Company: CIMO
Filing Date: 2025-02-19
Form Type: 10-K
Source: 0001628280-25-006426
Chunk: 461

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-02-19
Form: 10-K
Item: Item 7
Chunk 461
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—NA$— N/ANA1 to 29 days642,358 5.61%4.66% - 7.52%272,490 7.35%6.30% - 8.22%30 to 59 days959,559 7.79%5.34% - 12.50%495,636 6.68%5.58% - 7.87%60 to 89 days318,750 5.58%4.87% - 7.02%305,426 7.17% 5.93% - 7.85%90 to 119 days51,416 6.38%5.51% - 6.77% 54,376 7.46%6.59% - 7.80%120 to 180 days123,072 6.15% 5.82% - 6.77%105,727 7.09%6.72% - 7.80%180 days to 1 year409,760 6.79% 5.80% - 7.49%39,620 7.06%6.66% - 7.39%1 to 2 years— NANA808,601 9.36%8.36% - 12.50%2 to 3 years337,245 5.02%5.02% - 5.02%— NAN/AGreater than 3 years— NANA362,215 5.11%5.10% - 7.15%Total$2,842,160 6.48%$2,444,091 7.51%

Average remaining maturity of Secured financing agreements secured by:December 31, 2024December 31, 2023Agency RMBS 16 Days N/AAgency CMBS 8 Days 32 DaysNon-Agency RMBS and Loans held for investment 237 Days 418 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