Chimera Investment Corp. PA — Weighted average geographic concentration of top four states increased by 2.3% to 4.4% in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 2.3%, from 4.3% to 4.4%. Over 4 years (FY 2021 to FY 2025), PA — Weighted average geographic concentration of top four states shows a downward trend with a -3.2% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
An increase suggests higher geographic risk and potential sensitivity to localized economic shocks, while a decrease indicates a more diversified and geographically balanced portfolio.
This metric measures the aggregate exposure of the mortgage portfolio to the four states with the highest concentration...
Peer mortgage REITs typically monitor geographic concentration to ensure diversification, with lower concentration levels generally viewed as a sign of superior risk management.
cim_segment_pa_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 | 5% | 4.8% | 4.8% | 4.5% | 4.4% | 4.4% | 4.4% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.4% | 4.4% | 4.3% | 4.3% | 4.3% | 4.3% | 4.3% | 4.4% |
| QoQ Change | — | -4.0% | +0.0% | -6.3% | -2.2% | +0.0% | +0.0% | +2.3% | +0.0% | +0.0% | +0.0% | +0.0% | -2.2% | +0.0% | -2.3% | +0.0% | +0.0% | +0.0% | +0.0% | +2.3% |
| YoY Change | — | — | — | — | -12.0% | -8.3% | -8.3% | +0.0% | +2.3% | +2.3% | +2.3% | +0.0% | -2.2% | -2.2% | -4.4% | -4.4% | -2.3% | -2.3% | +0.0% | +2.3% |