Company: CIMO
Filing Date: 2025-11-06
Form Type: 10-Q
Source: 0001409493-25-000028
Chunk: 171

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-11-06
Form: 10-Q
Item: Item 8
Chunk 171
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issued pass-through RMBS collateralized primarily by pools of fixed-rate single-family mortgage loans; 

•CMBS refers to mortgage-backed securities secured by pools of commercial mortgage loans; 

•Agency RMBS and Agency CMBS refer to MBS that are secured by pools of residential and commercial mortgage loans, respectively, and are issued or guaranteed by an Agency; 

•Agency CMO refers to collateralized mortgage obligations guaranteed by an Agency and are included in Agency RMBS; 

•Non-Agency RMBS refers to residential MBS that are not guaranteed by any agency of the U.S. Government or any Agency;

•Non-MTM refers to non-mark-to-market facilities, which are financial arrangements that do not require the regular revaluation of assets based on current market prices, often used for loans or securities where the value is assessed based on other criteria;

•RTLs refer to residential transition loans; 

•ABS refers to asset-backed securities; 

•RPLs refer to re-performing loans;

•IO refers to Interest-only securities; 

•MSRs refers to mortgage servicing rights;

•QM refers to qualified mortgages that are designed for borrowers who meet traditional lending criteria and comply with regulatory standards for safety and affordability; and

•Non-QM refers to non-qualified mortgages that are designed for borrowers who do not meet traditional qualified mortgage standards.

SPECIAL NOTE REGARDING FORWARD-LOOKING STATEMENTS

We make forward-looking statements in this report that are subject to risks and uncertainties. These forward-looking statements include information about, among other things, possible or assumed future results of our business, financial condition, liquidity, results of operations, plans and objectives. When we use the words “goal,” “target,” “assume,” ‘‘believe,’’ ‘‘expect,’’ ‘‘anticipate,’’ ‘‘estimate,’’ “project,” “budget,” “forecast,” “predict,” “potential,” ‘‘plan,’’ ‘‘continue,’’ ‘‘intend,’’ ‘‘should,’’ ‘‘may,’’ “could,” ‘‘would,’’ ‘‘will’’ or similar expressions, we intend to identify forward-looking statements. Statements regarding the following subjects, among others, are forward-looking by their nature:

•our ability to obtain funding on favorable terms and access the capital markets;

•our ability to achieve optimal levels of leverage and effectively manage our liquidity;

•changes in inflation, the yield curve, interest rates and mortgage prepayment rates;

•our ability to manage credit risk related to our investments and comply with the Dodd-Frank act and related laws and