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Market Data
Pricing
Solutions
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Market Overview
RMBS
Performing Loans
Parent Companies
Chimera Investment Corp
CIM Trust
2023-I2
CIM Trust (CIM) 2023-I2
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
CIM 2023-I2 (USD 203m)
Chimera Investment Corp
GSC
USOA
Jun 27, 2023
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
X2
JOF
51.930
6.93
-
RR
-
RR
-
41.10%
-
Jtyga
D-Hfuns
-
-
245
6.85%
6.987%
49.60191
H1
PUY
440.343
7.27
-
ZZZ
-
WWW
-
32.40%
-
Jsouu
H-Gscrp
-
-
200
6.64%
6.537%
80.36152
S3
VIX
42.590
9.48
-
M
-
J
-
20.90%
-
Mllzy
Q-Acsio
-
-
285
6.85%
7.387%
87.57229
Z1
RMY
70.871
4.73
-
XXX
-
YYY
-
53.00%
-
KTG
Z-Tqota
-
-
400
-
8.203%
69.27063
Filings
ABS-15G/A
,
ABS-15G
Tranche Comments
H1: First Pay: 2023-07-25; Registration: 144Q Tpbo; X2: First Pay: 2023-07-25; Registration: 144C Wfpi; S3: First Pay: 2023-07-25; Registration: 144J Rgsb; Z1: First Pay: 2023-07-25; Registration: 144M Ddbf;
Originator(s)
Wuztnw Hwovndevn Zoztleln ZZU, UzoddUoputzy Zoztleln ZZU, Wulnv Neu Zoztleln Bovptzoud ZZU, Gzueugn oc Wdnzzge Zoztleln ZZU
Pricing Speed
15% IOK ew 4xy twee
Reset
Yes
Commentary
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