Company: CIMO
Filing Date: 2025-02-19
Form Type: 10-K
Source: 0001628280-25-006426
Chunk: 364

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-02-19
Form: 10-K
Item: Item 15
Chunk 364
---
ordinated27,799 (1,135)7 167,742 (26,766)29195,541 (27,901)36Interest-only6,061 (1,118)1235,734 (92,282)12441,795 (93,400)136Agency RMBS       CMO399,502 (2,972)7— — — 399,502 (2,972)7Interest-only1,614 (69)18,269 (4,151)7 9,882 (4,220)8Agency CMBSProject loans5,234 (901)4 29,136 (6,231)3234,370 (7,132)36Interest-only1,775 (83)1 2,039 (592)3 3,814 (675)4Total$507,036 $(7,035)45$278,412 $(135,032)201$785,448 $(142,067)246 

99

December 31, 2023(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$51,476 $(281)13 $42,859 $(6,700)6 $94,335 $(6,981)19 Subordinated19,382 (1,467)5 181,822 (35,081)33201,204 (36,548)38 Interest-only19,263 (4,035)27 36,731 (77,455)10555,994 (81,490)132 Agency RMBS         Interest-only— — — 9,151 (5,077)8 9,151 (5,077)8 Agency CMBSProject loans43,827 (4,040)5 35,353 (4,601)3279,180 (8,641)37 Interest-only2,601 (529)2 158 (262)22,759 (791)4 Total$136,549