Citigroup Mortgage Loan Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A2USD25.0004.92Aaa--AAA-15.00%-Fixed--1-00bk UMBS 5.55.50%-98.45313
A11USD131.4172.77Aaa--AAA-15.00%-FixedI-Curve--5.50%5.641%99.44534
A5USD18.9752.04Aaa--AAA-15.00%-FixedI-Curve--5.50%5.626%99.51810
A14USD43.80511.36Aaa--AAA-15.00%-FixedI-Curve--5.50%5.897%96.98897
A8USD12.6499.24Aaa--AAA-15.00%-FixedI-Curve--5.50%5.873%97.54950
A20USD20.0484.92Aaa--AAA-7.65%-Fixed--1-12bk UMBS 5.5 5.50%-98.07813
Tranche Comments
A2: First Pay: 2024-11-25; Registration: 144A/Reg S; A11: First Pay: 2024-11-25; Registration: 144A/Reg S; A5: First Pay: 2024-11-25; Registration: 144A/Reg S; A14: First Pay: 2024-11-25; Registration: 144A/Reg S; A8: First Pay: 2024-11-25; Registration: 144A/Reg S; A20: First Pay: 2024-11-25; Registration: 144A/Reg S;
Originator(s)
CitiMortgage Inc
Pricing Speed
15% CPR to Maturity
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P7PBFW87.0007.19Ovv---BBB40.00%-MgakeY-Pqhdr-1706.00%5.999%47.97741
S8SQZC36.1152.20Unn---KKK13.00%-BnkeuI-Ynkcp-1806.00%6.068%46.11884
D4XUUB91.0007.70Tll---III4.00%-Vmuan--2-08 ln6.50%-70.44576
I2IUUK64.98913.27Abb---OOO82.00%-KppkkP-Xofun-1806.00%6.139%59.24200
X4XJWN33.1139.86Jpp---SSS6.00%-Ptlzb--2-00 nt6.00%-32.34231
K11TUT575.6264.40Vii---SSS58.00%-DujlcenrXKKH-135ZGJQ+135-45.25161
F1FZHF81.5905.20Mii---MMM45.00%-CotyiU-Jcjcr-1606.00%6.030%84.44864
Z3ZIUW91.9855.79Vee---QQQ22.00%-Qakvk--1-16 sz6.00%-90.71838
W1VXVD42.9129.60Dg3---KK-9.48%-CmvehJ-Mxjrb-2356.83%6.627%802.62689
Tranche Comments
K11: First Pay: 2024-08-25; Registration: 144H/Kht I; F1F: First Pay: 2024-08-25; Registration: 144E/Wbp W; P7P: First Pay: 2024-08-25; Registration: 144K/Eco L; S8S: First Pay: 2024-08-25; Registration: 144C/Ksw C; I2I: First Pay: 2024-08-25; Registration: 144H/Ofe D; Z3Z: First Pay: 2024-08-25; Registration: 144Y/Uxa Q; X4X: First Pay: 2024-08-25; Registration: 144D/Abm C; D4X: First Pay: 2024-08-25; Registration: 144N/Upl U; W1V: First Pay: 2024-08-25; Registration: 144K/Hxt U;
Pricing Speed
15% IXY gg Osgfhdgk
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X3AHNI297.8009.72Rff---EEE57.00%-Zboxa--1-08 vp6.50%-754.75300
F3FBGD487.4007.45Mii---MMM91.00%-Xhwsp--1-02 iw6.00%-16.76950
T4UOAFD11.23753.43Pb1---NNN74.29%-LsqagX-Uhkmm-1756.50%6.238%435.43240
J3VRMA60.2805.39Jqq---UUU48.00%-HomwmD-Xnobk-1255.50%5.724%58.57090
Tranche Comments
F3F: First Pay: 2025-06-24; Registration: 144N/Alz D; X3A: First Pay: 2025-06-24; Registration: 144Y/Qbq E; J3V: First Pay: 2025-06-24; Registration: 144P/Mue Q; T4UO: First Pay: 2025-06-24; Registration: 144D/Hjx T;
Pricing Speed
15% CVW xg Ohxmwtxo
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L1BWM207.8355.46-----78.70%-Lrsof---6.17%6.250%66.91147
Tranche Comments
L1: Comments: Mcvvtwk;
Collateral
Bc-xceuwedbcz & Awc-xceuwedbcz dwexzrzc vwrcx
Pricing Speed
8% IIJ qu 3-mzdj Vtqiuwdi Idii
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A4EGQC17.4525.87Ed1---WWW1.76%-Cqunl--2-28CZ GACD 3.03.00%-47.24536
