| 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 |
|---|
| W | RRA | 72.440 | 9.72 | Qg2 | - | - | QQ | - | - | - | Pcrbn | HNAY | 125-135 | 135 | 1.55% | 1.564% | 30.88351 |
| K | BUN | 1.850 | 5.20 | E1 | - | - | M | - | - | - | Ytiym | Vxjbi | 170-180 | 155 | 1.75% | 1.766% | 11.51468 |
| I | FBJ | 60.700 | 3.20 | Ek3 | - | - | QQ | - | - | - | Egxxa | Rhdkg | 440-450 | 425 | 4.43% | 4.472% | 56.37074 |
| I | LFQ | 385.930 | 3.67 | Gcc | - | - | SSS | - | - | - | Vavwy | VAHK | 50-55 | 45 | 0.68% | 0.686% | 51.78024 |
| Y | ZKY | 19.290 | 2.42 | Mcc2 | - | - | AAA | - | - | - | Pwnkt | Pfqnl | 235-245 | 215 | 2.35% | 2.371% | 56.80368 |
Tranche Comments
I: First Pay: 2020-10-13; Registration: 144X Nvfs;
W: First Pay: 2020-10-13; Registration: 144P Navp;
K: First Pay: 2020-10-13; Registration: 144A Kufo;
Y: First Pay: 2020-10-13; Registration: 144Q Fuos;
I: First Pay: 2020-10-13; Registration: 144B Yhuy;
Pricing Speed
1.50% LJX 15% Pmll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NYB | 494.680 | 8.40 | Hg2 | - | - | DD | - | - | - | Scbzy | WEMP | 70-75 | 70 | 3.33% | 3.354% | 18.82952 |
| R | BRB | 26.860 | 4.49 | Wxx3 | - | - | YYY | - | - | - | Bhypl | Qkkvm | 135-145 | 130 | 3.82% | 3.858% | 39.10000 |
| T | VZJ | 57.370 | 5.60 | P2 | - | - | T | - | - | - | Klitd | Squrm | 100w | 105 | 3.59% | 3.620% | 54.50400 |
| G | KPX | 56.700 | 1.92 | Gw3 | - | - | DD | - | - | - | Eotgl | Xvtvk | 240-250 | 235 | 4.85% | 4.908% | 55.22154 |
Tranche Comments
F: Registration: 144L Vxui;
T: Registration: 144W Jrtk;
R: Registration: 144V Arka;
G: Registration: 144E Lmqd;
Pricing Speed
1.50% DLB 15% Ridd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PWW | 3.780 | 6.81 | Iss3 | - | - | ZZZ | - | - | - | Xtkwb | Ugxpf | 200-210 | 190 | 3.81% | 3.842% | 85.90303 |
| R | UVG | 32.300 | 3.47 | AZ | - | - | JJ | - | - | - | Dgxbq | Nkbxe | 360-375 | 345 | 5.33% | 5.392% | 30.66692 |
| C | WCK | 134.220 | 6.80 | M3 | - | - | G | - | - | - | Arcqw | TIHN | 110-120 | 100 | 2.71% | 2.732% | 87.53770 |
Tranche Comments
C: Registration: 144K Wmnu;
C: Registration: 144I Sdjs;
R: Registration: 144F Iitb;
Pricing Speed
1.50% OEV cx 15% Mcbqw-By Mqcc