Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 109

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 8
Chunk 109
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 13,164 13,164 — (93,400)(93,400)Agency RMBS      CMO— 106 106 — (2,972)(2,972)Interest-only— 1,410 1,410 — (4,220)(4,220)Agency CMBSProject loans— — — — (7,132)(7,132)Interest-only— 949 949 — (675)(675)Total$174,374 $26,022 $200,396 $(14,925)$(127,142)$(142,067)Changes in prepayments, actual cash flows, and cash flows expected to be collected, among other items, are affected by the collateral characteristics of each asset class. The Company chooses assets for the portfolio after carefully evaluating each investment’s risk profile.The following tables provide a summary of the Company’s MBS portfolio at June 30, 2025 and December 31, 2024.

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 June 30, 2025 Principal or Notional Valueat Period-End(dollars in thousands)Weighted Average AmortizedCost BasisWeighted Average Fair ValueWeighted AverageCouponWeighted Average Yield at Period-End (1)Non-Agency RMBS    Senior$968,383 $43.69 $59.30 5.7 %18.7 %Subordinated613,051 58.52 57.79 4.4 %7.9 %Interest-only2,535,660 5.91 3.25 0.7 %4.4 %Agency RMBS     Pass-through2,334,802 95.79 96.65 4.7 %5.4 %CMO362,333 99.97 99.69 5.5 %5.6 %Interest-only375,663 5.06 4.23 0.8 %6.6 %Agency CMBSProject loans39,719 101.52 89.92 3.4 %3.3 %Interest-only289,334 1.94 2.06 0.6 %9.4 %       (1) Bond Equivalent Yield at period end. December 31, 2024 Principal or Notional Value at Period-End(dollars