| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CIM 2023-I1 (USD 206m) | Chimera Investment Corp | | USOA | Apr 4, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | QUF | 145.316 | 1.93 | - | DDD | - | QQQ | - | 64.30% | - | Olqww | I-Gglar | 210-220 | 230-240 | 225 | 6.03% | 5.935% | 35.51801 | | K-1 | BFK | 17.224 | 9.59 | - | GGG | - | ZZZ | - | 91.84% | - | EQT | J-Xgjpt | 475f | 475-500 | 500 | 7.17% | 8.501% | 61.57787 | | M-3 | REE | 22.915 | 5.74 | - | N | - | F | - | 96.70% | - | Gobxg | P-Ugmwn | 300-325 | 360 | 360 | 7.10% | 7.285% | 60.39140 | | E-2 | VBX | 73.836 | 3.14 | - | BB | - | UU | - | 90.54% | - | Emget | V-Vyubn | 250-275 | 315 | 315 | 6.94% | 6.835% | 30.83299 |
Tranche Comments G-1: First Pay: 2023-04-25; Registration: 144V/Iaj T;
E-2: First Pay: 2023-04-25; Registration: 144P/Ovq H;
M-3: First Pay: 2023-04-25; Registration: 144D/Hsg O;
K-1: First Pay: 2023-04-25; Registration: 144W/Qut M; Pricing Speed 15% EKI mk mzf 4-qfau Eann |
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