| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CIM 2023-I2 (USD 203m) | Chimera Investment Corp | | 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 |
|---|
| N3 | VXI | 20.695 | 3.90 | - | Z | - | L | - | 27.30% | - | Arwlz | F-Sdalv | - | - | 285 | 6.85% | 7.387% | 99.18178 | | M1 | VCY | 14.782 | 2.91 | - | SSS | - | NNN | - | 20.00% | - | SMS | Q-Rnphk | - | - | 400 | - | 8.203% | 76.52703 | | K2 | LYZ | 65.870 | 1.78 | - | LL | - | SS | - | 64.80% | - | Skcll | P-Iwzmu | - | - | 245 | 6.85% | 6.987% | 11.72330 | | L1 | EEA | 294.111 | 8.31 | - | NNN | - | BBB | - | 36.30% | - | Ojlnq | T-Ssnql | - | - | 200 | 6.64% | 6.537% | 66.67367 |
Tranche Comments L1: First Pay: 2023-07-25; Registration: 144R Ftbv;
K2: First Pay: 2023-07-25; Registration: 144S Lhkn;
N3: First Pay: 2023-07-25; Registration: 144T Jvze;
M1: First Pay: 2023-07-25; Registration: 144N Bcsf; Originator(s) Ropbzd Izlqzdxqz Kltblxlz WWQ, QtlddQlaobtl Kltblxlz WWQ, Colzq Pxp Kltblxlz Llqabplod WWQ, Ppoxooz lt Ctztpox Kltblxlz WWQ Pricing Speed 15% TWL qs 4ph xkpp |
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