Company: CIMO
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023813
Chunk: 41

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-05-08
Form: 10-Q
Item: Item 8
Chunk 41
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5,639,116 $204,514 $(815,686)$1,553,455 $(28,397)$1,583,387 $200,396 $(142,067)$58,329 

11

The following tables present the gross unrealized losses and estimated fair value of the Company’s Agency and Non-Agency MBS by length of time that such securities have been in a continuous unrealized loss position at March 31, 2025 and December 31, 2024. All Non-Agency RMBS held as available-for-sale, and not accounted under the fair value option election in an unrealized loss position, have been evaluated by the Company for current expected credit losses. March 31, 2025(dollars in thousands) Unrealized Loss Position for Less than 12 MonthsUnrealized Loss Position for 12 Months or MoreTotal Estimated Fair ValueUnrealized LossesNumber of PositionsEstimated Fair ValueUnrealized LossesNumber of PositionsEstimated Fair ValueUnrealized LossesNumber of PositionsNon-Agency RMBS         Senior$26,293 $(589)5 $33,595 $(4,914)6 $59,889 $(5,503)11 Subordinated27,081 (1,202)6 168,468 (24,941)29195,549 (26,143)35Interest-only6,167 (388)842,135 (84,378)12548,302 (84,766)133Agency RMBS       Pass-through149,497 (731)5— — — 149,497 (731)5CMO371,940 (1,423)6— — — 371,940 (1,423)6Interest-only5,427 (169)24,150 (3,928)6 9,576 (4,097)8Agency CMBSProject loans5,283 (852)4 29,718 (5,640)3235,001 (6,492)36Interest-only— — — 1,840 (708)3 1,840 (708)3Total$591,688 $(5,354)36$279,906 $(124,509)201$871,594 $(129,863)237 December 31, 2024(d