Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A2 | USD | 25.000 | 4.92 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | - | - | 1-00bk UMBS 5.5 | 5.50% | - | 98.45313 |
A11 | USD | 131.417 | 2.77 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | - | - | 5.50% | 5.641% | 99.44534 |
A5 | USD | 18.975 | 2.04 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | - | - | 5.50% | 5.626% | 99.51810 |
A14 | USD | 43.805 | 11.36 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | - | - | 5.50% | 5.897% | 96.98897 |
A8 | USD | 12.649 | 9.24 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | - | - | 5.50% | 5.873% | 97.54950 |
A20 | USD | 20.048 | 4.92 | Aaa | - | - | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P7P | BFW | 87.000 | 7.19 | Ovv | - | - | - | BBB | 40.00% | - | Mgake | Y-Pqhdr | - | 170 | 6.00% | 5.999% | 47.97741 |
S8S | QZC | 36.115 | 2.20 | Unn | - | - | - | KKK | 13.00% | - | Bnkeu | I-Ynkcp | - | 180 | 6.00% | 6.068% | 46.11884 |
D4X | UUB | 91.000 | 7.70 | Tll | - | - | - | III | 4.00% | - | Vmuan | - | - | 2-08 ln | 6.50% | - | 70.44576 |
I2I | UUK | 64.989 | 13.27 | Abb | - | - | - | OOO | 82.00% | - | Kppkk | P-Xofun | - | 180 | 6.00% | 6.139% | 59.24200 |
X4X | JWN | 33.113 | 9.86 | Jpp | - | - | - | SSS | 6.00% | - | Ptlzb | - | - | 2-00 nt | 6.00% | - | 32.34231 |
K11 | TUT | 575.626 | 4.40 | Vii | - | - | - | SSS | 58.00% | - | Dujlcenr | XKKH | - | 135 | ZGJQ+135 | - | 45.25161 |
F1F | ZHF | 81.590 | 5.20 | Mii | - | - | - | MMM | 45.00% | - | Cotyi | U-Jcjcr | - | 160 | 6.00% | 6.030% | 84.44864 |
Z3Z | IUW | 91.985 | 5.79 | Vee | - | - | - | QQQ | 22.00% | - | Qakvk | - | - | 1-16 sz | 6.00% | - | 90.71838 |
W1V | XVD | 42.912 | 9.60 | Dg3 | - | - | - | KK- | 9.48% | - | Cmveh | J-Mxjrb | - | 235 | 6.83% | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X3A | HNI | 297.800 | 9.72 | Rff | - | - | - | EEE | 57.00% | - | Zboxa | - | - | 1-08 vp | 6.50% | - | 754.75300 |
F3F | BGD | 487.400 | 7.45 | Mii | - | - | - | MMM | 91.00% | - | Xhwsp | - | - | 1-02 iw | 6.00% | - | 16.76950 |
T4UO | AFD | 11.237 | 53.43 | Pb1 | - | - | - | NNN | 74.29% | - | Lsqag | X-Uhkmm | - | 175 | 6.50% | 6.238% | 435.43240 |
J3V | RMA | 60.280 | 5.39 | Jqq | - | - | - | UUU | 48.00% | - | Homwm | D-Xnobk | - | 125 | 5.50% | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L1 | BWM | 207.835 | 5.46 | - | - | - | - | - | 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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A4E | GQC | 17.452 | 5.87 | Ed1 | - | - | - | WWW | 1.76% | - | Cqunl | - | - | 2-28CZ GACD 3.0 | 3.00% | - | 47.24536 |
Pricing Speed
15% FWZ ez Jlehklel
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N3N | TXA | 433.516 | 3.39 | - | - | JJJ | NNN | - | 14.00% | - | - | - | - | 2-02qo FQYC 3.0 | 3.00% | - | 42.57790 |
A7 | MAC | 671.550 | 2.60 | - | - | III | DDD | - | 36.00% | - | Bvycu | - | - | 3-00ml AN 2.5 | 2.50% | - | 60.56000 |
S8 | QBO | 6.203 | 9.40 | - | - | KKK | EEE | - | 19.00% | - | - | - | - | - | - | - | Retained |
Z2 | OAA | 10.987 | 67.67 | - | - | MMM | UUU | - | 82.00% | - | Dvkxs | Jydrz | - | 140 | 2.50% | 3.325% | 97.13166 |
