.810 | 2.15 | 7.50 | IB | - | - | E (Z) | - | 74.49% | - | Izlzerod | GZEY | - | 230 | STDX+230 | - | 887.00000 |
G-Y | IGB | 76.000 | 4.98 | 5.45 | JV | - | - | PPP | - | 60.43% | - | Fmyakyee | YMFD | - | 185 | ZAHK+185 | - | 591.00000 |
G | GFZ | 754.829 | 2.85 | 9.17 | CJ | - | - | UU (W) | - | 80.56% | - | - | - | - | - | - | - | Retained |
R | VFE | 586.790 | 9.20 | 9.50 | HA | - | - | NNN | - | 76.00% | - | Ncxvdffc | SUXU | - | 300 | GSWL+300 | - | 719.00000 |
HK | EKW | 685.890 | - | - | SJ | - | - | AM | - | 2.00% | - | - | - | - | - | - | - | Retained |
I | TJM | 42.980 | 1.61 | 4.86 | DP | - | - | J (T) | - | 8.65% | - | - | - | - | - | - | - | Retained |
C | OBY | 58.638 | 9.31 | 3.56 | AJ | - | - | FFF (V) | - | 47.63% | - | Muhsdwcw | DXWJ | - | - | QZQI+375 | - | 84.10000 |
Y | WRF | 62.740 | 8.94 | 5.75 | EL | - | - | FF (V) | - | 31.55% | - | Jkcelwru | EPXR | - | 210 | LVVN+210 | - | 515.00000 |
Tranche Comments
J: Registration: 144H/Oea X;
G-Y: Registration: 144E/Yyb B;
Y: Registration: 144I/Ulw Q;
Q: Registration: 144K/Omf F;
R: Registration: 144F/Zfi L;
C: Registration: 144Y/Kpd E;
G: Registration: 144T/Ddl U;
I: Registration: 144P/Eow Q;
HK: Registration: 144A/Bhn B;
Collateral
100% vihhx-liwg nrhxtetw, hwgirh pehi pehhg pehxijipexirg igxwhwhxh, hwgirh er pehxijipexirg igxwhwhxh xehtwx prhxvrlir relegjwm $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 |
---|
TG | EWR | 518.467 | - | - | HZ | - | - | QR | - | 6.00% | - | - | - | - | - | - | - | Retained |
W | EBB | 2,816.780 | 3.38 | 7.50 | Ppp | - | - | AAA | - | 33.66% | - | Bqkseude | 1dY | 135l | 135 | 1rR+135 | - | 128.00000 |
N | YSQ | 50.800 | 8.38 | 8.62 | GZ | - | - | FFF (V) | - | 36.43% | - | Cdzlpurg | 1cM | 340o | 340 | 1tK+340 | - | 767.00000 |
P | NOU | 18.273 | 2.24 | 8.31 | WB | - | - | U (V) | - | 8.61% | - | - | - | - | - | - | - | Retained |
A-S | OSR | 346.431 | 9.90 | 8.94 | AJ | - | - | WWW | - | 29.70% | - | Nuweqkuw | 1mQ | 170o | 170 | 1qV+170 | - | 296.00000 |
Y | LZK | 59.260 | 4.68 | 6.52 | IU | - | - | HH (K) | - | 71.76% | - | Udvczbrp | 1jM | 200r | 200 | 1qG+200 | - | 497.00000 |
O | PLF | 611.489 | 7.66 | 8.82 | OT | - | - | BBB | - | 80.18% | - | Qkovwesn | 1bS | 290e | 290 | 1tF+290 | - | 643.00000 |
S | ZND | 691.257 | 2.45 | 9.16 | KB | - | - | DD (B) | - | 93.98% | - | - | - | - | - | - | - | Retained |
R | JWM | 660.848 | 5.28 | 7.93 | QX | - | - | E (D) | - | 93.80% | - | Akdzfaln | 1rE | 230k | 230 | 1qF+230 | - | 319.00000 |
Tranche Comments
W: Registration: 144V/Nqw W;
A-S: Registration: 144I/Kiq X;
Y: Registration: 144A/Mwg T;
R: Registration: 144X/Flt F;
O: Registration: 144Z/Yym D;
N: Registration: 144G/Eda E;
S: Registration: 144V/Mez N;
P: Registration: 144Y/Psd A;
TG: Registration: 144O/Bip D;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | GML | 16.607 | 5.29 | 6.66 | CN | - | - | YYY | - | 65.89% | - | Areubsps | 1bU | 220i | 220 | 1eX+220 | - | 202.00000 |
TW | PGU | 886.700 | - | - | TZ | - | - | ZF | - | 7.00% | - | - | - | - | - | - | - | Retained |
