| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CMLTI 2024-1 (USD 489m) | Citigroup Inc | | USOA | Jul 24, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1Y | ZYN | 15.291 | 5.10 | Bhh | - | - | - | GGG | 45.00% | - | Msyhd | B-Pkhfo | 150-160 | - | 160 | 6.00% | 6.030% | 92.99170 | | P7P | FKF | 64.000 | 2.21 | Wtt | - | - | - | DDD | 39.00% | - | Thuvx | J-Gaozc | 160-170 | - | 170 | 6.00% | 5.999% | 42.20826 | | Q3Q | CXQ | 13.150 | 2.79 | Ymm | - | - | - | LLL | 20.00% | - | Pqttv | - | 1-16 lz 1-20 xu | - | 1-16 or | 6.00% | - | 68.84791 | | G1V | FAU | 34.164 | 3.20 | Mb3 | - | - | - | VV- | 6.63% | - | Fsgfl | V-Taokq | 225-235 | - | 235 | 6.83% | 6.627% | 788.20216 | | Z2Z | FBV | 83.280 | 25.43 | Vff | - | - | - | NNN | 69.00% | - | Rxyxi | P-Qaloa | 180-190 | - | 180 | 6.00% | 6.139% | 61.26200 | | Q8Q | BWO | 63.493 | 9.26 | Jaa | - | - | - | YYY | 81.00% | - | Yfshn | F-Ixouq | 180-190 | - | 180 | 6.00% | 6.068% | 91.95582 | | K4K | PFM | 66.920 | 9.43 | Cjj | - | - | - | ZZZ | 7.00% | - | Ejckf | - | 2-00 ft 2-08 xb | - | 2-00 yt | 6.00% | - | 61.84994 | | C11 | LEZ | 341.536 | 8.67 | Qhh | - | - | - | DDD | 52.00% | - | Imysciev | ALYR | 125-135 | - | 135 | IQZT+135 | - | 45.11314 | | E4B | BFI | 52.000 | 2.36 | Nff | - | - | - | YYY | 1.00% | - | Wffpc | - | 2-00 so 2-08 gr | - | 2-08 io | 6.50% | - | 73.76415 |
Tranche Comments C11: First Pay: 2024-08-25; Registration: 144U/Qje H;
Y1Y: First Pay: 2024-08-25; Registration: 144W/Dns S;
P7P: First Pay: 2024-08-25; Registration: 144Z/Yxa S;
Q8Q: First Pay: 2024-08-25; Registration: 144X/Dsr P;
Z2Z: First Pay: 2024-08-25; Registration: 144Z/Cbj C;
Q3Q: First Pay: 2024-08-25; Registration: 144M/Ylg O;
K4K: First Pay: 2024-08-25; Registration: 144T/Ihe S;
E4B: First Pay: 2024-08-25; Registration: 144U/Qjy D;
G1V: First Pay: 2024-08-25; Registration: 144X/Yuh M; Pricing Speed 15% LGY wl Swwvvswb |
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