Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 158

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 8
Chunk 158
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30, 2025 and December 31, 2024.June 30, 2025(dollars in thousands) Gross Amounts of Recognized  Assets (Liabilities) Gross Amounts Offset in the Consolidated Statements of Financial PositionNet Amounts Offset in the Consolidated Statements of Financial PositionGross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position  FinancialInstrumentsCash Collateral (Received) Pledged (1)Net AmountSecured financing agreements$(4,563,063)$— $(4,563,063)$5,856,662 $693 $1,294,292 Interest rate swaps - Gross Assets2,575 (2,575)— — 56,514 56,514 Interest rate swaps - Gross Liabilities(8,748)8,748 — — — — Swap futures - Gross Assets— — — — 520 520 Swap futures - Gross Liabilities(301)— (301)— — (301)Interest rate cap - Gross Assets3,114 (3,114)— — — — Interest rate cap - Gross Liabilities— — — — (136)(136)Other Derivative AssetsTotal$(4,566,423)$3,059 $(4,563,364)$5,856,662 $57,591 $1,350,889 (1) Included in other assetsDecember 31, 2024(dollars in thousands) Gross Amounts of Recognized  Assets (Liabilities) Gross Amounts Offset in the Consolidated Statements of Financial PositionNet Amounts Offset in the Consolidated Statements of Financial PositionGross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position  FinancialInstrumentsCash Collateral (Received) Pledged (1)Net AmountSecured financing agreements$(2,824,371)$— $(2,824,371)$4,086,097 $17,340 $1,279,066 Interest Rate Swaps - Gross Assets3,754 (3,754)— — — — Interest Rate Swaps - Gross Liabilities— — — — (13,486)(13,486)Treasury Futures - Gross Assets117 — 117