Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 112

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 8
Chunk 112
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 461,656 Interest-only4,708 12,076 — — 16,784 Agency CMBSProject loans— — — 34,370 34,370 Interest-only17 6,391 — — 6,408 Total fair value$21,561 $192,406 $490,297 $879,123 $1,583,387 Amortized cost     Non-Agency RMBS     Senior$13,760 $60,686 $204,530 $202,156 $481,132 Subordinated784 77,210 135,147 173,859 387,000 Interest-only18,060 61,959 68,306 5,246 153,571 Agency RMBS     CMO— — 62,050 402,472 464,522 Interest-only6,101 13,493 — — 19,594 Agency CMBSProject loans— — — 41,502 41,502 Interest-only189 5,945 — — 6,134 Total amortized cost$38,895 $219,293 $470,032 $825,235 $1,553,455 The Non-Agency RMBS investments are secured by pools of mortgage loans which are subject to credit risk. The following table summarizes the delinquency, bankruptcy, foreclosure and real estate owned, or REO, total of the pools of mortgage loans securing the Company’s investments in Non-Agency RMBS at June 30, 2025 and December 31, 2024. When delinquency rates increase, it is expected that the Company will incur additional credit losses.June 30, 202530 Days Delinquent60 Days Delinquent90+ Days DelinquentBankruptcyForeclosureREOTotal% of Unpaid Principal Balance3.4 %1.5 %2.1 %1.2 %3.1 %0.6 %11.8 %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 %