Company: CIMO
Filing Date: 2025-11-06
Form Type: 10-Q
Source: 0001409493-25-000028
Chunk: 109

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-11-06
Form: 10-Q
Item: Item 8
Chunk 109
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 Position for Less than 12 MonthsUnrealized Loss Position for 12 Months or MoreTotal Estimated Fair ValueUnrealized LossesNumber of PositionsEstimated Fair ValueUnrealized LossesNumber of PositionsEstimated Fair ValueUnrealized LossesNumber of PositionsNon-Agency RMBS         Senior$13,233 $(202)3 $17,708 $(2,897)4 $30,942 $(3,099)7 Subordinated9,185 (310)2 100,886 (14,778)15110,071 (15,088)17Interest-only5,042 (177)445,203 (79,166)12650,245 (79,343)130Agency RMBS       Pass-through682,638 (1,621)31— — — 682,638 (1,621)31CMO58,012 (333)1— — — 58,012 (333)1Interest-only5,134 (84)23,018 (3,663)5 8,151 (3,747)7Agency CMBSProject loans4,239 (809)2 28,217 (7,044)3132,456 (7,853)33Interest-only— — — 1,458 (584)1 1,458 (584)1Total$777,483 $(3,536)45$196,490 $(108,132)182$973,973 $(111,668)227 

14

December 31, 2024(dollars in thousands) Unrealized Loss Position for Less than 12 MonthsUnrealized Loss Position for 12 Months or MoreTotal Estimated Fair ValueUnrealized LossesNumber of PositionsEstimated Fair ValueUnrealized LossesNumber of PositionsEstimated Fair ValueUnrealized LossesNumber of PositionsNon-Agency RMBS         Senior$65,051 $(757)13 $35,492 $(5,010)6 $100,544 $(5,767)19 Subordinated27,799 (1,135)7 167,742 (26,766)29195,541 (27,901)36 Interest-only6,061 (1,118)12 35,734 (92,282)12441,