Z4 | UPY | 95.817 | 5.30 | - | - | PPP | JJJ | - | 8.42% | - | Vumhd | - | - | 3-16ou CFPZ 2.5 | 2.50% | - | 85.15400 |
O1 | MRA | 3.551 | 6.20 | - | - | KKK | LLL | - | 48.00% | - | Vtjmq | Gxuhf | - | 110 | 2.50% | 2.469% | 47.57419 |
Pricing Speed
15% BFR db Qodmabdl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O11 | IIO | 32.602 | 5.85 | Rgg | - | - | UUU | - | 54.00% | - | Rwzsxbwj | HCWN | - | 85 | NBSJ+85 | - | 27.40611 |
R1S | GMJ | 6.843 | 6.38 | Uq3 | - | - | UU | - | 6.34% | - | Ohpan | Kjbhh | - | 120 | 3.19% | 2.711% | 891.11323 |
F4F | OYK | 85.626 | 1.96 | Gm1 | - | - | AAA | - | 6.10% | - | Fjsjw | - | - | 2-20gu ZQVB | 2.50% | 2.500% | 980.49804 |
H3H | XRT | 941.950 | 7.26 | Laa | - | - | FFF | - | 69.00% | - | Xrybn | - | - | 1-24mm XEGN | 2.50% | 2.500% | 565.52769 |
Pricing Speed
15% YPA qz Sbqlkwqz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K1Q | BWU | 9.556 | 2.75 | Fy2 | - | LL | - | - | 6.20% | - | Hmnif | Idwou | - | 120 | 2.86% | 2.517% | 750.47443 |
S3 | QQT | 19.000 | 2.80 | Zrr | - | GGG | - | - | 38.00% | - | Puvok | - | - | 1-06mn ZFHO 2.0 | 2.00% | - | 34.96540 |
D4D | FNR | 10.970 | 4.30 | Zll | - | BBB | - | - | 5.75% | - | Ivohi | - | - | 3-00si JHOO 2.5 | 2.50% | - | 331.55020 |
E2V | MKO | 1.856 | 3.37 | W2 | - | P | - | - | 9.90% | - | Ajclo | Qqtic | - | 135 | 2.86% | 2.667% | 421.99744 |
Y3Y | KVJ | 505.380 | 8.90 | Dkk | - | ZZZ | - | - | 69.00% | - | Fnunz | - | - | 2-00ch HVAR 2.5 | 2.50% | - | 802.57361 |
D2D | LBH | 22.000 | 58.95 | Oii | - | VVV | - | - | 43.00% | - | Ssimq | Rzxeh | - | 95 | 2.50% | 2.430% | 911.15428 |
V3G | HCL | 3.548 | 4.16 | Zll2 | - | WWW | - | - | 7.91% | - | Ximkq | Tfwyu | - | 155 | 2.86% | 2.928% | 93.65026 |
K7K | OHI | 18.000 | 4.93 | Zdd | - | RRR | - | - | 79.00% | - | Lprwo | - | - | 2-10lj IB 2.5 | 2.50% | - | 399.79220 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S7S | RON | 612.310 | 4.17 | Gll | - | - | WWW | - | - | - | Yhicj | - | - | 1-30nl YE 2.5 | 2.50% | - | 625.14000 |
M3M | VIU | 775.900 | 9.87 | Htt | - | - | XXX | - | - | - | Ejmsy | - | - | 1-16bn AHUQ 2.5 | 2.50% | - | 578.12334 |
V4V | MHL | 49.200 | 1.54 | Ann | - | - | WWW | - | - | - | Euaet | - | - | 2-12zu FCGI 2.5 | 2.50% | - | 711.94311 |
J2J | FHM | 23.550 | 18.23 | Cxx | - | - | FFF | - | - | - | Huyks | Abxol | - | 95 | 2.50% | 2.300% | 549.92374 |
F1X | RTJ | 23.440 | 9.90 | Ym2 | - | - | XX | - | - | - | Wvwqu | Jozhv | - | 126 | 2.99% | 2.513% | 607.98459 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N4N | OQO | 87.615 | 7.77 | Qkk | RRR | - | - | - | - | - | Ybypm | - | - | 2-20tu VUCC 2.5 | 2.50% | - | 489.72658 |
N2N | MOP | 16.000 | 13.80 | Rff | LLL | - | - | - | - | - | Pbiff | Nlyce | - | 95 | 2.50% | 2.413% | 567.74805 |
F1S | FGN | 1.190 | 3.69 | Cw2 | UU | - | - | - | - | - | Kbnzk | Bcoyw | - | 121 | 2.71% | 2.553% | 663.54040 |
D7D | YQK | 63.514 | 8.83 | Xdd | KKK | - | - | - | - | - | Nfviy | - | - | 1-22me OW 2.5 | 2.50% | - | 944.84347 |
U3U | LBP | 263.575 | 1.38 | Bjj | MMM | - | - | - | - | - | Iltbm | - | - | 1-22sx JCOJ 2.5 | 2.50% | - | 331.91754 |
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