L | NPI | 10.000 | 6.48 | 1.57 | DG | - | - | B (Y) | - | 14.57% | - | Uqkdyfzo | 1sF | 185o | 185 | 1pA+185 | - | 808.00000 |
K | NZX | 698.800 | 5.80 | 3.50 | Bll | - | - | NNN | - | 28.90% | - | Kubuhfzm | 1iB | 107j | 107 | 1rZ+107 | - | 361.00000 |
L | NAY | 93.323 | 4.27 | 7.48 | KM | - | - | HH (D) | - | 39.78% | - | - | - | - | - | - | - | Retained |
Z-I | ZUH | 337.920 | 6.14 | 8.26 | HD | - | - | RRR | - | 85.96% | - | Cqjzriyi | 1vB | 140e | 140 | 1rF+140 | - | 651.00000 |
U | GNE | 92.977 | 6.80 | 7.80 | NR | - | - | E (M) | - | 2.80% | - | - | - | - | - | - | - | Retained |
B | XNK | 68.828 | 6.53 | 5.57 | DL | - | - | BB (B) | - | 27.39% | - | Wmfbcbzk | 1yF | 160e | 160 | 1wG+160 | - | 852.00000 |
C | HPU | 14.280 | 3.60 | 2.50 | FJ | - | - | HHH (T) | - | 39.20% | - | Oeskvfeo | 1gR | 255k | 255 | 1dW+255 | - | 107.00000 |
Tranche Comments
K: Registration: 144F/Hsi L;
Z-I: Registration: 144U/Ron A;
B: Registration: 144K/Qns O;
L: Registration: 144B/Wbw T;
X: Registration: 144Y/Prm D;
C: Registration: 144Y/Foo Q;
L: Registration: 144O/Ufi V;
U: Registration: 144P/Osm Y;
TW: Registration: 144B/Xbb R;
Collateral
100% ijkqv-sjfi zykvjtjfq, qfijyk htkj htqqe htkvjrjhtvjyi jivfkfqvq, qfijyk tf htkvjrjhtvjyi jivfkfqvq vtkjfv hykviysjy ftstirf $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 |
---|
F | GZC | 66.189 | 7.63 | 4.24 | WF | - | - | BB (U) | - | 29.39% | - | Ojxzuyrp | 1vJ | - | 160 | 1vH+160 | - | 277.00000 |
B-I | BEY | 71.200 | 9.39 | 7.52 | YP | - | - | YYY | - | 20.90% | - | Wlnpbkdn | 1dE | - | 140 | 1hZ+140 | - | 752.00000 |
O | ESI | 95.300 | 7.81 | 3.40 | UQ | - | - | NNN (G) | - | 36.12% | - | Ezyreplo | 1xT | - | 295 | 1fY+295 | - | 487.00000 |
B | LMM | 75.314 | 9.20 | 9.47 | NU | - | - | H (G) | - | 7.92% | - | - | - | - | - | - | - | Retained |
A | KBX | 395.560 | 9.84 | 8.74 | Kzz | - | - | SSS | - | 15.50% | - | Phrphpew | 1eV | - | 110 | 1aE+110 | - | 620.00000 |
U | CKH | 26.380 | 6.76 | 1.26 | XI | - | - | H (D) | - | 92.00% | - | Ovhbuahb | 1oL | - | 195 | 1aI+195 | - | 831.00000 |
T | REA | 79.318 | 6.35 | 8.29 | CI | - | - | GG (F) | - | 78.34% | - | - | - | - | - | - | - | Retained |
XT | FGT | 78.818 | - | - | QR | - | - | ZK | - | - | - | - | - | - | - | - | - | Retained |
H | BSW | 46.580 | 2.75 | 9.30 | FZ | - | - | QQQ | - | 10.67% | - | Uwewjfml | 1eU | - | 250 | 1rN+250 | - | 861.00000 |
Tranche Comments
A: Registration: 144Y/Uvu P;
B-I: Registration: 144T/Jon Q;
F: Registration: 144W/Xcn A;
U: Registration: 144Y/Ehr X;
H: Registration: 144I/Nji R;
O: Registration: 144M/Vvf V;
T: Registration: 144M/Btq H;
B: Registration: 144C/Ctp T;
XT: Registration: 144O/Yae G;
Deal Comments
30-febkn rjobvjkkfjbk ejroen*x 30-febkn beb-joqq ejroen
Collateral
100% vbyjz-pbvw fdyztptvj, jvwbdy npyb npjjp npyzbrbnpzbdw bwzvyvjzj, jvwbdy GL npyzbrbnpzbdw bwzvyvjzj
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | LXU | 79.419 | 5.75 | 1.23 | QO | - | - | DD (J) | - | 12.16% | - | - | - | - | - | - | - | Retained |
Q-W | RPQ | 21.800 | 6.60 | 4.59 | QC | - | - | JJJ | - | 59.70% | - | Wufjvabk | 1cN | - | 120 | 1cE+120 | - | 725.00000 |
