Citigroup Mortgage Loan Trust (CMLTI) 2021-J3

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A3AUSD173.2404.90Aaa-AAA--15.00%-Fixed--2-00bk UMBS 2.52.50%-101.28125
A7AUSD60.0002.76Aaa-AAA--15.00%-Fixed--2-10bk DW 2.52.50%-102.09375
A2AUSD20.00011.31Aaa-AAA--15.00%-FixedSwaps-952.50%2.430%100.59644
A3USD40.0004.90Aaa-AAA--15.00%-Fixed--1-06bk UMBS 2.02.00%-99.31250
A4AUSD36.0454.90Aaa-AAA--4.55%-Fixed--3-00bk UMBS 2.52.50%-100.28125
B1WUSD3.6227.94Aa2-AA--3.50%-FixedSwaps-1202.86%2.517%102.29697
B2WUSD6.5557.94A2-A--1.60%-FixedSwaps-1352.86%2.667%101.23483
B3WUSD1.5528.91Baa2-BBB--1.15%-FixedSwaps-1552.86%2.928%99.22199
Filings
Deal Comments
The pool consists of very high-quality, 30-year fixed rate, fully amortizing safe-harbor qualified mortgage (SHQM) loans to borrowers with strong credit profiles, relatively low leverage and large liquid reserves
Pricing Speed
15% CPR to Maturity
Research
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