Chimera Investment Corp. NY — Weighted average geographic concentration of top four states increased by 0.8% to 12.4% in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 4.2%, from 11.9% to 12.4%. Over 4 years (FY 2021 to FY 2025), NY — Weighted average geographic concentration of top four states shows an upward trend with a 7.6% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
An increase indicates higher geographic concentration risk, making the portfolio more sensitive to regional economic shocks, while a decrease suggests a more diversified geographic footprint.
This metric measures the concentration of the unpaid principal balance of mortgage assets within the four states represe...
Peer mortgage REITs typically disclose geographic concentration to demonstrate risk management; lower concentration is generally viewed as safer, though some firms specialize in specific high-growth regions.
cim_segment_ny_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 | 10% | 10% | 10.4% | 10.7% | 11% | 11.1% | 11.3% | 11.3% | 11.4% | 11.5% | 11.6% | 11.6% | 11.7% | 11.8% | 11.8% | 11.9% | 12.3% | 17% | 12.3% | 12.4% |
| QoQ Change | — | +0.0% | +4.0% | +2.9% | +2.8% | +0.9% | +1.8% | +0.0% | +0.9% | +0.9% | +0.9% | +0.0% | +0.9% | +0.9% | +0.0% | +0.8% | +3.4% | +38.2% | -27.6% | +0.8% |
| YoY Change | — | — | — | — | +10.0% | +11.0% | +8.7% | +5.6% | +3.6% | +3.6% | +2.7% | +2.7% | +2.6% | +2.6% | +1.7% | +2.6% | +5.1% | +44.1% | +4.2% | +4.2% |