Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 111

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 8
Chunk 111
---
-only168 30,381 49,362 2,526 82,437 Agency RMBS     Pass-through— — 1,899,118 357,389 2,256,507 CMO— — 361,214 — 361,214 Interest-only3,643 12,237 — — 15,880 Agency CMBSProject loans32,820 — — 2,895 35,715 Interest-only4 3,040 2,920 — 5,964 Total fair value$55,210 $197,899 $2,655,127 $778,039 $3,686,275 Amortized cost     Non-Agency RMBS     Senior$12,670 $78,756 $167,653 $197,568 $456,647 Subordinated2,001 68,144 137,438 153,830 361,413 Interest-only14,229 67,422 64,929 3,363 149,944 Agency RMBS     Pass-through— — 1,881,863 354,638 2,236,502 CMO— — 362,219 — 362,219 Interest-only3,737 15,266 — — 19,003 Agency CMBSProject loans37,057 — — 3,267 40,324 Interest-only189 3,570 1,857 — 5,617 Total amortized cost$69,885 $233,158 $2,615,961 $712,666 $3,631,669 

17

December 31, 2024(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$16,171 $66,384 $251,104 $280,834 $614,493 Subordinated494 81,838 132,286 161,723 376,341 Interest-only171 25,717 44,751 2,696 73,335 Agency RMBS     CMO— — 62,156 399,500