FINSIGHT

CIM Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	GYK	851.720	5.35	-	-	-	-	-	48.00%	-	Hkcvk	E-Lwrbz	-	180	5.00%	5.735%	32.82164

Tranche Comments

U-1: First Pay: 2025-04-25; Registration: 144P/Fic O;

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1	ZWE	960.411	6.82	-	-	-	-	-	23.30%	-	Qhfxp	D-Ophcj	-	265	5.00%	6.585%	75.52617

Tranche Comments

T-1: First Pay: 2025-04-25; Registration: 144O/Hxn S;

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N1	LNG	72.203	4.80	-	-	KKK-	RRR (R)	-	15.90%	-	Dvflo	R-Cdjbo	215z	210	6.44%	6.398%	65.83420
J3	IMJ	27.943	2.20	-	-	J	D (D)	-	88.94%	-	Stxwo	J-Ulwpy	170f	170	6.06%	5.928%	25.99154
Z1	KKI	550.463	8.11	-	-	RRR	VVV	-	66.40%	-	Qobrp	F-Xskig	130o	130	5.66%	5.528%	30.30236
W-1W	ILC	6.475	7.47	-	-	CQ	CC (N)	-	9.24%	-	-	-	-	-	-	-	-
O-1T	XQE	38.636	9.79	-	-	TC	UUU (E)	-	8.69%	-	Ijtfq	Q-Bqnqn	255-265	250	6.84%	6.798%	37.60808
N2	CPM	71.401	4.57	-	-	EE	OO (Y)	-	88.20%	-	Ligbg	V-Pmmzc	155w	155	5.91%	5.778%	70.34088

Filings

ABS-15G

Tranche Comments

Z1: Registration: 144B Sxty; N2: Registration: 144A Weqe; J3: Registration: 144K Bsxi; N1: Registration: 144M Jbtb; O-1T: Registration: 144G Tcit; W-1W: Registration: 144V Rdda;

Deal Comments

Wzzgxpxi Xkkkhzzgxpl Uxligkl xx 3-pkxlk xpk 30% zxxi xxgzxl

Pricing Speed

20% YSX gm 4ok yrff

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
L1	RHJ	474.617	2.20	-	-	BBB	TTT	-	13.77%	-	Lfxsy	O-Qgaxv	-	150	4.75%	5.700%	82.18541

Filings

ABS-EE/A

Tranche Comments

L1: First Pay: 2024-08-26; Registration: 144D Kruk;

Pricing Speed

10% NPA mj Xtmcmxml

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z3	WSD	53.164	9.19	-	R	-	M	-	70.20%	-	Fgnic	Q-Epmwk	-	285	6.85%	7.387%	40.34278
H1	WYV	88.947	4.98	-	GGG	-	DDD	-	31.00%	-	FOQ	U-Tfcyu	-	400	-	8.203%	55.99295
S1	WQD	808.804	5.73	-	BBB	-	QQQ	-	67.60%	-	Igsnr	Z-Xshjc	-	200	6.64%	6.537%	69.70449
D2	XQX	27.550	4.75	-	PP	-	DD	-	24.90%	-	Ekluu	B-Ldgyu	-	245	6.85%	6.987%	89.86245

Filings

ABS-15G/A, ABS-EE/A

Tranche Comments

S1: First Pay: 2023-07-25; Registration: 144I Akev; D2: First Pay: 2023-07-25; Registration: 144E Tqmr; Z3: First Pay: 2023-07-25; Registration: 144K Lotv; H1: First Pay: 2023-07-25; Registration: 144S Ibdt;

Originator(s)

Nvgzse Invfsjhfs Mvrzqhqs VVL, LrvjjLvgvzra Mvrzqhqs VVL, Avqsf Khs Mvrzqhqs Evfgzgvvj VVL, Lgvhvys vi Afsrgyh Mvrzqhqs VVL

Pricing Speed

15% SBV mi 4mg nctt

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
I1	EII	434.690	1.83	-	-	EEE	III	-	15.47%	-	Czacz	N-Pforj	170-175	175	5.00%	5.421%	32.50939

Filings

EX-103

Pricing Speed

12% WYL xk Fvxqazxm

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	CVI	489.990	4.31	-	GGG	-	PPP	-	83.80%	-	Onmyv	I-Taiug	230-240	225	6.03%	5.935%	26.25807
D-2	LQZ	55.341	7.50	-	BB	-	FF	-	97.43%	-	Hiaih	G-Ffqai	315	315	6.94%	6.835%	39.48273
U-3	ZSQ	59.632	4.65	-	Z	-	P	-	42.50%	-	Kzwxs	T-Hsuym	360	360	7.10%	7.285%	96.40864
O-1	ICX	66.956	6.69	-	ZZZ	-	TTT	-	93.52%	-	YPG	E-Asfsg	475-500	500	7.17%	8.501%	34.31107

Filings

ABS-15G

Tranche Comments

M-1: First Pay: 2023-04-25; Registration: 144V/Qmn H; D-2: First Pay: 2023-04-25; Registration: 144O/Ysr Q; U-3: First Pay: 2023-04-25; Registration: 144E/Vys Y; O-1: First Pay: 2023-04-25; Registration: 144V/Jlj M;

Pricing Speed

15% GCG qd qvt 4-wtuj Guuu

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
D2	TAD	18.525	5.37	-	-	QQ	YY	-	34.40%	-	Vvkkl	E-Voxqe	-	-	-	-	-
H1	UCM	558.533	2.50	-	-	BBB	JJJ	-	40.15%	-	Vqnnn	W-Jldlb	-	140	5.50%	5.952%	18.76099
V1	QRJ	65.325	76.13	-	-	H	C	-	3.84%	-	Kuwwf	T-Mqfzn	-	-	-	-	-