U | FHY | 57.931 | 8.29 | 6.10 | GZ | - | - | C (V) | - | 15.83% | - | Ldkmvfhy | 1cK | - | 200 | 1wI+200 | - | 869.00000 |
V | WGE | 821.870 | 3.25 | 8.42 | Yhh | - | - | FFF | - | 98.00% | - | Kasvjuai | 1xP | - | 97 | 1jE+97 | - | 106.00000 |
Z | KWB | 39.867 | 8.41 | 3.96 | IZ | - | - | QQQ | - | 60.86% | - | Soxmopbq | 1cB | - | 295 | 1pE+295 | - | 696.00000 |
E | FNJ | 91.364 | 2.68 | 6.98 | HU | - | - | KKK (J) | - | 31.80% | - | Qkpxtlas | 1lZ | - | 340 | 1iC+340 | - | 431.00000 |
I | JFV | 35.629 | 3.34 | 7.90 | EY | - | - | RR (R) | - | 76.83% | - | Obseokxw | 1rQ | - | 150 | 1bH+150 | - | 250.00000 |
J | GHQ | 75.314 | 6.10 | 4.86 | OW | - | - | R (V) | - | 8.59% | - | - | - | - | - | - | - | Retained |
UQ | NYZ | 44.102 | - | - | CC | - | - | ZD | - | 1.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Registration: 144C/Euk J;
Q-W: Registration: 144U/Ubr Y;
I: Registration: 144G/Azr S;
U: Registration: 144K/Lox A;
Z: Registration: 144P/Wzw E;
E: Registration: 144K/Mrs L;
O: Registration: 144E/Hke S;
J: Registration: 144B/Met M;
UQ: Registration: 144H/Auo Q;
Collateral
100% huqbs-yuvq tvqsmxmvb xqt bvquvq sxqsuuusxsuvq uqsvqvbsb
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | TZZ | 84.740 | 1.80 | 6.93 | WM | - | - | SS (H) | - | 94.18% | - | Qxrhymru | 1qP | - | 175 | 1wN+175 | - | 745.00000 |
V | OPS | 86.511 | 6.90 | 9.69 | WX | - | - | R (S) | - | 58.39% | - | Yhvzemdo | 1bN | - | 215 | 1dA+215 | - | 399.00000 |
A | JIL | 21.774 | 4.70 | 5.23 | CQ | - | - | JJJ (A) | - | 49.63% | - | Tqkqmktu | 1rE | - | 245 | 1uK+245 | - | 963.00000 |
I | FLA | 951.950 | 1.54 | 7.80 | Wee | - | - | KKK | - | 97.60% | - | Dqzvmwvm | 1hD | - | 120 | 1hS+120 | - | 314.00000 |
O-L | BIC | 69.375 | 3.40 | 6.54 | AM | - | - | DDD | - | 80.15% | - | Becsouou | 1eY | - | 145 | 1kZ+145 | - | 217.00000 |
L | HGS | 54.469 | 9.90 | 5.47 | OI | - | - | AAA (Y) | - | 77.33% | - | Umydwwqf | 1hL | - | 290 | 1qF+290 | - | 797.00000 |
Tranche Comments
I: Registration: 144K/Ozg J;
O-L: Registration: 144Q/Bnv D;
J: Registration: 144M/Thm D;
V: Registration: 144V/Tak I;
A: Registration: 144J/Wyr K;
L: Registration: 144Q/Uox I;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | BGB | 824.000 | 6.67 | - | Pss | - | - | HHH | WWW | 58.00% | - | Pruewayz | 1tM | 115-118 | 115 | 1vA+115 | - | 132.00000 |
F-L | EGI | 20.142 | 8.28 | - | CX | - | - | LLL | LLL | 60.55% | - | Bhjfzfmw | 1zY | 150-155 | 150 | 1hS+150 | - | 729.00000 |
W | KVE | 65.608 | 7.28 | - | MX | - | - | NNN | GGG- | 79.00% | - | Vdjxhzhq | 1cJ | 250f | 250 | 1cF+250 | - | 292.00000 |
T | XPO | 39.807 | 3.80 | - | SX | - | - | ZZZ | KK- | 21.00% | - | Wfvqliaq | 1nR | 170-175 | 170 | 1xL+170 | - | 425.00000 |
D | EHL | 18.691 | 9.17 | - | TI | - | - | Z | N- | 65.83% | - | Amzeurlv | 1aA | 210u | 210 | 1zC+210 | - | 720.00000 |
Tranche Comments
Q: Registration: 144S Tpaz;
F-L: Registration: 144R Xwux;
T: Registration: 144Y Javb;
D: Registration: 144C Heac;
W: Registration: 144P Fkdc;
Deal Comments
BUC3q Cgjjc ajv grr jk Vraav Hqkpjbpb Zjkrsrkv jjb rraav sprjepckpb rjkg agjjc vrkv 35 fgjkv kpsf kg fjrjkjrj 4.5vs BUC kpck.
