Company: CIMO
Filing Date: 2025-02-19
Form Type: 10-K
Source: 0001628280-25-006426
Chunk: 371

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-02-19
Form: 10-K
Item: Item 15
Chunk 371
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,939 $1,146,290 Amortized cost     Non-Agency RMBS     Senior$4,072 $95,442 $202,295 $203,824 $505,633 Subordinated2,301 12,672 104,432 181,006 300,411 Interest-only9,527 46,578 98,632 3,134 157,871 Agency RMBS     Interest-only19,238 — — — 19,238 Agency CMBSProject loans7,820 — — 80,000 87,820 Interest-only775 6,991 — — 7,766 Total amortized cost$43,733 $161,683 $405,359 $467,964 $1,078,739 

104

The Non-Agency RMBS investments are secured by pools of mortgage loans which are subject to credit risk. The following table summarizes the delinquency, bankruptcy, foreclosure and Real estate owned, or REO, total of the pools of mortgage loans securing the Company’s investments in Non-Agency RMBS at December 31, 2024 and December 31, 2023. When delinquency rates increase, it is expected that the Company will incur additional credit losses.December 31, 202430 Days Delinquent60 Days Delinquent90+ Days DelinquentBankruptcyForeclosureREOTotal% of Unpaid Principal Balance4.3 %1.5 %2.5 %1.4 %2.9 %0.6 %13.2 %December 31, 202330 Days Delinquent60 Days Delinquent90+ Days DelinquentBankruptcyForeclosureREOTotal% of Unpaid Principal Balance3.4 %1.4 %2.6 %1.3 %3.0 %0.5 %12.2 %The Non-Agency RMBS in the Portfolio have the following collateral characteristics at December 31, 2024 and December 31, 2023. December 31, 2024December 31, 2023Weighted average maturity (years) 17.5 19.5Weighted average amortized loan to value (1) 56.1 % 57.1 %Weighted average FICO (2