Company: CIMO
Filing Date: 2025-11-06
Form Type: 10-Q
Source: 0001409493-25-000028
Chunk: 20

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-11-06
Form: 10-Q
Item: Item 2
Chunk 20
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4.5 %Non-Agency RMBS (3)565,871 7,378 5.2 %629,610 9,330 5.9 %Loans held for investment1,752,317 30,214 6.9 %1,851,517 29,628 6.4 %Securitized debt7,321,240 72,285 3.9 %7,555,801 75,014 4.0 %Long term debt (3)158,212 3,946 10.0 %139,750 3,474 9.9 %Total$12,278,733 $138,338 4.5 %$11,501,566 $130,220 4.5 %Economic net interest income/net interest rate spread$68,558 1.4 %$69,075 1.5 %Net interest-earning assets/net interest margin$1,675,714  2.0 %$1,782,742 2.1 %Ratio of interest-earning assets to interest bearing liabilities1.14   1.15 (1) Interest-earning assets at amortized cost.(2) Interest includes periodic interest on derivatives, net.(3) These amounts have been adjusted to reflect the daily outstanding averages for which the financial instruments were held during the period.

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 For the Nine Months EndedSeptember 30, 2025September 30, 2024(dollars in thousands)(dollars in thousands) AverageBalanceInterestAverageYield/CostAverageBalanceInterestAverageYield/CostAssets:      Interest-earning assets (1):      Agency RMBS (3)$1,956,843 $60,916 5.7 %$578,301 $13,387 6.2 %Agency CMBS41,336 2,276 7.3 %51,917 1,814 4.7 %Non-Agency RMBS (3)937,776 84,430 11.9 %971,966 89,827 12.3 %Loans held for investment10,803,010 447,637 5.5 %11,414,989 457,375 5.3 %MSR38,221 500 5.