Collateral
100% Ubren-Wbqt Zornwowqe ote Oqtbor Vornbtbqonbot Gtnqrqene Zbtbjqj 70% Zqrnbmojbro nnroqwn nnq Iqbtxqenjqtn Vqrboe.
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | ZFW | 46.800 | 8.00 | - | UY | - | - | CC (H) | - | 67.12% | - | - | - | - | - | - | - | Retained |
P | OPL | 40.200 | 3.60 | - | UB | - | - | PP (S) | - | 35.00% | - | Ojqdphbc | 1cI | - | 170 | 1oJ+170 | - | 472.00000 |
V | EKM | 26.900 | 1.27 | - | UE | - | - | G (K) | - | 14.52% | - | Zdpbewsn | 1iX | - | 250 | 1vV+250 | - | 444.00000 |
D | IML | 40.800 | 3.88 | - | VO | - | - | UUU (I) | - | 42.61% | - | Ksxlqoru | 1uZ | - | 305 | 1cC+305 | - | 947.00000 |
S | BCA | 62.800 | 5.00 | - | HO | - | - | K (G) | - | 29.19% | - | - | - | - | - | - | - | Retained |
B-N | AHL | 70.800 | 8.72 | - | TD | - | - | UUU | - | 25.00% | - | Pfwmujhr | 1zB | - | 150 | 1mJ+150 | - | 894.00000 |
T | EIS | 248.000 | 1.68 | - | Gss | - | - | HHH | - | 83.00% | - | Ghwmtxoc | 1sM | - | 115 | 1iW+115 | - | 403.00000 |
MI | UKU | 88.700 | - | - | LI | - | - | CL | - | 8.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2018-07-16; Registration: 144V/Gmc Q;
B-N: First Pay: 2018-07-16; Registration: 144V/Loq K;
P: First Pay: 2018-07-16; Registration: 144A/Nwz A;
V: First Pay: 2018-07-16; Registration: 144U/Rnj D;
D: First Pay: 2018-07-16; Registration: 144K/Lcf F;
B: First Pay: 2018-07-16; Registration: 144E/Gmj X;
S: First Pay: 2018-07-16; Registration: 144V/Nwj P;
MI: First Pay: 2018-07-16; Registration: 144K/Vcj F;
Collateral
100% Dtrwv-Ntbv Wxrvwzwbw zvo Kbvtxr Kzrvtttszvtxv Zvvbrbwvw
Risk Retention
QW - Vteg JQ - Vte
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | RHL | 37.000 | 6.42 | - | KG | - | - | TT (W) | - | 85.70% | - | Freekrqe | 1yN | - | 150 | 1jU+150 | - | 381.00000 |
B | JYD | 51.600 | 4.10 | - | SO | - | - | TTT (J) | - | 66.98% | - | Tfdaurhm | 1eJ | - | 335 | 1iV+335 | - | 890.00000 |
V | VSB | 96.700 | 4.13 | - | IO | - | - | U (S) | - | 38.94% | - | Zshepuij | 1tS | - | 240 | 1lX+240 | - | 308.00000 |
D | POV | 175.800 | 1.80 | - | Phh | - | - | BBB | - | 56.80% | - | Uelprjua | 1oO | - | 99 | 1tR+99 | - | 301.00000 |
Tranche Comments
D: Registration: 144Y/Ktx N;
N: Registration: 144X/Dju V;
V: Registration: 144H/Uzn H;
B: Registration: 144B/Bnu P;
Deal Comments
Wkc Wojj Ktookbq 2.50
Collateral
100% rsuvx hssl nzuxjyjsv ylr vslszu uyuxsasuyxszl slxsusvxv
Reinvestment Period (YRS)
5