Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 108

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 8
Chunk 108
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 certain investments, compared to the same period of 2024. In addition, certain Non-Agency RMBS positions now have higher unrealized losses and resulted in the recognition of an allowance for credit losses which was previously limited by unrealized gains on these investments.The following tables present a summary of unrealized gains and losses at June 30, 2025 and December 31, 2024.

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June 30, 2025  (dollars in thousands) Gross Unrealized Gain Included in Accumulated Other Comprehensive IncomeGross Unrealized Gain Included in Cumulative EarningsTotal Gross Unrealized GainGross Unrealized Loss Included in Accumulated Other Comprehensive IncomeGross Unrealized Loss Included in Cumulative EarningsTotal Gross Unrealized LossNon-Agency RMBS      Senior$155,539 $— $155,539 $(4,359)$— $(4,359)Subordinated9,950 10,783 20,733 (8,695)(16,526)(25,221)Interest-only— 13,987 13,987 — (81,494)(81,494)Agency RMBS    Pass-through— 20,383 20,383 — (378)(378)CMO— — — — (1,005)(1,005)Interest-only— 798 798 — (3,921)(3,921)Agency CMBSProject loans— — — — (4,609)(4,609)Interest-only— 1,228 1,228 — (881)(881)Total$165,489 $47,179 $212,668 $(13,054)$(108,813)$(121,868)December 31, 2024   (dollars in thousands)  Gross Unrealized Gain Included in Accumulated Other Comprehensive IncomeGross Unrealized Gain Included in Cumulative EarningsTotal Gross Unrealized GainGross Unrealized Loss Included in Accumulated Other Comprehensive IncomeGross Unrealized Loss Included in Cumulative EarningsTotal Gross Unrealized LossNon-Agency RMBS      Senior$164,600 $— $164,600 $(4,483)$(1,285)$(5,767)Subordinated9,774 10,393 20,167 (10,442)(17,459)(27,901)Interest-only—