Company: CIMO
Filing Date: 2025-02-19
Form Type: 10-K
Source: 0001628280-25-006426
Chunk: 207

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-02-19
Form: 10-K
Item: Item 1A
Chunk 207
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ized CostAllowance for credit lossesFair ValueGross Unrealized GainsGross Unrealized LossesNet Unrealized Gain/(Loss)Non-Agency RMBS       Senior$1,010,128 $21,356 $(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 

98

December 31, 2023(dollars in thousands)Principal or Notional ValueTotal PremiumTotal DiscountAmortized CostAllowance for credit lossesFair ValueGross Unrealized GainsGross Unrealized LossesNet Unrealized Gain/(Loss)Non-Agency RMBS        Senior$1,073,632 $14,641 $(582,640)$505,633 $(15,052)$676,128 $192,528 $(6,981)$185,547 Subordinated583,049 3,609 (286,247)300,411 (3,508)276,903 16,548 (36,548)(20,000)Interest-only2,874,680 157,871 — 157,871 —