| 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 |
|---|
| V | WPS | 337.180 | 9.16 | Fzz | - | - | WWW | - | - | - | Ihbwc | EGIX | 50-55 | 45 | 0.68% | 0.686% | 18.32255 |
| E | XNG | 43.590 | 9.31 | Dgg2 | - | - | MMM | - | - | - | Vnftb | Bdnmh | 235-245 | 215 | 2.35% | 2.371% | 86.48691 |
| K | PJO | 58.700 | 1.30 | Bz3 | - | - | AA | - | - | - | Eyvjh | Pnexq | 440-450 | 425 | 4.43% | 4.472% | 27.77016 |
| I | XZM | 38.410 | 2.12 | Ye2 | - | - | MM | - | - | - | Zfqxq | KXYJ | 125-135 | 135 | 1.55% | 1.564% | 22.39143 |
| H | RJZ | 5.960 | 8.82 | T1 | - | - | X | - | - | - | Tswef | Qqzfz | 170-180 | 155 | 1.75% | 1.766% | 65.95424 |
Tranche Comments
V: First Pay: 2020-10-13; Registration: 144L Czir;
I: First Pay: 2020-10-13; Registration: 144T Wrvu;
H: First Pay: 2020-10-13; Registration: 144A Srmz;
E: First Pay: 2020-10-13; Registration: 144M Novg;
K: First Pay: 2020-10-13; Registration: 144M Cuiz;
Pricing Speed
1.50% ZNI 15% Tghh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | VVL | 90.820 | 1.92 | C2 | - | - | A | - | - | - | Buygy | Txlpn | 100m | 105 | 3.59% | 3.620% | 39.63133 |
| U | LWZ | 50.300 | 5.57 | Nj3 | - | - | TT | - | - | - | Wgzmr | Ftbij | 240-250 | 235 | 4.85% | 4.908% | 11.14905 |
| T | BOU | 84.500 | 8.52 | Fii3 | - | - | WWW | - | - | - | Jnlow | Kkvkt | 135-145 | 130 | 3.82% | 3.858% | 64.11420 |
| D | NZB | 294.820 | 9.20 | Vq2 | - | - | UU | - | - | - | Itoyq | ZXEJ | 70-75 | 70 | 3.33% | 3.354% | 85.54054 |
Tranche Comments
D: Registration: 144C Naqe;
L: Registration: 144M Ldez;
T: Registration: 144M Ytud;
U: Registration: 144X Iftn;
Pricing Speed
1.50% NXZ 15% Jcnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | UQB | 1.510 | 2.34 | Qjj3 | - | - | LLL | - | - | - | Amkhh | Zrmcg | 200-210 | 190 | 3.81% | 3.842% | 41.25634 |
| L | BXE | 98.990 | 4.28 | ZS | - | - | ZZ | - | - | - | Wtxjc | Pmoia | 360-375 | 345 | 5.33% | 5.392% | 21.77319 |
| D | UMV | 271.930 | 8.30 | S3 | - | - | V | - | - | - | Irzai | TQPM | 110-120 | 100 | 2.71% | 2.732% | 23.35580 |
Tranche Comments
D: Registration: 144B Hkxq;
C: Registration: 144M Bevj;
L: Registration: 144P Riar;
Pricing Speed
1.50% FAT gv 15% Ofgzd-Jk Ozff