Company: CIMO
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023813
Chunk: 93

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-05-08
Form: 10-Q
Item: Item 8
Chunk 93
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 Included in other assetsDecember 31, 2024(dollars in thousands) Gross Amounts of Recognized  Assets (Liabilities) Gross Amounts Offset in the Consolidated Statements of Financial PositionNet Amounts Offset in the Consolidated Statements of Financial PositionGross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position  FinancialInstrumentsCash Collateral (Received) Pledged (1)Net AmountSecured financing agreements$(2,824,371)$— $(2,824,371)$4,086,097 $17,340 $1,279,066 Interest Rate Swaps - Gross Assets3,754 (3,754)— — — — Interest Rate Swaps - Gross Liabilities— — — — (13,486)(13,486)Treasury Futures - Gross Assets117 — 117 — — 117 Treasury Futures - Gross Liabilities— — — — 1,098 1,098 Swaptions - Gross Assets— — — — — — Swaptions - Gross Liabilities3,391 (3,391)— — (399)(399)Total$(2,817,109)$(7,145)$(2,824,254)$4,086,097 $4,554 $1,266,396 (1) Included in other assets

16. Commitments and Contingencies

From time to time, the Company may become involved in various claims and legal actions arising in the ordinary course of business. In connection with certain securitization transactions engaged in by the Company, it has the obligation under certain circumstances to repurchase assets from the VIE upon breach of certain representations and warranties. 

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17. Subsequent Events

The Company has evaluated subsequent events through the filing of this Quarterly Report on Form 10-Q and determined that there have been no events that have occurred that would require adjustments to our disclosures in the consolidated financial statements.

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Item 2. Management's Discussion and Analysis of Financial Condition and Results of Operations

The following discussion of our financial condition and results of operations should be read in conjunction with the consolidated financial statements and notes to those statements included in Item 1 of this Quarterly Report on Form 10-Q.

In this Quarterly Report on Form 10-Q, references to “we,” “us