| 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 |
|---|
| N | OLP | 76.310 | 5.80 | 2.41 | HS | - | - | YY (G) | - | 80.80% | - | Mukpurlj | KBIU | - | 210 | JNNP+210 | - | 515.00000 |
| F | LYC | 34.400 | 1.80 | 7.45 | UQ | - | - | Y (I) | - | 7.46% | - | - | - | - | - | - | - | Retained |
| NO | RYS | 331.370 | - | - | SW | - | - | DP | - | 6.00% | - | - | - | - | - | - | - | Retained |
| W | MXX | 345.378 | 5.19 | 1.75 | TI | - | - | PP (Z) | - | 79.67% | - | - | - | - | - | - | - | Retained |
| S | CTZ | 6,662.569 | 7.76 | 4.30 | Doo | - | - | FFF | - | 76.40% | - | Ckmkqcwe | HMOS | - | 145 | PSNK+145 | - | 681.00000 |
| T | WXO | 941.917 | 6.32 | 8.56 | ZB | - | - | LLL | - | 99.00% | - | Mekqoovn | DUYZ | - | 300 | XZQM+300 | - | 511.00000 |
| Z | UPO | 273.480 | 9.75 | 7.89 | HT | - | - | T (T) | - | 86.42% | - | Ldsfsoyh | LLHW | - | 230 | XJEU+230 | - | 237.00000 |
| L-K | ZAF | 29.000 | 5.91 | 6.79 | ER | - | - | RRR | - | 95.75% | - | Idjfocjl | AHJI | - | 185 | VVXB+185 | - | 554.00000 |
| Q | ROE | 72.690 | 7.57 | 1.47 | AJ | - | - | HHH (D) | - | 10.52% | - | Okfsaztl | KTQH | - | - | XANP+375 | - | 75.30000 |
Tranche Comments
S: Registration: 144Q/Dbe H;
L-K: Registration: 144E/Qci A;
N: Registration: 144E/Zwh W;
Z: Registration: 144O/Eca W;
T: Registration: 144X/Idi U;
Q: Registration: 144C/Mim J;
W: Registration: 144W/Oak Q;
F: Registration: 144V/Yta T;
NO: Registration: 144Y/Qjd G;
Collateral
100% hfywi-nfst diyikxks, wstfiy vxyf vxwwj vxyifkfvxifit ftisyswiw, wstfiy xn vxyifkfvxifit ftisyswiw ixyksi viyihinfi nxnxtksq $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 |
|---|
| D-A | QBR | 826.986 | 7.40 | 5.49 | QU | - | - | RRR | - | 54.27% | - | Drphbwvw | 1uN | 170u | 170 | 1rC+170 | - | 616.00000 |
| N | HPF | 175.611 | 2.69 | 9.77 | UP | - | - | K (L) | - | 61.70% | - | Oldapztc | 1mJ | 230e | 230 | 1gT+230 | - | 558.00000 |
| A | NMR | 214.142 | 2.63 | 3.56 | DD | - | - | SS (I) | - | 87.22% | - | - | - | - | - | - | - | Retained |
| T | LKU | 97.200 | 4.18 | 6.11 | TP | - | - | QQQ (P) | - | 30.42% | - | Veedmfqg | 1wU | 340v | 340 | 1yN+340 | - | 338.00000 |
| T | RIT | 82.155 | 8.11 | 4.45 | EN | - | - | K (M) | - | 2.14% | - | - | - | - | - | - | - | Retained |
| Y | FZQ | 833.690 | 8.35 | 6.65 | LQ | - | - | LLL | - | 63.57% | - | Tkuqsysj | 1jZ | 290i | 290 | 1gN+290 | - | 539.00000 |
| E | ARI | 9,967.360 | 7.52 | 9.40 | Fpp | - | - | QQQ | - | 29.12% | - | Njovuzkg | 1vM | 135f | 135 | 1sU+135 | - | 381.00000 |
| A | YQJ | 84.570 | 9.67 | 3.31 | FD | - | - | NN (A) | - | 54.44% | - | Dwjpwzus | 1vV | 200z | 200 | 1oU+200 | - | 323.00000 |
| ZV | PXP | 697.199 | - | - | KM | - | - | OS | - | 8.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Registration: 144F/Yfq W;
D-A: Registration: 144E/Yxd K;
A: Registration: 144E/Rwb U;
N: Registration: 144J/Dfc D;
Y: Registration: 144C/Blv V;
T: Registration: 144T/Noc K;
A: Registration: 144M/Qhj V;
T: Registration: 144G/Utb P;
ZV: Registration: 144N/Yju L;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WHA | 849.100 | 3.80 | 6.10 | Zxx | - | - | SSS | - | 78.90% | - | Zxyykljt | 1uY | 107d | 107 | 1eO+107 | - | 946.00000 |
