{"schema_version":"secwatch.filing_event.v1","accession":"0001206774-24-000698","form_type":"8-K","ticker":"CIM","cik":"0001409493","company_name":"CHIMERA INVESTMENT CORP","filed_at":"2024-07-30T23:59:59+00:00","discovered_at":"2026-05-14T18:03:12.949382+00:00","generated_at":"2026-05-31T15:10:30.588317+00:00","sec_items":["7.01","9.01"],"event_type":"other_material","sentiment":"neutral","materiality_score":0.65,"calibrated_materiality_score":0.65,"confidence":"high","headline":"Chimera sponsors $468.1M securitization of reperforming residential mortgage loans","bullets":["CIM 2024-R1 securitization totals $468.1M; $351.8M senior notes sold to institutional investors at 75.15% advance rate.","Chimera retains $116.3M subordinate interests plus interest-only securities and a call option.","Weighted average cost of debt is 5.7%; securitization rated by Fitch and Morningstar DBRS.","Securitization backed by seasoned reperforming residential mortgage loans."],"urls":{"canonical":"https://secwatch.observer/filing/0001206774-24-000698","json":"https://secwatch.observer/filing/0001206774-24-000698.json","markdown":"https://secwatch.observer/filing/0001206774-24-000698.md","text":"https://secwatch.observer/filing/0001206774-24-000698.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1409493/000120677424000698/0001206774-24-000698-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1409493/000120677424000698/cim4360821-8k.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-05-31T15:10:30.588317+00:00"},"review":{"review_status":"machine_generated","human_reviewed":false,"corrected":false,"correction_note":null,"correction_timestamp":null,"superseded_by":null,"related_filings":[]},"source_grounded_claims":[],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}