Company: CIMO
Filing Date: 2025-02-19
Form Type: 10-K
Source: 0001628280-25-006426
Chunk: 370

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-02-19
Form: 10-K
Item: Item 15
Chunk 370
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717 44,751 2,696 73,335 Agency RMBS     CMO— — 62,156 399,500 461,656 Interest-only4,708 12,076 — — 16,784 Agency CMBSProject loans— — — 34,370 34,370 Interest-only17 6,391 — — 6,408 Total fair value$21,561 $192,406 $490,297 $879,123 $1,583,387 Amortized cost     Non-Agency RMBS     Senior$13,760 $60,686 $204,530 $202,156 $481,132 Subordinated784 77,210 135,147 173,859 387,000 Interest-only18,060 61,959 68,306 5,246 153,571 Agency RMBS     CMO— — 62,050 402,472 464,522 Interest-only6,101 13,493 — — 19,594 Agency CMBSProject loans— — — 41,502 41,502 Interest-only189 5,945 — — 6,134 Total amortized cost$38,895 $219,293 $470,032 $825,235 $1,553,455 December 31, 2023(dollars in thousands) Weighted Average LifeLess than one yearGreater than one year and lessthan five yearsGreater than five years and lessthan ten yearsGreater than ten yearsTotalFair value     Non-Agency RMBS     Senior$12,086 $100,330 $288,283 $275,429 $676,128 Subordinated3,727 16,221 100,541 156,414 276,903 Interest-only269 24,858 62,934 2,714 90,775 Agency RMBS     Interest-only15,023 — — — 15,023 Agency CMBSProject loans7,797 — — 71,382 79,179 Interest-only614 7,668 — — 8,282 Total fair value$39,516 $149,077 $451,758 $505