Company: CIMO
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023813
Chunk: 62

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-05-08
Form: 10-Q
Item: Item 8
Chunk 62
---
 to determine the fair value of equity method investments as Level 3 inputs in the fair value hierarchy. The equity method investments are included in Other assets on the Consolidated Statement of Financial Condition.The Company’s financial assets and liabilities carried at fair value on a recurring basis, including the level in the fair value hierarchy, at March 31, 2025 and December 31, 2024 are presented below.

25

March 31, 2025   (dollars in thousands)   Level 1Level 2Level 3Counterparty and Cash Collateral, nettingTotalAssets:     Non-Agency RMBS, at fair value$— $— $1,059,840 $— $1,059,840 Agency MBS, at fair value— 656,335 — — 656,335 Loans held for investment, at fair value— 286,697 10,697,143 — 10,983,840 Derivatives, at fair value— 8,518 — (8,518)— Liabilities:     Secured Financing Agreement, at fair value— 320,730 — — 320,730 Securitized debt at fair value, collateralized by Loans held for investment— — 7,198,089 — 7,198,089 Derivatives, at fair value— 240 — — 240 December 31, 2024  (dollars in thousands) Level 1Level 2Level 3Counterparty and Cash Collateral, nettingTotalAssets:     Non-Agency RMBS, at fair value$— $— $1,064,169 $— $1,064,169 Agency MBS, at fair value— 519,218 — — 519,218 Loans held for investment, at fair value— 337,833 10,858,845 — 11,196,678 Derivatives, at fair value117 7,146 — (7,146)117 Liabilities:     Secured Financing Agreement, at fair value— 319,456 — — 319,456 Securitized debt at fair value, collateralized by Loans held for investment— — 6,984,495 — 6,984,495 Derivatives, at