Chimera Investment Corp. FL — Weighted average geographic concentration of top four states remained flat by 0.0% to 8.8% in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 1.1%, from 8.9% to 8.8%. Over 4 years (FY 2021 to FY 2025), FL — Weighted average geographic concentration of top four states shows relatively stable performance with a 2.2% CAGR. This is a positive signal — lower values indicate better performance for this metric.
An increase suggests higher geographic concentration risk, making the portfolio more vulnerable to localized economic downturns or natural disasters in those specific regions. A decrease indicates improved geographic diversification, which generally reduces systemic risk within the mortgage asset pool.
This metric measures the concentration risk of the mortgage portfolio by calculating the aggregate unpaid principal bala...
Peer mortgage REITs typically monitor geographic concentration to ensure compliance with risk management policies, with lower concentration levels generally preferred to mitigate regional volatility.
cim_segment_fl_weighted_average_geographic_concentration_of_top_four_states| Q2 '21 | Q3 '21 | Q4 '21 | Q1 '22 | Q2 '22 | Q3 '22 | Q4 '22 | Q1 '23 | Q2 '23 | Q3 '23 | Q4 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | 8.3% | 8.1% | 8.1% | 8.4% | 8.4% | 8.4% | 8.5% | 8.5% | 8.9% | 8.8% | 8.8% | 8.8% | 8.8% | 8.8% | 8.8% | 8.9% | 8.8% | 8.9% | 8.8% | 8.8% |
| QoQ Change | — | -2.4% | +0.0% | +3.7% | +0.0% | +0.0% | +1.2% | +0.0% | +4.7% | -1.1% | +0.0% | +0.0% | +0.0% | +0.0% | +0.0% | +1.1% | -1.1% | +1.1% | -1.1% | +0.0% |
| YoY Change | — | — | — | — | +1.2% | +3.7% | +4.9% | +1.2% | +6.0% | +4.8% | +3.5% | +3.5% | -1.1% | +0.0% | +0.0% | +1.1% | +0.0% | +1.1% | +0.0% | -1.1% |