Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 126

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 8
Chunk 126
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 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 June 30, 2025 and December 31, 2024 are presented below.

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June 30, 2025   (dollars in thousands)   Level 1Level 2Level 3Counterparty and Cash Collateral, nettingTotalAssets:     Non-Agency RMBS, at fair value$— $— $1,010,995 $— $1,010,995 Agency MBS, at fair value— 2,675,280 — — 2,675,280 Loans held for investment, at fair value— 208,313 10,431,985 — 10,640,298 Derivatives, at fair value— 5,689 — (5,689)— Liabilities:     Secured Financing Agreement, at fair value— 313,526 — — 313,526 Securitized debt at fair value, collateralized by Loans held for investment— — 6,970,800 — 6,970,800 Derivatives, at fair value301 8,748 — (8,748)301 December 31, 2024  (dollars in thousands) Level 1Level 2Level 3Counterparty and Cash Collateral, nettingTotalAssets:     Non-Agency RMBS, at fair value$— $— $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 fair value— —