奇美拉投资 2025年季度报告

☑QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15 (d) OF THE SECURITIES EXCHANGE ACT OF 1934FOR THE QUARTERLY PERIOD ENDED:September 30, 2025 OR ☐TRANSITION REPORT PURSUANT TO SECTION 13 OR 15 (d) OF THE SECURITIES EXCHANGE ACT OF 1934FOR THE TRANSITION PERIOD FROMTO COMMISSION FILE NUMBER:1-33796 CHIMERA INVESTMENT CORPORATION (Exact Name of Registrant as Specified in its Charter) (888)895-6557 (Registrant’s telephone number, including area code) Securities registered pursuant to Section 12(b) of the Act: Trading Symbol(s) Title of Each Class Indicate by check mark whether the Registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the SecuritiesExchange Act of 1934 during the preceding 12 months (or for such shorter period that the Registrant was required to file such reports), and(2) has been subject to such filing requirements for the past 90 days: YesþNo☐ Indicate by check mark whether the Registrant has submitted electronically every Interactive Data File required to be submitted pursuant toRule 405 of Regulation S-T (Section 232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrantwas required to submit such files). YesþNo☐ Indicate by check mark whether the Registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reportingcompany, or an emerging growth company. See definition of “large accelerated filer,” “accelerated filer,” “smaller reporting company,” and"emerging growth company" in Rule 12b-2 of the Exchange Act. Large accelerated filerþAccelerated filer☐Non-accelerated filer☐Smaller reporting company☐ Emerging growth company☐ If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period forcomplying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act. Indicate by check mark whether the Registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act). Yes☐Noþ Indicate the number of shares outstanding of each of the issuer’s classes of common stock, as of the last practicable date: ClassOutstanding at October 31, 2025Common Stock, $0.01 par value83,151,407 CHIMERA INVESTMENT CORPORATION FORM 10-Q TABLE OF CONTENTS PART I. FINANCIAL INFORMATION Consolidated Statements of Financial Condition as ofSeptember30, 2025(Unaudited)andDecember31, 2024(Derived from the audited consolidated financial statements as ofDecember31, 2024)2Consolidated Statements of Operations (Unaudited) for the quarters andnine monthsendedSeptember30, 2025and20243Consolidated Statements of Comprehensive Income (Loss) (Unaudited) for the quartersandnine monthsendedSeptember30, 2025and 20244Consolidated Statements of Changes in Stockholders’ Equity (Unaudited) for the quartersandnine monthsendedSeptember30, 2025and 20245Consolidated Statements of Cash Flows (Unaudited) for thenine monthsendedSeptember30, 2025and20247Notes to Consolidated Financial Statements (Unaudited)9 ITEM 2.MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITIONAND RESULTS OF OPERATIONS47ITEM 3.QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK73ITEM 4CONTROLS AND PROCEDURES79 PART II. OTHER INFORMATION ITEM 1.LEGAL PROCEEDINGS79ITEM 1A.RISK FACTORS79ITEM 2.UNREGISTERED SALES OF EQUITY SECURITIES AND USE OF PROCEEDS79ITEM 5.OTHER INFORMATION80ITEM 6.EXHIBITS81SIGNATURES83 Part I - Financial Information CHIMERA INVESTMENT CORPORATIONCONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) (dollars in thousands, except share and per share data)(Unaudited) CHIMERA INVESTMENT CORPORATIONCONSOLIDATED STATEMENTS OF CHANGES IN STOCKHOLDERS' EQUITY(dollars in thousands, except per share data)(Unaudited) CHIMERA INVESTMENT CORPORATION (Unaudited) 1.Organization Chimera Investment Corporation, or the Company, was incorporated in Maryland on June 1, 2007 and started trading on the New YorkStock Exchange (“NYSE”) in November 2007. The Company elected to be taxed as a real estate investment trust, or REIT, under theInternal Revenue Code of 1986, as amended, and regulations promulgated thereunder, or the Code. The Company is an internally managed REIT whose principal business objective is to provide attractive risk-adjusted returns anddistributable income through investment performance linked to mortgage credit fundamentals.Through its mortgage lending, investmentmanagement, and advisory services platforms, the Company operates as a fully integrated mortgage business that originates, manages, andinvests in a diversified range of mortgage assets. The Company invests, directly or indirectly, generally on a levered basis across aspectrum of mortgage assets, including residential mortgage loans, Non-Agency RMBS, Agency RMBS, Agency CMBS, MSRs, businesspurpose and investor loans, including RTLs, and other real estate-related assets. Through its subsidiary, it also originates consumer Non-Q