Company: CIMO
Filing Date: 2025-11-06
Form Type: 10-Q
Source: 0001409493-25-000028
Chunk: 132

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-11-06
Form: 10-Q
Item: Item 8
Chunk 132
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 the manager of the fund. The Company has classified the characteristics used to determine the fair value of equity method investments as Level 3 inputs in the fair value hierarchy. The equity method investments are included in Other assets on the Consolidated Statements of Financial Condition.The Company’s financial assets and liabilities carried at fair value on a recurring basis, including the level in the fair value hierarchy, at September 30, 2025 and December 31, 2024 are presented below.September 30, 2025   (dollars in thousands)   Level 1Level 2Level 3Counterparty and Cash Collateral, nettingTotalAssets:     Non-Agency RMBS, at fair value$— $— $868,838 $— $868,838 Agency MBS, at fair value— 2,924,476 — — 2,924,476 Loans held for investment, at fair value— 137,254 10,180,545 — 10,317,799 Derivatives, at fair value— 2,112 — — 2,112 Liabilities:     Secured Financing Agreement, at fair value— 309,665 — — 309,665 Securitized debt at fair value, collateralized by Loans held for investment— — 7,022,941 — 7,022,941 Derivatives, at fair value— 1,163 (7,973)1,450 (5,360)December 31, 2024  (dollars in thousands) Level 1Level 2Level 3Counterparty and Cash Collateral, nettingTotalAssets:     Non-Agency RMBS, at fair value$— $— $1,064,169 $— $1,064,169 Agency MBS, at fair value— 519,218 — — 519,218 Loans held for investment, at fair value— 337,833 10,858,845 — 11,196,678 Derivatives, at fair value117 7,146 — (7,146)117 Liabilities:     Secured Financing Agreement, at fair value— 319,456 — — 319,456 Securitized debt at fair value, collateralized by Loans held for investment—