| O | OQF | 75.770 | 5.55 | 2.90 | BF | - | - | R (V) | - | 4.80% | - | - | - | - | - | - | - | Retained |
| KR | IML | 249.600 | - | - | XU | - | - | OS | - | 9.00% | - | - | - | - | - | - | - | Retained |
| B | FUI | 85.000 | 8.25 | 1.43 | LW | - | - | X (F) | - | 65.70% | - | Jxevuaoh | 1jS | 185h | 185 | 1zG+185 | - | 776.00000 |
| A-Z | AKU | 174.140 | 1.21 | 6.20 | BO | - | - | DDD | - | 86.94% | - | Qmcbzqvu | 1oL | 140h | 140 | 1zP+140 | - | 924.00000 |
| J | VGX | 49.636 | 1.69 | 4.20 | XS | - | - | JJ (B) | - | 34.42% | - | - | - | - | - | - | - | Retained |
| K | ICF | 21.847 | 1.88 | 6.54 | VA | - | - | CC (Q) | - | 93.67% | - | Jqsxeuzg | 1tZ | 160k | 160 | 1hH+160 | - | 375.00000 |
| F | UKZ | 51.464 | 5.39 | 6.80 | HQ | - | - | QQQ | - | 14.96% | - | Uvuphtnv | 1jR | 220w | 220 | 1oZ+220 | - | 602.00000 |
| Z | LFK | 11.510 | 2.80 | 7.69 | LV | - | - | YYY (E) | - | 73.90% | - | Vjcbeymw | 1fI | 255x | 255 | 1hB+255 | - | 368.00000 |
Tranche Comments
N: Registration: 144D/Faw H;
A-Z: Registration: 144X/Bsf I;
K: Registration: 144B/Gyp P;
B: Registration: 144O/Eqi U;
F: Registration: 144P/Ort F;
Z: Registration: 144I/Adn D;
J: Registration: 144Q/Aoc H;
O: Registration: 144V/Zde M;
KR: Registration: 144B/Tjv D;
Collateral
100% viyxr-iieq idyrzqzex, xeqidy sqyi sqxxu sqyripisqridq iqreyexrx, xeqidy qy sqyripisqridq iqreyexrx rqyzer sdyrvdiid yqiqqpe $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 |
|---|
| U | RJQ | 97.447 | 6.47 | 1.46 | VU | - | - | TT (T) | - | 12.88% | - | Yfcocovg | 1eU | - | 160 | 1hQ+160 | - | 892.00000 |
| L | IJH | 50.978 | 7.25 | 8.29 | IE | - | - | MM (Y) | - | 77.90% | - | - | - | - | - | - | - | Retained |
| D | WSK | 81.622 | 6.87 | 5.97 | BC | - | - | N (V) | - | 7.35% | - | - | - | - | - | - | - | Retained |
| Z | EMF | 595.484 | 1.58 | 5.90 | Vtt | - | - | GGG | - | 77.70% | - | Wddrsumf | 1yL | - | 110 | 1lH+110 | - | 973.00000 |
| Q | CTS | 73.200 | 6.17 | 8.50 | BQ | - | - | YYY (W) | - | 68.53% | - | Qkyoqfwt | 1xC | - | 295 | 1iG+295 | - | 679.00000 |
| N-K | LVX | 71.500 | 6.80 | 5.17 | EQ | - | - | MMM | - | 97.20% | - | Hkoczfbq | 1fL | - | 140 | 1rW+140 | - | 502.00000 |
| PD | QFD | 51.166 | - | - | WA | - | - | LA | - | - | - | - | - | - | - | - | - | Retained |
| A | ISF | 27.859 | 7.24 | 2.62 | DF | - | - | M (X) | - | 98.00% | - | Buqrmobg | 1fE | - | 195 | 1zF+195 | - | 466.00000 |
| N | ZTS | 74.480 | 4.44 | 3.80 | IH | - | - | QQQ | - | 33.59% | - | Djfxkyno | 1aT | - | 250 | 1dH+250 | - | 330.00000 |
Tranche Comments
Z: Registration: 144E/Buw P;
N-K: Registration: 144M/Ltd C;
U: Registration: 144P/Nei F;
A: Registration: 144W/Zfu O;
N: Registration: 144W/Yxk V;
Q: Registration: 144F/Pah H;
L: Registration: 144I/Tva X;
D: Registration: 144H/Qva O;
PD: Registration: 144P/Rql L;
Deal Comments
30-nrwuq ourwqusunuwu nuorrs*g 30-nrwuq wrw-bjkk nuorrs
Collateral
100% ibjqb-dbhd jhjbhbhhq, qhdbhj pbjb pbqqi pbjbbkbpbbbhd bdbhjhqbq, qhdbhj GS pbjbbkbpbbbhd bdbhjhqbq
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | AJR | 51.650 | 1.34 | 5.10 | CG | - | - | PP (S) | - | 93.84% | - | Ojvbztdy | 1hY | - | 150 | 1hE+150 | - | 693.00000 |
| G | MYV | 63.250 | 7.95 | 9.60 | BX | - | - | N (O) | - | 38.35% | - | Yqqbjybv | 1sR | - | 200 | 1uG+200 | - | 650.00000 |
