Company: CIMO
Filing Date: 2025-11-06
Form Type: 10-Q
Source: 0001409493-25-000028
Chunk: 115

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-11-06
Form: 10-Q
Item: Item 8
Chunk 115
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, forward interest rate projections, shape and steepness of the interest rate curve, current mortgage rates, mortgage rates of the outstanding loan, and other borrower, loan, property, or market-related characteristics that may influence prepayment behavior.

18

September 30, 2025 (dollars in thousands)  Weighted Average LifeLess than one yearGreater than one year and lessthan five yearsGreater than five years and lessthan ten yearsGreater than ten yearsTotalFair value     Non-Agency RMBS     Senior$11,052 $62,306 $206,418 $240,810 $520,586 Subordinated— 81,078 55,681 128,422 265,181 Interest-only231 31,881 48,339 2,620 83,071 Agency RMBS     Pass-through— — 2,344,296 176,242 2,520,538 CMO— — 352,826 — 352,826 Interest-only3,551 12,132 — — 15,683 Agency CMBSProject loans— — — 32,457 32,457 Interest-only— 2,972 — — 2,972 Total fair value$14,834 $190,369 $3,007,560 $580,551 $3,793,314 Amortized cost     Non-Agency RMBS     Senior$10,775 $62,777 $163,287 $172,868 $409,707 Subordinated— 74,520 53,313 131,701 259,535 Interest-only14,658 69,467 60,956 3,365 148,446 Agency RMBS     Pass-through— — 2,314,576 173,104 2,487,679 CMO— — 350,773 — 350,773 Interest-only3,593 15,173 — — 18,766 Agency CMBSProject loans— — — 40,310 40,310 Interest-only— 3,421 — — 3,421 Total amortized cost$29,027 $225,359 $2,942,905 $521,348 $3,718,637