| 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 |
|---|
| A | ULC | 61.837 | 9.31 | - | XXX | FFF | - | - | 52.50% | - | Uqzzl | M-Wxfgc | - | 165 | 4.25% | 4.296% | 51.78579 |
| F | QOB | 13.770 | 6.64 | - | OJ | BB | - | - | 2.76% | - | Pajqt | J-Wmfyv | - | 600 | 6.50% | 8.646% | 33.53857 |
| F | ONL | 83.365 | 4.34 | - | OOO | SSS | - | - | 41.10% | - | Imnra | Q-Fmcnk | - | 300 | 5.58% | 5.646% | 19.84906 |
| T | FFF | 96.996 | 4.46 | - | V | T | - | - | 17.70% | - | Fiyuy | L-Nirrp | - | 205 | 4.65% | 4.696% | 93.35907 |
| O | QEZ | 44.786 | 8.64 | - | EX | D | - | - | 1.50% | - | Drpix | A-Kaglg | - | 950 | 8.00% | 12.146% | 59.13551 |
Tranche Comments
A: First Pay: 2022-06-15; Registration: 144Y/Wae G;
T: First Pay: 2022-06-15; Registration: 144F/Odz G;
F: First Pay: 2022-06-15; Registration: 144P/Wvt S;
F: First Pay: 2022-06-15; Registration: 144W/Erj E;
O: First Pay: 2022-06-15; Registration: 144H/Zmq J;
Pricing Speed
15% JDP, 10% Jfpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VYG | 32.620 | 9.50 | - | NNN | AAA | - | - | 97.69% | - | Zhbai | Ufmip | 345-355 | 320 | 3.42% | 3.449% | 16.14660 |
| M | AZM | 39.916 | 4.29 | - | X | P | - | - | 7.20% | - | Mryjj | Mqegh | 850-860 | 830 | 6.50% | 8.549% | 57.31440 |
| J | KAP | 33.300 | 9.79 | - | D | W | - | - | 58.19% | - | Sopfj | Ttvha | 225-230 | 200 | 2.23% | 2.249% | 48.31492 |
| U | ZYL | 75.540 | 3.64 | - | DD | II | - | - | 75.90% | - | Qorax | Ipuxp | 640-650 | 620 | 5.50% | 6.449% | 55.68993 |
| C | BGH | 31.227 | 1.93 | - | TTT | XXX | - | - | 99.76% | - | Wfbhp | Xnjre | 130-135 | 115 | 1.39% | 1.399% | 67.17064 |
Tranche Comments
C: First Pay: 2020-10-09; Registration: 144X/Azh N;
J: First Pay: 2020-10-09; Registration: 144G/Ohq D;
R: First Pay: 2020-10-09; Registration: 144G/Dtx I;
U: First Pay: 2020-10-09; Registration: 144Y/Dzp R;
M: First Pay: 2020-10-09; Registration: 144K/Woa R;
Pricing Speed
15% ANS, 10% Aqyy