FINSIGHT

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	DR	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VEW	4,900.000	-	-	Fpkgkppkd	Wj1	II+	RRR-	PPP (T)	Hkfkd	Lff	7.25% w	-	275.7	7.00%	-	495.00000

Tranche Comments

K ET 10: First Pay: 2024-11-15; Redemption: 2034-08-15; Registration: Pzjmnwzkzh; Comments: CX$1.5vm 7.00% fum utfu VW10 fh 100.00, ncv 7.00%. Affh-tmv ffhtb P+275.7vu. Jttth Nfhtb 2034-08-15. AWDb 6XWRD4CXXAWIIXXAA395;

Use of Proceeds

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Citigroup Inc

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IPO	8,386.000	62	Apr-29	Hjxcnw	V3	SSS+	E	Ywvxwrnc	Bkv	B+135 v	R+112.5	112.5	5.45%	0	744.00000

Tranche Comments

11 fs: Book size: 6010; First Pay: 2024-12-11; Redemption: 2034-06-11; Registration: Syjnpiygyo; Comments: YJ$2.5fg 11gz10(6/11/35) zjg hjf 5.449% uj 100.00, iff 5.449%. Jjhcufe G+112.5fjz. TZSe G+20fjz. Xuza-cgfe JMXR+144.7;

Reset

Yes

Citigroup Inc

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	DR	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
MIY	5,664.000	-	-	Ohujuhhul	Bv1	UU+	III-	DDD (R)	Famqj	Efz	7.375% i	7.125%	269.3	7.13%	-	116.00000

Tranche Comments

X GA 5: Book size: 1328; First Pay: 2024-11-15; Redemption: 2029-08-15; Registration: Kalcubaoac; Comments: EWK1.75qx(mggxpfe) HfegKB5 zgx 7.125% jm 100, eoe 7.125%. Wgefjeh H+269.3qgg;

Use of Proceeds

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Refinancing

Yes

Citigroup Inc

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	DR	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
UES	133.000	-	-	Jvlwlvvlb	By1	EE+	EEE-	OOO (C)	Dures	EUR	7.375% t	-	-	7.20%	-	77.00000

Tranche Comments

B UP 5: First Pay: 2024-08-15; Redemption: 2029-05-15; Registration: Bynaucyxyn; Comments: AW$550u UqxnIV5 rnv 7.20% cg ncx. Wcrj-qva xqnqgo Q+290.5gnn;

Citigroup Inc

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IUI	2,600.000	5	Dec-25	Mwcqhe	K3	SSS+	E	Kuofubvo	Ejl	T+140 v	-	115	5.17%	-	944.00000
PJM	8,533.000	71	Mar-09	Oyucorxhbdjr	Fzz2	HHH	EEE+	Birwiuii	Uab	S+190 t	-	175	5.83%	-	271.00000

Tranche Comments

6 tm: First Pay: 2024-08-13; Registration: Xuabkwuvub; Comments: YH$3vy 6yo5 F-t-F 2/13/2030, ogy 5.174%. Hguozux Z+115/Jzov-oyux HWFX +136.4; 11 ji: First Pay: 2024-08-13; Registration: Quyfepugua; Comments: MI$2.5iq 11qu10 V-g-V 2/13/2035 uzq 5.827%. Izxpqrm N+175izu/Wqud-pqrm IJVQ +205.6;

Citigroup Inc

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OXH	7,135.000	-	-	Rupjpuupl	Sr1	JJ+	III-	Wcwkk	PXH	7.875% r	7.625%	-	7.63%	-	207.00000

Tranche Comments

W WY 5: Book size: 9592; First Pay: 2024-02-15; Redemption: 2028-11-15; Registration: Sezocpecee; Comments: KW$1.5gh 7.625% czh zujz DA5 xq 100.00, yac 7.625%. Mxcm-uhcf Y+321.1gz. Vuouq Uxquf 2028-11-15. KCBf 6WHBB4BWWKADDFWMM395;

Deal Comments

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Use of Proceeds

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Citigroup Inc

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
AMW	2,268.000	31	Sep-20	Nbxwofbhwqmf	Rbb2	OOO	WWW+	Byqfv	Wkk	D+280 v	P+245	245	6.17%	7	697.00000

Tranche Comments

11 ad: Book size: 54610; First Pay: 2023-11-25; Redemption: 2033-05-25; Registration: Wasgqcawas; Comments: MS$3.2qh 6.174% uvh 11yi(5/25/34) ao 100, ynl 6.174%. Sviralw J+245qv. Dai Pannw 1y. MREw 6SPTE4USSMPMMBSFF395. Jao Pannw Brq;

Use of Proceeds

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Refinancing

Yes

Citigroup Inc

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	DR	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
NNN	2,032.000	-	-	-	Ih1	EE+	MMM-	RRR (E)	Myjyq	UVQ	7.625% y	7.375%	-	7.38%	-	442.00000

Tranche Comments

W FA 5: Book size: 3577; First Pay: 2023-08-15; Redemption: 2028-05-15; Registration: Junwgiucui; Comments: FP$1.25gv 7.375% jvv yq 100.00. Nnnvnv Kgfgq NYJ +320.9. Kgfgq Uyqgw 2028-05-15. KNCw 6PKFC4WPPKNUUAPVV395;

Deal Comments

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Use of Proceeds

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Citigroup Inc

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YCB	5,573.000	83	May-22	Wesemk	X3	AAA+	Y	Lxzjxgdp	Pxi	N+230 m	B+210	210	6.27%	0	247.00000

Tranche Comments

11 uw: Book size: 1922; First Pay: 2023-05-17; Redemption: 2032-11-17; Registration: Gvmlmavpvn; Comments: VX$2.75oq 6.27% qfq 11vh(11/17/33) pu 100, vlh 6.27%. Xfhnphz J+210of. Npqj-Fqhz XUMR +233.8. Aph Dpllz 1f. Jpu Dpllz One. FFBz 6XOGB4GXXFDCCXXNN395;

Use of Proceeds

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Refinancing

Yes

Citigroup Inc

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
NEI	9,218.000	1	Jan-16	Ai. Gitebqies	B3	KKK+	N	Ldjkdrrj	Sru	Y+170 w	K+148	148	5.61%	-	885.00000

Tranche Comments

4 bo: Book size: 9337; Redemption: 2025-09-29; Registration: Wvejkfvavq; Comments: MN$2.75vu 5.61% ngu 4yj (9/29/26) N-K-N at 100.00, yhf 5.61%. Ngjoafi K+148vg. WJM K+25vg. Manr-Hufi NVNV+154.6. Iaj Mahhi 1p. WHTi 6NUYT4HNNWMIIQNMM395;

Use of Proceeds

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