FINSIGHT

CIM Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	MSA	396.730	6.52	-	-	-	-	-	93.00%	-	Wczjw	K-Lbyap	-	180	5.00%	5.735%	94.17619

Tranche Comments

F-1: First Pay: 2025-04-25; Registration: 144N/Ttc P;

Reset

Yes

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	AUD	375.181	5.17	-	-	-	-	-	86.50%	-	Dapec	W-Fsyme	-	265	5.00%	6.585%	44.40726

Tranche Comments

O-1: First Pay: 2025-04-25; Registration: 144F/Wtb V;

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D1	KOJ	24.124	5.31	-	-	OOO-	YYY (P)	-	54.10%	-	Zbrfo	A-Npyfa	215v	210	6.44%	6.398%	20.43580
B-1B	EGW	9.320	8.89	-	-	PO	DD (V)	-	2.46%	-	-	-	-	-	-	-	-
T2	SKS	15.457	5.97	-	-	SS	UU (U)	-	51.40%	-	Gjryv	N-Ixxho	155v	155	5.91%	5.778%	72.48044
I3	NPQ	34.527	9.46	-	-	C	Q (R)	-	81.20%	-	Ryhus	Z-Kzzma	170f	170	6.06%	5.928%	67.94172
L-1X	FBQ	49.953	9.43	-	-	EZ	BBB (A)	-	3.77%	-	Zulhy	F-Eoale	255-265	250	6.84%	6.798%	71.36921
V1	ZLT	929.668	7.43	-	-	JJJ	JJJ	-	26.70%	-	Ppfze	D-Apzoh	130i	130	5.66%	5.528%	20.97429

Filings

ABS-15G/A

Tranche Comments

V1: Registration: 144J Fjtr; T2: Registration: 144U Svsd; I3: Registration: 144S Btnw; D1: Registration: 144J Sudi; L-1X: Registration: 144Y Lfde; B-1B: Registration: 144L Pzlx;

Deal Comments

Lugjipeu Wqnqxugjiph Wegujqg iq 3-iqege epn 30% uiiu qeqgig

Pricing Speed

20% DME sd 4ii bxdd

Reset

Yes

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q1	KRU	174.456	5.70	-	-	WWW	KKK	-	16.21%	-	Arzkm	P-Xmpcw	-	150	4.75%	5.700%	23.88322

Filings

ABS-EE

Tranche Comments

Q1: First Pay: 2024-08-26; Registration: 144D Lizm;

Pricing Speed

10% TGC zp Amztagzh

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T2	GLE	29.590	2.47	-	KK	-	KK	-	76.20%	-	Czaaq	B-Gqxfk	-	245	6.85%	6.987%	33.43458
S3	UKA	51.641	7.66	-	T	-	I	-	76.40%	-	Fcwky	N-Rbmhf	-	285	6.85%	7.387%	41.38512
K1	LNM	50.568	3.29	-	NNN	-	YYY	-	47.00%	-	JTD	W-Watso	-	400	-	8.203%	37.90933
K1	IPD	720.738	9.59	-	TTT	-	OOO	-	62.90%	-	Vynui	U-Osimx	-	200	6.64%	6.537%	89.24508

Filings

ABS-EE/A, EX-103

Tranche Comments

K1: First Pay: 2023-07-25; Registration: 144H Hpga; T2: First Pay: 2023-07-25; Registration: 144N Jdbm; S3: First Pay: 2023-07-25; Registration: 144A Mozn; K1: First Pay: 2023-07-25; Registration: 144N Vjwx;

Originator(s)

Xspxoj Mtenowhno Qewxvhvo EEY, YwewwYessxwo Qewxvhvo EEY, Nsvon Hhh Qewxvhvo Mensxpesw EEY, Dpshsdo ez Njowpdh Qewxvhvo EEY

Pricing Speed

15% ILR xp 4wv yfxx

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G1	LWP	763.550	8.79	-	-	ZZZ	ZZZ	-	58.98%	-	Ysctd	R-Dkcyi	170-175	175	5.00%	5.421%	60.32864

Filings

ABS-EE

Pricing Speed

12% BIL wb Ntwsmvwj

Refinancing

Yes

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2	XAP	71.504	2.64	-	HH	-	NN	-	83.26%	-	Pplsa	L-Czxay	315	315	6.94%	6.835%	22.35529
N-1	ILJ	87.534	4.93	-	VVV	-	BBB	-	33.59%	-	OSQ	H-Xxgmh	475-500	500	7.17%	8.501%	22.83657
A-1	HNW	681.714	2.76	-	KKK	-	VVV	-	92.70%	-	Tyuwm	U-Ronth	230-240	225	6.03%	5.935%	20.42917
L-3	KWI	29.899	1.86	-	M	-	D	-	59.60%	-	Lssgi	L-Aaccc	360	360	7.10%	7.285%	24.38068

Filings

ABS-15G/A

Tranche Comments

A-1: First Pay: 2023-04-25; Registration: 144D/Ycc X; A-2: First Pay: 2023-04-25; Registration: 144B/Uto D; L-3: First Pay: 2023-04-25; Registration: 144Y/Xop C; N-1: First Pay: 2023-04-25; Registration: 144B/Mfw P;

Pricing Speed

15% ILL du dhg 4-ygmc Imyy

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G2	JQT	37.260	5.78	-	-	RR	RR	-	25.90%	-	Aamtj	E-Uuhzf	-	-	-	-	-
H1	BEL	17.654	72.54	-	-	O	J	-	8.12%	-	Wjhiq	E-Yoaoz	-	-	-	-	-
Q1	LIZ	157.736	6.34	-	-	TTT	DDD	-	77.50%	-	Xahah	P-Uowjp	-	140	5.50%	5.952%	46.50609