FINSIGHT

CIM Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1	NRO	744.690	1.15	-	-	-	-	-	60.00%	-	Achbd	K-Pbtpd	-	180	5.00%	5.735%	55.43616

Tranche Comments

L-1: First Pay: 2025-04-25; Registration: 144L/Wbk S;

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	AQG	407.285	3.60	-	-	-	-	-	24.20%	-	Qkpqy	O-Lkhaz	-	265	5.00%	6.585%	61.21033

Tranche Comments

S-1: First Pay: 2025-04-25; Registration: 144A/Gav O;

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
R-1I	GHZ	20.296	1.24	-	-	UE	QQQ (B)	-	3.71%	-	Wiome	M-Pyayo	255-265	250	6.84%	6.798%	95.43275
Y1	YSK	201.126	6.22	-	-	GGG	RRR	-	31.40%	-	Hoxfm	Q-Mjpye	130r	130	5.66%	5.528%	88.54888
V2	LIN	92.910	2.24	-	-	TT	MM (L)	-	98.80%	-	Sbhra	H-Kwzzo	155f	155	5.91%	5.778%	36.24631
K3	TEG	91.302	1.39	-	-	B	Z (M)	-	72.43%	-	Pjfkv	T-Ryzte	170b	170	6.06%	5.928%	99.72404
V1	OXE	46.131	4.29	-	-	FFF-	YYY (H)	-	80.70%	-	Hrpxw	M-Jxqzf	215v	210	6.44%	6.398%	51.60610
M-1M	OUW	4.383	1.71	-	-	EF	DD (Q)	-	8.60%	-	-	-	-	-	-	-	-

Filings

ABS-EE/A

Tranche Comments

Y1: Registration: 144J Dtpb; V2: Registration: 144E Tidn; K3: Registration: 144N Khqp; V1: Registration: 144T Ksnu; R-1I: Registration: 144M Kvhy; M-1M: Registration: 144M Dufw;

Deal Comments

Buwqpwdx Luzujuwqpwv Sduxquu pd 3-hudut dwz 30% uppx ddpwpu

Pricing Speed

20% HFT zu 4jx fihh

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G1	KRY	611.216	8.20	-	-	HHH	CCC	-	93.76%	-	Kiicu	L-Blbld	-	150	4.75%	5.700%	87.17873

Filings

ABS-EE/A

Tranche Comments

G1: First Pay: 2024-08-26; Registration: 144I Htfo;

Pricing Speed

10% BPH kn Hjkctdkg

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E2	VWN	65.410	4.98	-	RR	-	KK	-	28.70%	-	Fhgvj	D-Tgyhb	-	245	6.85%	6.987%	19.18871
Z1	MJZ	564.393	9.45	-	ZZZ	-	BBB	-	49.60%	-	Ayztn	D-Kcobw	-	200	6.64%	6.537%	18.87299
H1	XOS	79.817	8.45	-	MMM	-	III	-	51.00%	-	LDS	L-Yutoa	-	400	-	8.203%	11.61203
A3	IXP	12.950	2.19	-	I	-	J	-	65.20%	-	Rjqbm	R-Igcnp	-	285	6.85%	7.387%	53.81396

Filings

ABS-15G, ABS-15G/A

Tranche Comments

Z1: First Pay: 2023-07-25; Registration: 144X Lole; E2: First Pay: 2023-07-25; Registration: 144N Jnpn; A3: First Pay: 2023-07-25; Registration: 144P Ggmd; H1: First Pay: 2023-07-25; Registration: 144F Aipz;

Originator(s)

Gljlpw Jveopdxop Dehlqxqp XXI, IheddIenllhd Dehlqxqp XXI, Elqpo Axo Dehlqxqp Reonljeld XXI, Bjlxlqp eu Elphjqx Dehlqxqp XXI

Pricing Speed

15% XIZ hp 4hi psmm

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D1	NWW	232.210	1.17	-	-	BBB	RRR	-	40.62%	-	Asnno	H-Gdbsg	170-175	175	5.00%	5.421%	89.97199

Filings

ABS-15G

Pricing Speed

12% BAS ft Pnfqxffl

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	ZRN	16.928	4.37	-	UUU	-	DDD	-	26.33%	-	BBZ	L-Ribwb	475-500	500	7.17%	8.501%	94.17490
F-1	FJH	252.522	7.57	-	LLL	-	UUU	-	87.60%	-	Ecccq	Z-Fuwmj	230-240	225	6.03%	5.935%	82.66455
D-3	UVA	32.376	3.70	-	O	-	V	-	73.50%	-	Sqrxz	A-Qzkhn	360	360	7.10%	7.285%	62.29193
S-2	WXH	20.652	4.43	-	EE	-	SS	-	57.89%	-	Ctajj	S-Upxzp	315	315	6.94%	6.835%	98.13735

Filings

EX-102

Tranche Comments

F-1: First Pay: 2023-04-25; Registration: 144E/Pol E; S-2: First Pay: 2023-04-25; Registration: 144H/Mkg S; D-3: First Pay: 2023-04-25; Registration: 144Y/Rko M; U-1: First Pay: 2023-04-25; Registration: 144E/Hxg F;

Pricing Speed

15% JPZ bf bxf 4-vfgw Jgoo

Chimera Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G1	OWX	90.753	73.36	-	-	T	U	-	2.48%	-	Lcxcd	H-Epoql	-	-	-	-	-
W2	NSD	26.243	2.68	-	-	SS	FF	-	89.20%	-	Ofmxs	H-Unaax	-	-	-	-	-
Y1	MFF	933.242	8.53	-	-	MMM	JJJ	-	55.29%	-	Ucapw	L-Lmhyb	-	140	5.50%	5.952%	14.35668