Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 127

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 8
Chunk 127
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 — — — The table below provides a summary of the changes in the fair value of financial instruments classified as Level 3 at June 30, 2025 and December 31, 2024.

27

Fair Value Level 3 Rollforward - AssetsFor the Six Months EndedFor the Year EndedJune 30, 2025December 31, 2024(dollars in thousands) Non-Agency RMBSLoans held for investmentNon-Agency RMBSLoans held for investmentBeginning balance Level 3$1,064,169 $10,858,845 $1,043,806 $11,125,052 Transfers into Level 3— — — — Transfers out of Level 3— — — — Purchases of assets808 (21,428)97,646 759,900 Principal payments(53,264)(606,614)(74,091)(1,184,167)Sales and Settlements(12,234)3,599 — (3,441)Net accretion (amortization)12,084 (11,496)34,267 (39,490)Gains (losses) included in net income(Increase) decrease in provision for credit losses(7,796)— (9,869)— Realized gains (losses) on sales and settlements(1,095)— — — Net unrealized gains (losses) included in income15,336 209,078 (1,391)200,991 Gains (losses) included in other comprehensive income— — — — Total unrealized gains (losses) for the period(7,013)— (26,199)— Ending balance Level 3$1,010,995 $10,431,985 $1,064,169 $10,858,845 Fair Value Level 3 Rollforward - LiabilitiesFor the Six Months EndedFor the Year EndedJune 30, 2025December 31, 2024(dollars in thousands) Securitized DebtSecuritized DebtBeginning balance Level 3$6,984,495 $7,601,881 Transfers into Level 3— — Transfers out of Level 3— — Transfer due to consolidation/deconsolidation— — Issu