Company: CIMO
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023813
Chunk: 71

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-05-08
Form: 10-Q
Item: Item 8
Chunk 71
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 the Company had amounts at risk with Nomura Securities International, Inc., or Nomura, of 20% of its equity related to the collateral posted on secured financing agreements. The weighted average maturities of the secured financing agreements with Nomura were 108 days. The amount at risk with Nomura was $512 million.The secured financing agreements principal outstanding, weighted average borrowing rates, weighted average remaining maturities, average balances and the fair value of the collateral pledged as of March 31, 2025 and December 31, 2024 were: March 31, 2025December 31, 2024Secured financing agreements outstanding principal secured by:  Agency RMBS (in thousands)$482,907 $402,644 Agency CMBS (in thousands)30,542 29,123 Non-Agency RMBS and Loans held for investment (in thousands) (1)2,492,357 2,410,393 Total:$3,005,806 $2,842,160 MBS pledged as collateral at fair value on Secured financing agreements:  Agency RMBS (in thousands)$507,117 $423,768 Agency CMBS (in thousands)29,314 29,146 Non-Agency RMBS and Loans held for investment (in thousands)3,685,796 3,633,183 Total:$4,222,227 $4,086,097 Average balance of Secured financing agreements secured by:  Agency RMBS (in thousands)$396,246 $540,735 Agency CMBS (in thousands)29,972 35,555 Non-Agency RMBS and Loans held for investment (in thousands)2,476,388 2,370,931 Total:$2,902,606 $2,947,221 Average borrowing rate of Secured financing agreements secured by:  Agency RMBS4.52 %4.83 %Agency CMBS4.48 %4.77 %Non-Agency RMBS and Loans held for investment6.57 %6.78 %Average remaining maturity of Secured financing agreements secured by:  Agency RMBS 26 Days 16 DaysAgency CMBS 7 Days 8 DaysNon-Agency RMBS and Loans held for investment 356 Days 237 DaysAverage original maturity of Secured financing agreements secured by:Agency RMBS 39 Days 43