Company: CIMO
Filing Date: 2025-02-19
Form Type: 10-K
Source: 0001628280-25-006426
Chunk: 418

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-02-19
Form: 10-K
Item: Item 15
Chunk 418
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 31, 2024 and December 31, 2023.

133

December 31, 2024(dollars in thousands) Gross Amounts of Recognized  Assets (Liabilities) Gross Amounts Offset in the Consolidated Statements of Financial PositionNet Amounts Offset in the Consolidated Statements of Financial PositionGross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position  FinancialInstrumentsCash Collateral (Received) Pledged (1)Net AmountSecured financing agreements$(2,824,371)$— $(2,824,371)$4,086,097 $17,340 $1,279,066 Interest Rate Swaps - Gross Assets3,754 (3,754)— — — — Interest Rate Swaps - Gross Liabilities— — — — (13,486)(13,486)Treasury Futures - Gross Assets117 — 117 — — 117 Treasury Futures - Gross Liabilities— — — — 1,098 1,098 Swaptions - Gross Assets— — — — — — Swaptions - Gross Liabilities3,391 (3,391)— — (399)(399)Total$(2,817,109)$(7,145)$(2,824,254)$4,086,097 $4,554 $1,266,396 (1) Included in other assetsDecember 31, 2023(dollars in thousands) Gross Amounts of Recognized  Assets (Liabilities) Gross Amounts Offset in the Consolidated Statements of Financial PositionNet Amounts Offset in the Consolidated Statements of Financial PositionGross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position  FinancialInstrumentsCash Collateral (Received) Pledged (1)Net AmountSecured financing agreements$(2,432,115)$— $(2,432,115)$3,539,416 $22,930 $1,130,231 Interest Rate Swaps - Gross Assets7,455 (7,455)— — (11,306)(11,306)Swaptions - Gross Assets11,362 (11,362)— — (58)(58)Total$(2,