Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 160

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 8
Chunk 160
---
 guaranteed by an Agency and includes Agency RMBS and Agency CMBS collectively; Non-Agency RMBS refers to residential MBS that are not guaranteed by any agency of the U.S. Government or any Agency; IO refers to Interest-only securities.

SPECIAL NOTE REGARDING FORWARD-LOOKING STATEMENTS

We make forward-looking statements in this report that are subject to risks and uncertainties. These forward-looking statements include information about, among other things, possible or assumed future results of our business, financial condition, liquidity, results of operations, plans and objectives. When we use the words “goal,” “target,” “assume,” ‘‘believe,’’ ‘‘expect,’’ ‘‘anticipate,’’ ‘‘estimate,’’ “project,” “budget,” “forecast,” “predict,” “potential,” ‘‘plan,’’ ‘‘continue,’’ ‘‘intend,’’ ‘‘should,’’ ‘‘may,’’ “could,” ‘‘would,’’ ‘‘will’’ or similar expressions, we intend to identify forward-looking statements. Statements regarding the following subjects, among others, are forward-looking by their nature:

•our ability to obtain funding on favorable terms and access the capital markets;

•our ability to achieve optimal levels of leverage and effectively manage our liquidity;

•changes in inflation, the yield curve, interest rates and mortgage prepayment rates;

•our ability to manage credit risk related to our investments and comply with the Risk Retention Rules;

•rates of default, delinquencies, forbearance, deferred payments or decreased recovery rates on our investments;

•the concentration of properties securing our securities and residential loans in a small number of geographic areas;

•our ability to execute on our business and investment strategy;

•our ability to determine accurately the fair market value of our assets;

•changes in our industry, the general economy or geopolitical conditions (such as the recent tensions in international trade);

•our ability to successfully integrate and realize the anticipated benefits of any acquisitions, including the HomeXpress Acquisition (as defined below) and the Palisades Acquisition;

•our ability to operate our investment management and advisory services and manage any regulatory rules and conflicts of interest;

•the degree to which our hedging strategies may or may not be effective;

•our ability to effect our strategy to securitize residential mortgage loans;

•our ability to compete with competitors and ability to source target assets at attractive prices;

•our ability to find and retain qualified executive officers and key personnel;

•the ability of servicers and other third parties to perform their services at a high level and