Company: CIMO
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023813
Chunk: 46

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-05-08
Form: 10-Q
Item: Item 8
Chunk 46
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5.85 3.13 0.7 %4.3 %Agency RMBS     Pass-through149,420 100.54 100.05 5.5 %5.4 %CMO451,023 99.96 99.65 5.5 %5.6 %Interest-only379,113 5.08 4.18 0.9 %7.6 %Agency CMBSProject loans40,875 101.52 85.63 3.5 %3.4 %Interest-only294,363 2.00 2.22 0.6 %9.4 %       (1) Bond Equivalent Yield at period end. December 31, 2024 Principal or Notional Value at Period-End(dollars in thousands)Weighted Average AmortizedCost BasisWeighted Average Fair ValueWeighted AverageCouponWeighted Average Yield at Period-End (1)Non-Agency RMBS    Senior$1,010,128 $45.11 $60.83 5.7 %17.6 %Subordinated648,977 59.18 57.99 4.5 %8.0 %Interest-only2,644,741 5.81 2.77 0.7 %6.6 %Agency RMBS     CMO464,640 99.97 99.36 5.8 %5.8 %Interest-only380,311 5.15 4.41 0.7 %6.9 %Agency CMBSProject loans40,882 101.51 84.07 3.5 %3.4 %Interest-only449,437 1.36 1.43 0.5 %8.9 %       (1) Bond Equivalent Yield at period end.Actual maturities of MBS are generally shorter than the stated contractual maturities. Actual maturities of the Company’s MBS are affected by the underlying mortgages, periodic payments of principal, realized losses and prepayments of principal. The following tables provide a summary of the fair value and amortized cost of the Company’s MBS at March 31, 2025 and December 31, 2024 according to their estimated weighted-average life classifications. The weighted-average lives of the MBS in the