Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 103

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 8
Chunk 103
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, fair value and unrealized gain/losses of the Company's MBS investments as of June 30, 2025 and December 31, 2024.June 30, 2025(dollars in thousands)Principal or Notional ValueTotal PremiumTotal DiscountAmortized CostAllowance for Credit LossFair ValueGross Unrealized GainsGross Unrealized LossesNet Unrealized Gain/(Loss)Non-Agency RMBS       Senior$968,383 $26,304 $(538,040)$456,647 $(33,527)$574,300 $155,539 $(4,359)$151,180 Subordinated613,051 3,025 (254,663)361,413 (2,667)354,258 20,733 (25,221)(4,488)Interest-only2,535,660 149,944 — 149,944 — 82,437 13,987 (81,494)(67,507)Agency RMBS       Pass-through2,334,802 568 (98,868)2,236,502 — 2,256,507 20,383 (378)20,005 CMO362,333 — (114)362,219 — 361,214 — (1,005)(1,005)Interest-only375,663 19,003 — 19,003 — 15,880 798 (3,921)(3,123)Agency CMBSProject loans39,719 605 — 40,324 — 35,715 — (4,609)(4,609)Interest-only289,334 5,617 — 5,617 — 5,964 1,228 (881)347 Total$7,518,945 $205,066 $(891,685)$3,631,669 $(36,194)$3,686,275 $212,668 $(121,868)$90,800 December 31, 2024(dollars in thousands)Principal or Notional ValueTotal PremiumTotal DiscountAmortized CostAllowance for Credit LossesFair ValueGross Unrealized GainsGross Unrealized LossesNet Unrealized Gain/(Loss)Non-Agency RMBS        Senior$1,010,128 $21,