Company: CIMO
Filing Date: 2025-02-19
Form Type: 10-K
Source: 0001628280-25-006426
Chunk: 208

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-02-19
Form: 10-K
Item: Item 1A
Chunk 208
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90,775 14,394 (81,490)(67,096)Agency RMBS        Interest-only392,284 19,238 — 19,238 — 15,023 862 (5,077)(4,215)Agency CMBSProject loans86,572 1,248 — 87,820 — 79,179 — (8,641)(8,641)Interest-only478,239 7,766 — 7,766 — 8,282 1,307 (791)516 Total$5,488,456 $204,373 $(868,887)$1,078,739 $(18,560)$1,146,290 $225,639 $(139,528)$86,111 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 December 31, 2024 and December 31, 2023. 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. December 31, 2024(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$65,051 $(757)13 $35,492 $(5,010)6 $100,544 $(5,767)19 Subordinated27,799 (1,135)7 167,742 (26,766)29195,541 (27,901)36Interest-only6,061 (1,118)1235,734 (92,282)12441,795 (93,400)136Agency RMBS       CMO399,502 (2,972)7— — — 399,502 (2,972)7Interest-only1,614 (69)18,269 (4,151)7 9,882 (4,220)8Agency CMBS