Chimera Investment Corp. NJ — Weighted average geographic concentration of top four states remained flat by 0.0% to 4.7% in Q1 2026 compared to the prior quarter. Year-over-year, this metric was flat by 0.0%, from 4.7% to 4.7%. Over 4 years (FY 2021 to FY 2025), NJ — Weighted average geographic concentration of top four states shows relatively stable performance with a -0.3% CAGR. This is a positive signal — lower values indicate better performance for this metric.
An increase indicates higher geographic concentration and potential exposure to localized economic risks, while a decrease suggests a more diversified portfolio across different regional markets.
This metric measures the concentration risk of the mortgage portfolio by calculating the aggregate unpaid principal bala...
Peers typically monitor geographic concentration to ensure compliance with risk management policies, with lower percentages generally preferred to mitigate regional systemic risk.
cim_segment_nj_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 | 4.6% | 4.5% | 4.6% | 4.6% | 4.6% | 4.6% | 4.5% | 4.6% | 4.5% | 4.5% | 4.5% | 4.6% | 4.8% | 4.6% | 4.6% | 4.7% | 4.3% | 4.3% | 4.7% | 4.7% |
| QoQ Change | — | -2.2% | +2.2% | +0.0% | +0.0% | +0.0% | -2.2% | +2.2% | -2.2% | +0.0% | +0.0% | +2.2% | +4.3% | -4.2% | +0.0% | +2.2% | -8.5% | +0.0% | +9.3% | +0.0% |
| YoY Change | — | — | — | — | +0.0% | +2.2% | -2.2% | +0.0% | -2.2% | -2.2% | +0.0% | +0.0% | +6.7% | +2.2% | +2.2% | +2.2% | -10.4% | -6.5% | +2.2% | +0.0% |