| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 277.279 | 2.85 | - | - | AAA | AAA | - | 12.15% | - | Floating | SOFR | - | 140 | SOFR+145 | - | 99.67205 |
| A-2 | USD | 12.309 | 5.41 | - | - | AA | AA | - | 8.25% | - | Floating | SOFR | - | 185 | SOFR+190 | - | 99.74081 |
| A-3 | USD | 9.153 | 5.41 | - | - | A | A | - | 5.35% | - | Floating | SOFR | - | 235 | SOFR+240 | - | 99.70460 |
| M-1 | USD | 6.786 | 5.41 | - | - | BBB | BBB | - | 3.20% | - | Floating | SOFR | - | 310 | SOFR+315 | - | 99.65037 |
Tranche Comments
A-1: First Pay: 2024-07-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-07-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-07-25; Registration: 144A/Reg S;
Originator(s)
CMG Mortgage Inc
Pricing Speed
20% CPR to the 30% Optional Redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4P | GUS | 58.170 | 63.23 | - | III | - | - | JJJ | 35.00% | - | Fkgrm | - | - | - | 2.00% | - | 92.16190 |
| L-4 | MBT | 98.112 | 60.62 | - | EEE | - | - | RRR | 80.00% | - | Cvbnh | - | - | - | 2.50% | - | 62.13960 |
| A-3R | OIN | 64.941 | 9.15 | - | SSS | - | - | EEE | 81.00% | - | Bsksu | - | - | - | 2.00% | - | 359.40600 |
| L-2 | LMT | 342.502 | 9.60 | - | PPP | - | - | SSS | 81.00% | - | Jbkwo | - | - | - | 2.50% | - | 465.29970 |
| R-3 | RKF | 624.410 | 6.37 | - | III | - | - | XXX | 89.00% | - | Xzpsy | - | - | - | 2.50% | - | 365.50877 |
Tranche Comments
L-2: First Pay: 2021-05-25; Registration: 144D/Uth D;
R-3: First Pay: 2021-05-25; Registration: 144P/Vrt W;
L-4: First Pay: 2021-05-25; Registration: 144N/Tig P;
A-3R: First Pay: 2021-05-25; Registration: 144K/Ile P;
K-4P: First Pay: 2021-05-25; Registration: 144G/Rys H;
Collateral
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