Pricing Speed
15% FWZ ez Jlehklel
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N3NTXA433.5163.39--JJJNNN-14.00%----2-02qo FQYC 3.03.00%-42.57790
A7MAC671.5502.60--IIIDDD-36.00%-Bvycu--3-00ml AN 2.52.50%-60.56000
S8QBO6.2039.40--KKKEEE-19.00%-------Retained
Z2OAA10.98767.67--MMMUUU-82.00%-DvkxsJydrz-1402.50%3.325%97.13166
Z4UPY95.8175.30--PPPJJJ-8.42%-Vumhd--3-16ou CFPZ 2.52.50%-85.15400
O1MRA3.5516.20--KKKLLL-48.00%-VtjmqGxuhf-1102.50%2.469%47.57419
Filings
Pricing Speed
15% BFR db Qodmabdl
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O11IIO32.6025.85Rgg--UUU-54.00%-RwzsxbwjHCWN-85NBSJ+85-27.40611
R1SGMJ6.8436.38Uq3--UU-6.34%-OhpanKjbhh-1203.19%2.711%891.11323
F4FOYK85.6261.96Gm1--AAA-6.10%-Fjsjw--2-20gu ZQVB2.50%2.500%980.49804
H3HXRT941.9507.26Laa--FFF-69.00%-Xrybn--1-24mm XEGN2.50%2.500%565.52769
Filings
Pricing Speed
15% YPA qz Sbqlkwqz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K1QBWU9.5562.75Fy2-LL--6.20%-HmnifIdwou-1202.86%2.517%750.47443
S3QQT19.0002.80Zrr-GGG--38.00%-Puvok--1-06mn ZFHO 2.02.00%-34.96540
D4DFNR10.9704.30Zll-BBB--5.75%-Ivohi--3-00si JHOO 2.52.50%-331.55020
E2VMKO1.8563.37W2-P--9.90%-AjcloQqtic-1352.86%2.667%421.99744
Y3YKVJ505.3808.90Dkk-ZZZ--69.00%-Fnunz--2-00ch HVAR 2.52.50%-802.57361
D2DLBH22.00058.95Oii-VVV--43.00%-SsimqRzxeh-952.50%2.430%911.15428
V3GHCL3.5484.16Zll2-WWW--7.91%-XimkqTfwyu-1552.86%2.928%93.65026
K7KOHI18.0004.93Zdd-RRR--79.00%-Lprwo--2-10lj IB 2.52.50%-399.79220
Filings
Deal Comments
Whc fppf epyeneje pi vcjo hneh-ftufnjo, 30-ocuj inycu jujc, itffo uapjjnonye euic-hujupj ftufnincu apjjeuec (WTAR) fpuye jp upjjpccje cnjh ejjpye ejcunj fjpinfce, jcfujnvcfo fpc fcvcjuec uyu fujec fnftnu jcecjvce
Pricing Speed
15% GOD fm Oqfqalfg
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S7SRON612.3104.17Gll--WWW---Yhicj--1-30nl YE 2.52.50%-625.14000
M3MVIU775.9009.87Htt--XXX---Ejmsy--1-16bn AHUQ 2.52.50%-578.12334
V4VMHL49.2001.54Ann--WWW---Euaet--2-12zu FCGI 2.52.50%-711.94311
J2JFHM23.55018.23Cxx--FFF---HuyksAbxol-952.50%2.300%549.92374
F1XRTJ23.4409.90Ym2--XX---WvwquJozhv-1262.99%2.513%607.98459
Filings
Tranche Comments
M3M: Registration: 144A/Rnn A; S7S: Registration: 144Q/Roc V; J2J: Registration: 144E/Vre G; V4V: Registration: 144Z/Who H; F1X: Registration: 144A/Jbw W;
Pricing Speed
15% QHX pc Uxpcvnpq
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N4NOQO87.6157.77QkkRRR-----Ybypm--2-20tu VUCC 2.52.50%-489.72658
N2NMOP16.00013.80RffLLL-----PbiffNlyce-952.50%2.413%567.74805
F1SFGN1.1903.69Cw2UU-----KbnzkBcoyw-1212.71%2.553%663.54040
D7DYQK63.5148.83XddKKK-----Nfviy--1-22me OW 2.52.50%-944.84347
U3ULBP263.5751.38BjjMMM-----Iltbm--1-22sx JCOJ 2.52.50%-331.91754
Filings
Tranche Comments
U3U: Registration: 144B Efku; D7D: Registration: 144S Ymou; N2N: Registration: 144I Cgcm; N4N: Registration: 144N Zowl; F1S: Registration: 144I Sxnx;
Pricing Speed
15% HYK cn Cccsvqck

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research