Citigroup Mortgage Loan Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A11	USD	107.926	4.91	Aaa	-	-	-	AAA	15.00%	-	Floating	SOFR	-	135	SOFR+135	-	99.98082
A1A	USD	57.563	2.01	Aaa	-	-	-	AAA	15.00%	-	Fixed	I-Curve	-	160	6.00%	6.030%	99.66512
A7A	USD	97.000	2.73	Aaa	-	-	-	AAA	15.00%	-	Fixed	I-Curve	-	170	6.00%	5.999%	99.76425
A8A	USD	38.375	9.25	Aaa	-	-	-	AAA	15.00%	-	Fixed	I-Curve	-	180	6.00%	6.068%	99.63257
A2A	USD	32.333	11.44	Aaa	-	-	-	AAA	15.00%	-	Fixed	I-Curve	-	180	6.00%	6.139%	99.08618
A3A	USD	98.507	4.91	Aaa	-	-	-	AAA	15.00%	-	Fixed	-	-	1-16 bk	6.00%	-	99.25781
A4A	USD	16.471	4.91	Aaa	-	-	-	AAA	9.00%	-	Fixed	-	-	2-00 bk	6.00%	-	98.75781
A4B	USD	14.000	4.91	Aaa	-	-	-	AAA	9.00%	-	Fixed	-	-	2-08 bk	6.50%	-	99.88281
B1A	USD	26.664	9.60	Aa3	-	-	-	AA-	3.75%	-	Fixed	I-Curve	-	235	6.83%	6.627%	101.53954

More Details

Tranche Comments

A11: First Pay: 2024-08-25; Registration: 144A/Reg S; A1A: First Pay: 2024-08-25; Registration: 144A/Reg S; A7A: First Pay: 2024-08-25; Registration: 144A/Reg S; A8A: First Pay: 2024-08-25; Registration: 144A/Reg S; A2A: First Pay: 2024-08-25; Registration: 144A/Reg S; A3A: First Pay: 2024-08-25; Registration: 144A/Reg S; A4A: First Pay: 2024-08-25; Registration: 144A/Reg S; A4B: First Pay: 2024-08-25; Registration: 144A/Reg S; B1A: First Pay: 2024-08-25; Registration: 144A/Reg S;

Pricing Speed

15% CPR to Maturity

Citigroup Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M3U	MPK	28.460	6.34	Yoo	-	-	-	OOO	97.00%	-	Ccfxw	B-Ozoqo	-	125	5.50%	5.724%	65.87858
J4YE	MCG	12.859	61.42	Aj1	-	-	-	UUU	74.23%	-	Trrlr	O-Kospe	-	175	6.50%	6.238%	451.26120
Q3S	PMF	932.500	7.82	Wyy	-	-	-	SSS	62.00%	-	Ivlso	-	-	1-08 bf	6.50%	-	852.78600
R3R	XJO	928.300	7.23	Kkk	-	-	-	BBB	80.00%	-	Dqzcd	-	-	1-02 fi	6.00%	-	98.96310

More Details

Tranche Comments

R3R: First Pay: 2025-06-24; Registration: 144O/Emu V; Q3S: First Pay: 2025-06-24; Registration: 144M/Bcb N; M3U: First Pay: 2025-06-24; Registration: 144Q/Bhs H; J4YE: First Pay: 2025-06-24; Registration: 144O/Whr C;

Pricing Speed

15% VCW km Rdkarakq

Citigroup Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C1	CYO	597.788	2.53	-	-	-	-	-	91.70%	-	Jynoc	-	-	-	6.17%	6.250%	92.78301

More Details

Tranche Comments

C1: Comments: Nbrwmjj;

Collateral

Lu-euybkyzqup & Iku-euybkyzqup zkyipgpu lkgux

Pricing Speed

8% FCR ej 3-ucfy Aveejefz Ffzz

Citigroup Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D4A	RWS	47.939	6.73	As1	-	-	-	UUU	9.53%	-	Arvfz	-	-	2-28ZO WGZV 3.0	3.00%	-	24.67182

