Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 104

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 8
Chunk 104
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356 $(550,352)$481,132 $(25,472)$614,493 $164,600 $(5,767)$158,833 Subordinated648,977 3,234 (265,211)387,000 (2,925)376,341 20,167 (27,901)(7,734)Interest-only2,644,741 153,571 — 153,571 — 73,335 13,164 (93,400)(80,236)Agency RMBS        CMO464,640 5 (123)464,522 — 461,656 106 (2,972)(2,866)Interest-only380,311 19,594 — 19,594 — 16,784 1,410 (4,220)(2,810)Agency CMBSProject loans40,882 620 — 41,502 — 34,370 — (7,132)(7,132)Interest-only449,437 6,134 — 6,134 — 6,408 949 (675)274 Total$5,639,116 $204,514 $(815,686)$1,553,455 $(28,397)$1,583,387 $200,396 $(142,067)$58,329 

12

The following tables present the gross unrealized losses and estimated fair value of the Company’s Agency and Non-Agency MBS by length of time that such securities have been in a continuous unrealized loss position at June 30, 2025 and December 31, 2024. All Non-Agency RMBS held as available-for-sale, and not accounted under the fair value option election in an unrealized loss position, have been evaluated by the Company for current expected credit losses. June 30, 2025(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$30,023 $(698)7 $20,297 $(3,661)5 $50,321 $(4,359)12 Subordinated21