Company: CIMO
Filing Date: 2025-11-06
Form Type: 10-Q
Source: 0001409493-25-000028
Chunk: 215

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-11-06
Form: 10-Q
Item: Item 8
Chunk 215
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5.67% - 6.86%959,559 7.79%5.34% - 12.50%60 to 89 days191,681 5.07%4.57% - 5.58%318,750 5.58% 4.87% - 7.02%90 to 119 days11,651 5.15%5.15% - 5.15% 51,416 6.38%5.51% - 6.77%120 to 180 days185,759 5.81% 4.93% - 6.52%123,072 6.15%5.82% - 6.77%180 days to 1 year306,766 6.99% 5.16% - 8.38%409,760 6.79%5.80% - 7.49%1 to 2 years439,261 8.16% 5.36% - 8.41%— N/AN/A2 to 3 years316,684 5.01%5.01% - 5.01%337,245 5.02%5.02% - 5.02%Total$4,884,006 5.33%$2,842,160 6.48%

(1) The values for secured financing agreements in the table above is net of $389 thousand of deferred financing costs as of September 30, 2025.

Average remaining maturity of Secured financing agreements secured by:September 30, 2025December 31, 2024Agency RMBS 9 Days 16 DaysAgency CMBS 7 Days 8 DaysNon-Agency RMBS and Loans held for investment 301 Days 237 Days

We collateralize the secured financing agreements we use to finance our operations with our MBS investments and mortgage loans held in trusts controlled by us. Our counterparties negotiate a “haircut”, which is the difference expressed in percentage terms between the fair value of the collateral and the amount the counterparty will lend to us, when we enter into a financing transaction. The size of the haircut reflects the perceived risk and market volatility associated with holding the MBS by the lender. The haircut provides lenders with a cushion for daily market value movements that reduce the need for a margin call to be issued or margin to be returned as normal daily increases or decreases in