Company: CIMO
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023813
Chunk: 49

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-05-08
Form: 10-Q
Item: Item 8
Chunk 49
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 increase, it is expected that the Company will incur additional credit losses.March 31, 202530 Days Delinquent60 Days Delinquent90+ Days DelinquentBankruptcyForeclosureREOTotal% of Unpaid Principal Balance4.1 %1.5 %2.5 %1.3 %3.1 %0.6 %13.0 %December 31, 202430 Days Delinquent60 Days Delinquent90+ Days DelinquentBankruptcyForeclosureREOTotal% of Unpaid Principal Balance4.3 %1.5 %2.5 %1.4 %2.9 %0.6 %13.2 %The Non-Agency RMBS in the Portfolio have the following collateral characteristics at March 31, 2025 and December 31, 2024.

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 March 31, 2025December 31, 2024Weighted average maturity (years) 17.3 17.5Weighted average amortized loan to value (1) 55.7 % 56.1 %Weighted average FICO (2) 706 706Weighted average loan balance (in thousands) $245  $247 Weighted average percentage owner-occupied 67.7 % 67.6 %Weighted average percentage single family residence 60.3 % 60.3 %Weighted average current credit enhancement 1.3 % 1.3 %Weighted average geographic concentration of top four statesCA32.9 %CA32.9 %NY11.9 %NY11.8 %FL7.6 %FL7.6 %NJ4.7 %NJ4.6 %(1) Value represents appraised value of the collateral at the time of loan origination.(2) FICO as determined at the time of loan origination.The table below presents the origination year of the underlying loans related to the Company’s portfolio of Non-Agency RMBS at March 31, 2025 and December 31, 2024. Origination YearMarch 31, 2025December 31, 20242003 and prior1.0 %0.9 %20040.7 %0.7 %20056.4 %7.0 %200639.5 %