Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 113

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 8
Chunk 113
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The Non-Agency RMBS in the Portfolio have the following collateral characteristics at June 30, 2025 and December 31, 2024. June 30, 2025December 31, 2024Weighted average maturity (years) 17.0 17.5Weighted average amortized loan to value (1) 55.3 % 56.1 %Weighted average FICO (2) 706 706Weighted average loan balance (in thousands) $243  $247 Weighted average percentage owner-occupied 67.8 % 67.6 %Weighted average percentage single family residence 60.3 % 60.3 %Weighted average current credit enhancement 1.2 % 1.3 %Weighted average geographic concentration of top four statesCA34.7 %CA32.9 %NY12.3 %NY11.8 %FL7.4 %FL7.6 %TX5.0 %NJ4.6 %(1) Value represents appraised value of the collateral at the time of loan origination.

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(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 June 30, 2025 and December 31, 2024. Origination YearJune 30, 2025December 31, 20242003 and prior1.0 %0.9 %20040.7 %0.7 %20056.6 %7.0 %200640.9 %39.0 %200730.2 %29.4 %2008 and later20.6 %23.0 %Total100.0 %100.0 %Gross realized gains and losses are recorded in “Net realized gains (losses) on sales of investments” on the Company’s Consolidated Statements of Operations. The proceeds and gross realized gains and gross realized losses from sales of investments for the quarter and six months ended June 30, 2025 and 2024 are as follows: For the Quarter EndedFor the Six Months Ended June 30, 2025June 30, 2024June 30, 2025June 30, 2024 (dollars in