| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 114.400 | 3.03 | 5.03 | Aaa | - | - | AAA | - | - | - | Floating | 1mL | - | 98 | 1mL+98 | - | 100.00000 |
| B | USD | 26.300 | 3.03 | 5.03 | Aa3 | - | - | AA | - | - | - | Floating | 1mL | - | 135 | 1mL+135 | - | 100.00000 |
| C | USD | 19.600 | 3.03 | 5.03 | A3 | - | - | A (H) | - | - | - | Floating | 1mL | - | 170 | 1mL+170 | - | 100.00000 |
| D | USD | 31.200 | 3.03 | 5.03 | NR | - | - | A (L) | - | - | - | Floating | 1mL | - | 205 | 1mL+205 | - | 100.00000 |
| E | USD | 35.200 | 3.03 | 5.03 | NR | - | - | BBB (L) | - | - | - | Floating | 1mL | - | 235 | 1mL+235 | - | 100.00000 |
| F | USD | 45.500 | 3.03 | 5.03 | NR | - | - | BB (L) | - | - | - | Floating | 1mL | - | 300 | 1mL+300 | - | 100.00000 |
| G | USD | 45.500 | 3.03 | 5.03 | NR | - | - | B (L) | - | - | - | Floating | 1mL | - | 375 | 1mL+375 | - | 100.00000 |
| J | USD | 5.300 | 3.03 | 5.03 | NR | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
| HRR | USD | 17.000 | 3.03 | 5.03 | NR | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Comments: Preplaced;
HRR: Comments: Preplaced;
Collateral
Montage Laguna Beach, a 258‐key luxury resort built located in Laguna Beach, California
Risk Retention
Horizontal/Third Party Purchaser
AllReportsSurveillanceOther