Company: CIMO
Filing Date: 2025-11-06
Form Type: 10-Q
Source: 0001409493-25-000028
Chunk: 208

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-11-06
Form: 10-Q
Item: Item 8
Chunk 208
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 (1)Weighted Average 3 Month Prepay Rate at Period-EndWeighted Average 12 Month Prepay Rate at Period-EndWeighted Average 3 Month CDR at Period-EndWeighted Average 12 Month CDR at Period-EndWeighted Average Loss Severity(2)Weighted Average Credit EnhancementNon-Agency RMBS         Senior$865,570 $43.17 $60.14 5.7 %20.2 %5.2 %4.6 %1.3 %1.9 %23.6 %1.2 %Subordinated499,426 51.52 53.10 4.3 %8.9 %8.1 %7.9 %0.5 %0.7 %46.6 %5.2 %Interest-only2,481,658 5.98 3.35 0.7 %4.5 %5.0 %5.1 %0.9 %1.0 %43.5 %— %Agency RMBS         Pass-through2,561,414 97.12 98.40 4.9 %5.3 %5.9 %6.2 % N/A  N/A  N/A  N/A CMO350,865 99.97 100.56 5.5 %5.6 %10.8 %11.4 %N/AN/AN/AN/AInterest-only370,958 5.06 4.23 0.7 %6.8 %10.4 %9.3 %N/AN/AN/AN/AAgency CMBSProject loans39,706 101.52 81.74 3.4 %3.3 %— %— %N/AN/AN/AN/AInterest-only124,271 2.75 2.39 0.9 %12.8 %— %— %N/AN/AN/AN/ALoans held for investmentRe-performing Loans9,204,848 97.81 98.20 5.5 %5.5 %6.6 %6.5 %0.7 %0.4 %33