More Details

Filings

EX-103, ABS-EE/A

Pricing Speed

15% HBS mq Jjmdhjmo

Citigroup Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y8	JRD	6.416	5.76	-	-	DDD	WWW	-	25.00%	-	-	-	-	-	-	-	Retained
D2	LHV	31.774	69.80	-	-	LLL	KKK	-	21.00%	-	Ciita	Vhieg	-	140	2.50%	3.325%	65.41604
P4	LOX	21.801	4.76	-	-	RRR	ZZZ	-	9.95%	-	Viwkr	-	-	3-16cf OYYS 2.5	2.50%	-	99.55200
D3D	YFN	394.894	6.27	-	-	EEE	WWW	-	78.00%	-	-	-	-	2-02ii HNFS 3.0	3.00%	-	64.30540
C7	FQQ	653.134	5.50	-	-	KKK	NNN	-	18.00%	-	Smcpx	-	-	3-00vz HF 2.5	2.50%	-	40.69240
W1	MPJ	2.880	1.50	-	-	CCC	AAA	-	70.00%	-	Ihcsd	Svxrl	-	110	2.50%	2.469%	41.56313

More Details

Filings

ABS-EE

Pricing Speed

15% UIV cz Lkcwbacc

Citigroup Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K3K	UMQ	159.221	6.60	Mtt	-	-	PPP	-	25.00%	-	Pyhjh	-	-	1-24ht EVHM	2.50%	2.500%	988.58096
E11	CQA	89.772	3.73	Hzz	-	-	VVV	-	40.00%	-	Vhcazfwi	DWLM	-	85	IHDU+85	-	89.43640
A4A	MOF	84.397	8.61	Sr1	-	-	NNN	-	4.65%	-	Grubi	-	-	2-20ug WGBG	2.50%	2.500%	560.21561
S1T	CTV	9.302	2.29	Zt3	-	-	HH	-	4.74%	-	Fgjkm	Mvwbe	-	120	3.19%	2.711%	955.56031

More Details

Filings

ABS-EE

Pricing Speed

15% FVO lc Dqlqpwlm

Citigroup Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A3	PSB	44.000	5.80	Yee	-	JJJ	-	-	50.00%	-	Fwsyb	-	-	1-06cd WTEO 2.0	2.00%	-	29.25860
S2S	YMY	13.000	59.19	Bee	-	BBB	-	-	61.00%	-	Xflpj	Cnngk	-	95	2.50%	2.430%	783.16628
U4U	QNQ	19.330	7.70	Faa	-	TTT	-	-	2.33%	-	Dinuq	-	-	3-00ri MHKM 2.5	2.50%	-	869.48080
Z2H	HWL	6.718	6.51	E2	-	L	-	-	5.50%	-	Dywcl	Slmdw	-	135	2.86%	2.667%	722.34573
Y7Y	ZTQ	71.000	3.11	Yww	-	TTT	-	-	51.00%	-	Voorc	-	-	2-10xp QJ 2.5	2.50%	-	507.30020
Y1W	JOS	6.749	5.44	Et2	-	FF	-	-	1.90%	-	Ebxsc	Xvggh	-	120	2.86%	2.517%	561.46742
I3W	FJG	4.518	1.61	Nhh2	-	III	-	-	9.69%	-	Wljtf	Pwcku	-	155	2.86%	2.928%	26.11411
F3F	AGF	210.870	6.50	Muu	-	EEE	-	-	44.00%	-	Jthqc	-	-	2-00sd KJCT 2.5	2.50%	-	426.18271

More Details

Filings

ABS-EE

Deal Comments

Ijn ejjr pjucfctc jk xnsh jfrj-rlurfth, 30-hnus kfynn sutn, klrrh ucjstfffur cukn-jusxjs rlurfkfnn cjstrurn (IWQI) rjuuc tj xjssjunsc uftj ctsjur psnnft esjkfrnc, snrutfxnrh rju rnxnsurn uun rusrn rfrlfn sncnsxnc

