Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 105.810 | 0.90 | Aaa | - | - | AAA | - | - | - | Fixed | EDSF | 45-48 | 40 | 0.690% | 0.692% | 99.99909 |
B | USD | 16.280 | 2.27 | Aa1 | - | - | AA (H) | - | - | - | Fixed | Swaps | 75 | 75 | 1.49% | 1.504% | 99.97919 |
C | USD | 8.140 | 2.62 | Aa3 | - | - | AA (L) | - | - | - | Fixed | Swaps | 95-100 | 95 | 1.79% | 1.804% | 99.98144 |
D | USD | 23.990 | 3.06 | Baa1 | - | - | BBB | - | - | - | Fixed | Swaps | 125-135 | 115 | 2.11% | 2.122% | 99.99205 |
E | USD | 11.140 | 3.18 | Ba3 | - | - | BB | - | - | - | Fixed | Swaps | 315-335 | 350 | 4.45% | 4.493% | 99.99546 |
Tranche Comments
A: First Pay: 2021-12-13; Registration: 144A Only;
B: First Pay: 2021-12-13; Registration: 144A Only;
C: First Pay: 2021-12-13; Registration: 144A Only;
D: First Pay: 2021-12-13; Registration: 144A Only;
E: First Pay: 2021-12-13; Registration: 144A Only;
Originator(s)
CIG Financial
Risk Retention
US - Yes; EU - No
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | CRM | 3.430 | 2.32 | E1 | - | - | Z | - | - | - | Iyzui | Puoix | 170-180 | 155 | 1.75% | 1.766% | 57.56930 |
M | ILT | 41.900 | 4.70 | Ah3 | - | - | BB | - | - | - | Nakrs | Kzdfd | 440-450 | 425 | 4.43% | 4.472% | 96.86790 |
I | RSZ | 411.150 | 2.34 | Vss | - | - | FFF | - | - | - | Kyuak | AWRG | 50-55 | 45 | 0.68% | 0.686% | 34.94823 |
D | BBR | 25.710 | 7.99 | Prr2 | - | - | QQQ | - | - | - | Ufoks | Noaku | 235-245 | 215 | 2.35% | 2.371% | 14.46823 |
V | VZD | 42.490 | 3.78 | Fd2 | - | - | HH | - | - | - | Fvcol | BAWE | 125-135 | 135 | 1.55% | 1.564% | 29.91938 |
Tranche Comments
I: First Pay: 2020-10-13; Registration: 144F Vccz;
V: First Pay: 2020-10-13; Registration: 144C Kslr;
E: First Pay: 2020-10-13; Registration: 144K Xakn;
D: First Pay: 2020-10-13; Registration: 144K Nvmq;
M: First Pay: 2020-10-13; Registration: 144C Akkb;
Pricing Speed
1.50% TRR 15% Wxhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | PKQ | 50.440 | 2.51 | F2 | - | - | L | - | - | - | Xnuxc | Enews | 100n | 105 | 3.59% | 3.620% | 34.61857 |
P | GRH | 63.700 | 3.22 | Yd3 | - | - | FF | - | - | - | Glien | Ablhw | 240-250 | 235 | 4.85% | 4.908% | 81.67829 |
X | EUO | 203.450 | 2.20 | Vp2 | - | - | JJ | - | - | - | Qbugt | PYUX | 70-75 | 70 | 3.33% | 3.354% | 45.85093 |
N | CTP | 35.890 | 5.40 | Gnn3 | - | - | TTT | - | - | - | Sjykh | Doywg | 135-145 | 130 | 3.82% | 3.858% | 22.37940 |
Tranche Comments
X: Registration: 144L Wzmt;
U: Registration: 144L Xwoh;
N: Registration: 144T Eoeq;
P: Registration: 144A Ychf;
Pricing Speed
1.50% HXG 15% Mqww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | JLU | 5.920 | 7.13 | Huu3 | - | - | CCC | - | - | - | Uiysy | Ntjrn | 200-210 | 190 | 3.81% | 3.842% | 66.77013 |
R | UTT | 98.780 | 6.93 | HR | - | - | PP | - | - | - | Yoxnj | Aoemv | 360-375 | 345 | 5.33% | 5.392% | 60.49122 |
E | REM | 548.520 | 6.60 | J3 | - | - | L | - | - | - | Rhlpo | ACTS | 110-120 | 100 | 2.71% | 2.732% | 67.56750 |
Tranche Comments
E: Registration: 144L Fgpq;
K: Registration: 144Y Heoh;
R: Registration: 144Z Wgnh;
Pricing Speed
1.50% MPL md 15% Gdqjo-Xo Gjdd