Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 35

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 2
Chunk 35
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Weighted Average 12 Month Prepay Rate at Period-EndWeighted Average 3 Month CDR at Period-EndWeighted Average 12 Month CDR at Period-EndWeighted Average Loss Severity(2)Weighted Average Credit EnhancementNon-Agency MBS         Senior$1,010,128 $45.11 $60.83 5.7 %17.6 %4.5 %4.9 %1.1 %1.5 %14.7 %1.9 %Subordinated$648,977 $59.18 $57.99 4.5 %8.0 %7.4 %7.0 %1.1 %0.8 %29.7 %6.8 %Interest-only$2,644,741 $5.81 $2.77 0.7 %6.6 %5.0 %5.3 %0.8 %0.8 %39.5 %— %Agency RMBS         CMO$464,640 $99.97 $99.36 5.8 %5.8 %15.7 %— %N/AN/AN/AN/AInterest-only$380,311 $5.15 $4.41 0.6 %6.9 %9.4 %9.0 %N/AN/AN/AN/AAgency CMBSProject loans$40,882 $101.51 $84.07 3.5 %3.4 %— %— %N/AN/AN/AN/AInterest-only$449,437 $1.36 $1.43 0.5 %8.9 %— %— %N/AN/AN/AN/ALoans held for investmentRe-performing Loans$10,322,156 $98.05 $96.14 5.5 %5.6 %6.7 %6.2 %0.7 %0.7 %25.1 %8.3 %Prime Loans$420,446 $90.75 $92.50 4.3 %5.9 %6.0 %4.1 %