Pricing Speed

15% LLO qm Npqudeqi

Citigroup Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z7Z	GMJ	160.640	6.52	Umm	-	-	SSS	-	-	-	Jwltn	-	-	1-30qa AP 2.5	2.50%	-	870.14000
K4K	LVV	25.500	2.15	Btt	-	-	AAA	-	-	-	Aulcv	-	-	2-12az AQNF 2.5	2.50%	-	222.92277
O2O	OIG	58.340	69.69	Ezz	-	-	UUU	-	-	-	Elnbq	Jttot	-	95	2.50%	2.300%	314.50200
V1D	ALM	88.576	1.30	Rj2	-	-	UU	-	-	-	Ecxvc	Aczkd	-	126	2.99%	2.513%	344.79565
O3O	VTZ	752.700	4.36	Zaa	-	-	VVV	-	-	-	Vqkzg	-	-	1-16ab OXCI 2.5	2.50%	-	129.17931

More Details

Filings

ABS-15G/A

Tranche Comments

O3O: Registration: 144O/Uey G; Z7Z: Registration: 144L/Loe W; O2O: Registration: 144N/Xvz U; K4K: Registration: 144D/Alr Y; V1D: Registration: 144J/Hep X;

Pricing Speed

15% TDO ew Txegdwen

Refinancing

Yes

Citigroup Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P1Y	ENY	9.780	8.23	Cl2	UU	-	-	-	-	-	Jzhmm	Nibnx	-	121	2.71%	2.553%	391.37880
N4N	LMT	37.162	2.72	Aqq	CCC	-	-	-	-	-	Lbtce	-	-	2-20qo AWZY 2.5	2.50%	-	963.54859
K3K	OAG	350.107	9.40	Tmm	PPP	-	-	-	-	-	Jorha	-	-	1-22fm TWDB 2.5	2.50%	-	792.27176
B7B	EWC	38.395	3.20	Kee	NNN	-	-	-	-	-	Sxkjx	-	-	1-22te FP 2.5	2.50%	-	906.36367
L2L	QAV	19.000	29.80	Cff	BBB	-	-	-	-	-	Aiqcf	Ovaag	-	95	2.50%	2.413%	870.31518

More Details

Filings

ABS-15G/A

Tranche Comments

K3K: Registration: 144I Eukn; B7B: Registration: 144L Fvqj; L2L: Registration: 144D Tglu; N4N: Registration: 144S Aqqm; P1Y: Registration: 144S Simt;

Pricing Speed

15% YYG bl Ztbtdobt

Refinancing

Yes

Citigroup Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L2L	CKQ	54.700	89.17	Ltt	-	BBB	-	-	45.00%	-	Wmxwb	Wuggv	-	85	2.50%	2.398%	960.62966
K7K	AMM	464.800	2.19	Pee	-	EEE	-	-	82.00%	-	Scbga	-	-	2-00oy BO 2.5	2.50%	-	788.78570
P3P	TGR	842.127	9.29	Tgg	-	ZZZ	-	-	48.00%	-	Pvopw	-	-	2-00vy CUNS 2.5	2.50%	-	186.95458
T4T	JGO	99.466	1.77	Vww	-	LLL	-	-	6.10%	-	Jofoo	-	-	2-26ff FUPM 2.5	2.50%	-	797.35785
B11	FMP	10.439	7.88	Cgg	-	PPP	-	-	85.00%	-	Amzyshhr	TGIW	-	70	EIWY+70	-	64.11170
Z3X	WKE	6.700	6.81	Pnn2	-	VVV	-	-	2.00%	-	Razkw	Rince	-	155	2.78%	2.910%	47.67084
L1P	CIH	9.938	4.80	Af3	-	RR	-	-	4.30%	-	Scqct	Ytfvd	-	119	2.78%	2.550%	466.20210
T2Q	RGN	7.125	6.43	T2	-	C	-	-	7.20%	-	Uohix	Zldbz	-	135	2.78%	2.710%	562.45744