| 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
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZPP | VWU | 31.000 | 6.55 | 4.43 | FG | - | - | S (U) | - | - | 99.6% | - | - | - | - | - | - | Retained |
| H | QCI | 862.600 | 2.85 | 5.74 | Ao3 | - | - | AA (R) | - | - | 97.0% | Azhdxvlh | 1mF | 140q | 140 | 1aY+140 | - | 550.00000 |
| H | MUA | 783.484 | 6.38 | 1.36 | AX | - | - | G (Z) | - | - | 80.7% | Uxfudqfk | 1pY | 225z | 225 | 1lH+225 | - | 634.00000 |
| S | YTR | 957.800 | 5.95 | 6.26 | Xvv | - | - | UUU | - | - | 53.4% | Ayjjsiwy | 1wA | 105g | 105 | 1vB+105 | - | 575.00000 |
| T | LEH | 280.570 | 7.28 | 9.96 | LY | - | - | YYY (L) | - | - | 87.2% | Ludbcevt | 1mU | 275m | 275 | 1qN+275 | - | 199.00000 |
| N | FNA | 96.700 | 9.53 | 8.63 | L3 | - | - | PP (N) | - | - | 49.4% | Bozkdyno | 1zD | 175g | 175 | 1qA+175 | - | 815.00000 |
| V | YVI | 124.286 | 7.10 | 3.74 | NS | - | - | QQ (P) | - | - | 21.8% | Zusvqfiz | 1oJ | 325i | 325 | 1yH+325 | - | 450.00000 |
| M | KYS | 433.845 | 9.67 | 8.14 | SY | - | - | G (E) | - | - | 56.1% | - | - | - | - | - | - | Retained |
Tranche Comments
H: Registration: 144B/Dvp H;
N: Registration: 144H/Pmu S;
H: Registration: 144T/Yxc U;
T: Registration: 144A/Cbe H;
V: Registration: 144Y/Cye U;
M: Registration: 144W/Vfl L; Comments: Xvjxazija;
ZPP: Registration: 144O/Bra A; Comments: Zmefebveb;