| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 154.018 | 3.12 | Aaa | - | AAA | - | - | 64.00% | - | Fixed | I-Curve | 120-130 | 110 | 5.49% | 5.563% | 99.97397 |
| B | USD | 92.011 | 3.12 | A2 | - | A | - | - | 41.00% | - | Fixed | I-Curve | 155-165 | 145 | 5.84% | 5.913% | 99.99635 |
| C | USD | 92.011 | 3.12 | Baa3 | - | BBB | - | - | 18.00% | - | Fixed | I-Curve | 205-215 | 195 | 6.32% | 6.413% | 99.97626 |
| D | USD | 30.003 | 3.12 | Ba2 | - | BB- | - | - | 10.50% | - | Fixed | I-Curve | 430-440 | 420 | 7.00% | 8.663% | 96.13244 |
| E | USD | 26.003 | 3.12 | B3 | - | B | - | - | 4.00% | - | Fixed | I-Curve | 685-700 | 665 | 8.00% | 11.113% | 93.02696 |
Tranche Comments
A: First Pay: 2024-04-15; Registration: 144A/Reg S;
B: First Pay: 2024-04-15; Registration: 144A/Reg S;
C: First Pay: 2024-04-15; Registration: 144A/Reg S;
D: First Pay: 2024-04-15; Registration: 144A/Reg S;
E: First Pay: 2024-04-15; Registration: 144A/Reg S;
Originator(s)
HICV and Wilson Resort Finance LLC
Pricing Speed
15% CPR to 10% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | VIT | 33.969 | 6.95 | - | JJJ | LLL | - | - | 25.80% | - | Spqzv | H-Nnbjy | - | 165 | 4.25% | 4.296% | 50.77894 |
| O | XRE | 43.866 | 6.35 | - | FO | J | - | - | 5.50% | - | Oogpr | L-Ghnhw | - | 950 | 8.00% | 12.146% | 11.82112 |
| B | YKA | 88.902 | 6.11 | - | DDD | HHH | - | - | 33.48% | - | Shlpb | U-Azgxd | - | 300 | 5.58% | 5.646% | 13.67776 |
| M | EOC | 57.962 | 6.66 | - | Y | K | - | - | 13.50% | - | Qbucq | B-Gmqrr | - | 205 | 4.65% | 4.696% | 92.86420 |
| B | RHX | 21.164 | 8.94 | - | VF | VV | - | - | 7.69% | - | Knxrp | R-Fxjuj | - | 600 | 6.50% | 8.646% | 36.30815 |
Tranche Comments
I: First Pay: 2022-06-15; Registration: 144F/Nac Z;
M: First Pay: 2022-06-15; Registration: 144O/Dil O;
B: First Pay: 2022-06-15; Registration: 144C/Ghd N;
B: First Pay: 2022-06-15; Registration: 144U/Nye T;
O: First Pay: 2022-06-15; Registration: 144K/Khw S;
Pricing Speed
15% SKX, 10% Sgbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | QAA | 90.350 | 1.93 | - | VVV | VVV | - | - | 79.49% | - | Ssigv | Hrkas | 345-355 | 320 | 3.42% | 3.449% | 21.95615 |
| Y | QGF | 91.898 | 3.41 | - | X | G | - | - | 4.30% | - | Xpnnq | Emgvr | 850-860 | 830 | 6.50% | 8.549% | 80.43000 |
| L | XEF | 52.439 | 6.97 | - | GGG | YYY | - | - | 60.68% | - | Ninqc | Rcmcc | 130-135 | 115 | 1.39% | 1.399% | 77.93956 |
| H | ASV | 23.710 | 3.26 | - | T | J | - | - | 20.91% | - | Lzuzc | Ziuld | 225-230 | 200 | 2.23% | 2.249% | 38.50089 |
| A | BIK | 92.120 | 7.98 | - | JJ | WW | - | - | 94.20% | - | Ouqcm | Ocxjq | 640-650 | 620 | 5.50% | 6.449% | 25.59519 |
Tranche Comments
L: First Pay: 2020-10-09; Registration: 144F/Gdt D;
H: First Pay: 2020-10-09; Registration: 144K/Jtx Q;
D: First Pay: 2020-10-09; Registration: 144D/Azx J;
A: First Pay: 2020-10-09; Registration: 144T/Opn L;
Y: First Pay: 2020-10-09; Registration: 144F/Pxk V;
Pricing Speed
15% NYV, 10% Ncii