Company: CIMO
Filing Date: 2025-11-06
Form Type: 10-Q
Source: 0001409493-25-000028
Chunk: 38

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-11-06
Form: 10-Q
Item: Item 2
Chunk 38
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Agency RMBS         Pass-through2,561,414 97.12 98.40 4.9 %5.3 %5.9 %6.2 % N/A  N/A  N/A  N/A CMO350,865 99.97 100.56 5.5 %5.6 %10.8 %11.4 %N/AN/AN/AN/AInterest-only370,958 5.06 4.23 0.7 %6.8 %10.4 %9.3 %N/AN/AN/AN/AAgency CMBSProject loans39,706 101.52 81.74 3.4 %3.3 %— %— %N/AN/AN/AN/AInterest-only124,271 2.75 2.39 0.9 %12.8 %— %— %N/AN/AN/AN/ALoans held for investmentRe-performing Loans9,204,848 97.81 98.20 5.5 %5.5 %6.6 %6.5 %0.7 %0.4 %33.7 %9.0 %Prime Loans397,793 90.94 94.14 4.3 %5.9 %5.9 %3.5 %— %— %— %— %Investor Loans770,195 102.55 102.10 6.9 %6.5 %11.5 %13.3 %0.1 %0.1 %32.4 %15.7 %Business Purpose Loans144,765 99.11 98.78 9.0 %6.2 %42.9 %29.7 %— %0.6 %10.6 %— %

(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.)

  December 31, 2024  Principal or Notional Value at Period-