Company: CIMO
Filing Date: 2025-11-06
Form Type: 10-Q
Source: 0001409493-25-000028
Chunk: 210

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-11-06
Form: 10-Q
Item: Item 8
Chunk 210
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         CMO464,640 99.97 99.36 5.8 %5.8 %15.7 %— %N/AN/AN/AN/AInterest-only380,311 5.15 4.41 0.6 %6.9 %9.4 %9.0 %N/AN/AN/AN/AAgency CMBSProject loans40,882 101.51 84.07 3.5 %3.4 %— %— %N/AN/AN/AN/AInterest-only449,437 1.36 1.43 0.5 %8.9 %— %— %N/AN/AN/AN/ALoans held for investmentRe-performing Loans10,322,156 98.05 96.14 5.5 %5.6 %6.7 %6.2 %0.7 %0.7 %25.1 %8.3 %Prime Loans420,446 90.75 92.50 4.3 %5.9 %6.0 %4.1 %— %— %37.8 %— %Investor Loans573,748 102.04 98.64 6.5 %6.4 %12.6 %9.8 %— %— %— %14.7 %Business Purpose Loans343,071 100.74 100.01 6.8 %8.9 %27.8 %14.3 %1.2 %0.2 %4.5 %6.8 %

(1) Bond Equivalent Yield at period-end. Weighted Average Yield is calculated using each investment's respective amortized cost.

(2) Calculated based on reported losses to date, utilizing widest data set available (i.e., life-time losses, 12-month loss, etc.)

Based on the projected cash flows for our Non-Agency RMBS that are not of high credit quality, a portion of the original purchase discount is designated as Accretable Discount, which reflects the purchase discount expected to be accreted into interest income, and a portion is designated as Non-Accretable Difference, which represents the contractual principal on the 

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