Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 34

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 2
Chunk 34
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12.4 %10.5 %N/AN/AN/AN/AInterest-only$375,663 $5.06 $4.23 0.8 %6.6 %9.2 %8.8 %N/AN/AN/AN/AAgency CMBSProject loans$39,719 $101.52 $89.92 3.4 %3.3 %— %— %N/AN/AN/AN/AInterest-only$289,334 $1.94 $2.06 0.6 %9.4 %5.6 %3.1 %N/AN/AN/AN/ALoans held for investmentRe-performing Loans$9,471,413 $97.78 $97.75 5.7 %5.6 %6.7 %6.5 %0.7 %0.4 %30.0 %8.8 %Prime Loans$403,539 $90.84 $94.03 4.3 %5.9 %8.3 %5.7 %— %— %37.8 %— %Investor Loans$799,462 $102.53 $101.35 6.9 %6.5 %14.4 %14.2 %0.1 %0.1 %7.3 %15.3 %Business Purpose Loans$214,732 $100.38 $99.21 8.7 %6.6 %52.9 %24.6 %0.2 %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.)

64

  December 31, 2024  Principal or Notional Value at Period-End (dollars in thousands)Weighted Average Amortized Cost BasisWeighted Average Fair ValueWeighted Average CouponWeighted Average Yield at Period-End (1)Weighted Average 3 Month Prepay Rate at Period-End