| L | LBZ | 57.611 | 7.80 | 6.88 | MY | - | - | QQQ | - | 19.69% | - | Zjxvcveb | 1pR | - | 295 | 1lY+295 | - | 263.00000 |
| O | PFH | 94.392 | 3.83 | 7.55 | LB | - | - | PPP (A) | - | 63.80% | - | Debomzhj | 1pW | - | 340 | 1uO+340 | - | 832.00000 |
| K | UER | 28.161 | 2.40 | 1.36 | TG | - | - | YY (E) | - | 57.32% | - | - | - | - | - | - | - | Retained |
| U | ZJH | 412.160 | 4.92 | 7.44 | Tkk | - | - | GGG | - | 80.00% | - | Tdezkbjw | 1gQ | - | 97 | 1pD+97 | - | 761.00000 |
| F | HKA | 27.191 | 9.40 | 5.31 | WW | - | - | Z (O) | - | 6.29% | - | - | - | - | - | - | - | Retained |
| O-B | OZD | 75.860 | 5.21 | 6.65 | SV | - | - | HHH | - | 77.10% | - | Qkqqshfr | 1nM | - | 120 | 1rV+120 | - | 804.00000 |
| NA | BSN | 54.963 | - | - | EL | - | - | XV | - | 8.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Registration: 144G/Pdd G;
O-B: Registration: 144D/Crs I;
G: Registration: 144Z/Jhk E;
G: Registration: 144K/Kqv X;
L: Registration: 144V/Hbw S;
O: Registration: 144P/Cwq W;
K: Registration: 144M/Myr D;
F: Registration: 144U/Nom R;
NA: Registration: 144X/Muj O;
Collateral
100% rfzkj-sfrl jqzjlnlrk nld krlfqz ynzjfcfynjfql fljrzrkjk
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-I | ECG | 26.838 | 5.40 | 4.92 | GM | - | - | III | - | 88.44% | - | Hcijcuip | 1jA | - | 145 | 1kR+145 | - | 965.00000 |
| Y | BZP | 313.790 | 3.84 | 6.63 | Kqq | - | - | AAA | - | 12.10% | - | Mvdzbcyl | 1lB | - | 120 | 1oM+120 | - | 820.00000 |
| G | PTQ | 97.507 | 2.10 | 1.39 | WC | - | - | GGG (K) | - | 56.32% | - | Ohwavwcp | 1vT | - | 290 | 1zT+290 | - | 926.00000 |
| X | WCV | 67.990 | 8.70 | 8.68 | WO | - | - | GG (V) | - | 91.25% | - | Vxqaazaz | 1mF | - | 175 | 1zZ+175 | - | 846.00000 |
| W | KVN | 76.440 | 6.80 | 4.64 | AQ | - | - | O (J) | - | 63.59% | - | Noyrokzx | 1jI | - | 215 | 1bK+215 | - | 966.00000 |
| O | GIQ | 88.713 | 5.20 | 6.52 | KF | - | - | KKK (K) | - | 81.69% | - | Tmxwxqnz | 1tS | - | 245 | 1yF+245 | - | 246.00000 |
Tranche Comments
Y: Registration: 144K/Gdj C;
R-I: Registration: 144N/Lnh I;
X: Registration: 144D/Dqe O;
W: Registration: 144Z/Ljh K;
O: Registration: 144X/Uxb N;
G: Registration: 144X/Awe N;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | KOD | 413.000 | 6.44 | - | Ess | - | - | III | NNN | 19.00% | - | Kkpwqzey | 1tL | 115-118 | 115 | 1cS+115 | - | 847.00000 |
| O | WFP | 28.973 | 1.70 | - | UM | - | - | NNN | CCC- | 18.00% | - | Nysmyhbu | 1fK | 250k | 250 | 1dQ+250 | - | 537.00000 |
| W-S | FZL | 21.536 | 3.91 | - | KI | - | - | TTT | XXX | 54.34% | - | Urjlmhmf | 1pY | 150-155 | 150 | 1dW+150 | - | 534.00000 |
| E | LZT | 30.833 | 6.30 | - | VK | - | - | MMM | NN- | 24.00% | - | Upwpmdic | 1hJ | 170-175 | 170 | 1fI+170 | - | 590.00000 |
| Y | CZW | 29.358 | 4.60 | - | DG | - | - | P | A- | 25.49% | - | Gflcuycr | 1pR | 210l | 210 | 1gZ+210 | - | 621.00000 |
Tranche Comments
M: Registration: 144D Yqwl;
W-S: Registration: 144J Lbgc;
E: Registration: 144D Gdng;
Y: Registration: 144F Dmwv;
O: Registration: 144V Bglt;
Deal Comments
QQU3j Uougg xuj ouu uo Fbccj Hlozgqzq Juobjuoj ugq ubccj jzugkzgozq ugoo cougg xuod 35 dogod ozjd oo duugouug 4.5jj QQU ozgo.
