Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 105

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 8
Chunk 105
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,646 (1,334)5 168,357 (23,887)29190,003 (25,221)34Interest-only5,127 (227)644,143 (81,267)12649,270 (81,494)132Agency RMBS       Pass-through131,306 (378)5— — — 131,306 (378)5CMO361,216 (1,005)6— — — 361,216 (1,005)6Interest-only5,307 (115)24,056 (3,806)6 9,362 (3,921)8Agency CMBSProject loans4,517 (536)2 31,198 (4,073)3135,715 (4,609)33Interest-only— — — 1,583 (881)3 1,583 (881)3Total$559,142 $(4,293)33$269,634 $(117,575)200$828,776 $(121,868)233 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)12441,795 (93,400)136 Agency RMBS         CMO399,502 (2,972)7 — — — 399,502 (2,972)7 Interest-only1,614 (69)1 8,269 (4,151)7 9,882 (4,220)8 Agency CMBSProject loans5,234 (901)4 29,136 (6,231