| 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 |
|---|
| W | AXK | 43.144 | 4.98 | - | FFF | NNN | - | - | 91.50% | - | Ihybs | M-Qfbrl | - | 165 | 4.25% | 4.296% | 48.43839 |
| U | MKR | 86.630 | 4.57 | - | OOO | SSS | - | - | 12.60% | - | Kwbew | Q-Zqssf | - | 300 | 5.58% | 5.646% | 44.44682 |
| B | HAR | 56.764 | 7.27 | - | E | X | - | - | 67.50% | - | Gjbuv | F-Xtacc | - | 205 | 4.65% | 4.696% | 75.62841 |
| W | QFW | 75.134 | 3.71 | - | ZA | ZZ | - | - | 4.17% | - | Bvqai | L-Rycfe | - | 600 | 6.50% | 8.646% | 91.78454 |
| L | GTK | 32.824 | 7.43 | - | JQ | V | - | - | 1.40% | - | Kfspl | T-Unrrt | - | 950 | 8.00% | 12.146% | 19.51647 |
Tranche Comments
W: First Pay: 2022-06-15; Registration: 144B/Akg I;
B: First Pay: 2022-06-15; Registration: 144J/Fsx N;
U: First Pay: 2022-06-15; Registration: 144E/Ovu A;
W: First Pay: 2022-06-15; Registration: 144P/Kmq R;
L: First Pay: 2022-06-15; Registration: 144L/Akd O;
Pricing Speed
15% NXV, 10% Ncyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YZZ | 53.770 | 2.96 | - | K | F | - | - | 83.49% | - | Bwyzr | Gfwuv | 225-230 | 200 | 2.23% | 2.249% | 61.30847 |
| F | MGY | 86.620 | 9.70 | - | ZZ | NN | - | - | 81.90% | - | Ilgpn | Hutri | 640-650 | 620 | 5.50% | 6.449% | 39.90363 |
| K | KIS | 89.770 | 6.62 | - | AAA | EEE | - | - | 36.82% | - | Lrgrt | Hrcnj | 345-355 | 320 | 3.42% | 3.449% | 39.60573 |
| V | BTC | 45.799 | 4.75 | - | N | G | - | - | 9.50% | - | Fnxlf | Flant | 850-860 | 830 | 6.50% | 8.549% | 54.78570 |
| Z | BYY | 42.293 | 1.80 | - | VVV | JJJ | - | - | 50.99% | - | Hgquz | Xkmmg | 130-135 | 115 | 1.39% | 1.399% | 18.90065 |
Tranche Comments
Z: First Pay: 2020-10-09; Registration: 144A/Obx I;
S: First Pay: 2020-10-09; Registration: 144L/Man F;
K: First Pay: 2020-10-09; Registration: 144V/Zqt R;
F: First Pay: 2020-10-09; Registration: 144X/Pdz D;
V: First Pay: 2020-10-09; Registration: 144A/Eqp L;
Pricing Speed
15% GEW, 10% Gbvv