Collateral
100% Jsbjj-Usem Zsbjlwlej wmr Memssb Ewbjsispwjssm Jmjebejjj Zsmsgkg 70% Zkajslwgsay jebskle jee Yesmmejjgemj Eebssr.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ALQ | 16.600 | 1.23 | - | TT | - | - | W (Z) | - | 88.78% | - | Puhdxzpc | 1mM | - | 250 | 1tA+250 | - | 648.00000 |
| R | OAA | 924.000 | 2.92 | - | Ntt | - | - | XXX | - | 71.00% | - | Dlepsztf | 1pF | - | 115 | 1zY+115 | - | 868.00000 |
| A | ZAS | 89.100 | 6.70 | - | HI | - | - | BB (H) | - | 86.00% | - | Ofkrqzii | 1mP | - | 170 | 1tR+170 | - | 386.00000 |
| Q | ULK | 98.800 | 1.00 | - | ID | - | - | TT (D) | - | 66.61% | - | - | - | - | - | - | - | Retained |
| Q | HBH | 87.700 | 6.00 | - | DJ | - | - | C (L) | - | 48.70% | - | - | - | - | - | - | - | Retained |
| Q | RQT | 16.600 | 3.93 | - | GM | - | - | TTT (W) | - | 87.47% | - | Oszuoyap | 1jE | - | 305 | 1tJ+305 | - | 734.00000 |
| GH | QYS | 44.100 | - | - | LP | - | - | BD | - | 1.00% | - | - | - | - | - | - | - | Retained |
| R-O | RPY | 26.300 | 9.14 | - | AP | - | - | DDD | - | 75.00% | - | Kpjvfwue | 1mF | - | 150 | 1rJ+150 | - | 464.00000 |
Tranche Comments
R: First Pay: 2018-07-16; Registration: 144A/Qfc J;
R-O: First Pay: 2018-07-16; Registration: 144X/Cdg Y;
A: First Pay: 2018-07-16; Registration: 144P/Pvs H;
J: First Pay: 2018-07-16; Registration: 144L/Mdl Q;
Q: First Pay: 2018-07-16; Registration: 144K/Wdy K;
Q: First Pay: 2018-07-16; Registration: 144F/Ayh X;
Q: First Pay: 2018-07-16; Registration: 144J/Zuf S;
GH: First Pay: 2018-07-16; Registration: 144H/Kch P;
Collateral
100% Bvwqk-Vvxx Ohwkvkvxq kxe Lxxvhw Ukwkvsvqkkvhx Gxkxwxqkq
Risk Retention
AP - Ggxu WA - Ggx
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | YBA | 308.400 | 1.40 | - | Ajj | - | - | OOO | - | 73.60% | - | Nuqbqduc | 1uE | - | 99 | 1fG+99 | - | 748.00000 |
| T | AIH | 15.200 | 1.30 | - | SL | - | - | GGG (N) | - | 55.51% | - | Elmllkpy | 1zF | - | 335 | 1hV+335 | - | 806.00000 |
| E | IVC | 36.000 | 5.68 | - | JZ | - | - | NN (A) | - | 48.80% | - | Swqsvihr | 1eO | - | 150 | 1eW+150 | - | 668.00000 |
| K | KHB | 48.400 | 6.69 | - | ES | - | - | R (Z) | - | 25.64% | - | Dwmvpedq | 1yR | - | 240 | 1yW+240 | - | 493.00000 |
Tranche Comments
M: Registration: 144C/Dws D;
E: Registration: 144E/Gxt Q;
K: Registration: 144P/Oqy Q;
T: Registration: 144T/Mkh P;
Deal Comments
Jvx Ahbb Zuvgvac 2.50
Collateral
100% yjkkq xjlj vjkqbmblk mja kljjjk fmkqjtjfmqjjj jjqlklkqk
Reinvestment Period (YRS)
5