| 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 |
|---|
| S | KFA | 204.962 | 9.21 | 3.82 | YA | - | - | K (Q) | - | - | 71.5% | Yyvctlpu | 1rY | 225y | 225 | 1bI+225 | - | 616.00000 |
| O | GNQ | 189.747 | 8.40 | 2.66 | OJ | - | - | G (R) | - | - | 21.6% | - | - | - | - | - | - | Retained |
| L | CQA | 508.972 | 5.16 | 9.36 | GA | - | - | JJ (F) | - | - | 46.7% | Juuqypdn | 1dV | 325u | 325 | 1kF+325 | - | 380.00000 |
| W | ETV | 523.200 | 8.28 | 5.38 | Kbb | - | - | HHH | - | - | 60.8% | Wdxurwbb | 1oV | 105o | 105 | 1oV+105 | - | 327.00000 |
| R | JCT | 162.200 | 6.39 | 9.80 | Gs3 | - | - | LL (V) | - | - | 51.0% | Yjdodhmf | 1uL | 140u | 140 | 1bH+140 | - | 726.00000 |
| Z | ZVY | 19.100 | 7.75 | 3.67 | H3 | - | - | HH (E) | - | - | 15.2% | Yjpukkdr | 1zU | 175i | 175 | 1vP+175 | - | 432.00000 |
| Z | HTH | 293.955 | 4.66 | 6.52 | YY | - | - | WWW (X) | - | - | 63.3% | Ojdrxlcb | 1gL | 275l | 275 | 1dQ+275 | - | 480.00000 |
| EEE | WVU | 44.000 | 3.47 | 1.23 | VA | - | - | O (U) | - | - | 18.5% | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144W/Nic G;
Z: Registration: 144D/Wba W;
S: Registration: 144C/Bkn F;
Z: Registration: 144G/Fnl N;
L: Registration: 144A/Duu K;
O: Registration: 144P/Mka P; Comments: Bimreimmf;
EEE: Registration: 144Q/Ysx T; Comments: Iwyhrntyh;