Company: CIMO
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023813
Chunk: 129

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-05-08
Form: 10-Q
Item: Item 8
Chunk 129
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 %3.4 %— %— %N/AN/AN/AN/AInterest-only$449,437 $1.36 $1.43 0.5 %8.9 %— %— %N/AN/AN/AN/ALoans held for investmentRe-performing Loans$10,322,156 $98.05 $96.14 5.5 %5.6 %6.7 %6.2 %0.7 %0.7 %25.1 %8.3 %Prime Loans$420,446 $90.75 $92.50 4.3 %5.9 %6.0 %4.1 %— %— %37.8 %— %Investor Loans$573,748 $102.04 $98.64 6.5 %6.4 %12.6 %9.8 %— %— %— %14.7 %Business Purpose Loans$343,071 $100.74 $100.01 6.8 %8.9 %27.8 %14.3 %1.2 %0.2 %4.5 %6.8 %

(1) Bond Equivalent Yield at period-end. Weighted Average Yield is calculated using each investment's respective amortized cost.

(2) Calculated based on reported losses to date, utilizing widest data set available (i.e., life-time losses, 12-month loss, etc.)

Based on the projected cash flows for our Non-Agency RMBS that are not of high credit quality, a portion of the original purchase discount is designated as Accretable Discount, which reflects the purchase discount expected to be accreted into interest income, and a portion is designated as Non-Accretable Difference, which represents the contractual principal on the security that is not expected to be collected. The amount designated as Non-Accretable Difference may be adjusted over time, based on the actual performance of the security, its underlying collateral, actual and projected cash flow from such collateral, economic conditions and other factors. If the performance of a security is more favorable than previously estimated, a portion of the amount designated as Non-Accretable Difference may be transferred to Accretable Discount and accreted into interest income