Company: CIMO
Filing Date: 2025-11-06
Form Type: 10-Q
Source: 0001409493-25-000028
Chunk: 167

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-11-06
Form: 10-Q
Item: Item 8
Chunk 167
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 Liabilities(9,736)8,576 (1,160)— 2,310 1,150 Swap futures - Gross Assets— — — — 9,212 9,212 Swap futures - Gross Liabilities(4,200)— (4,200)— — (4,200)Swaptions - Gross Assets4,095 (4,095)— — (860)(860)Swaptions - Gross Liabilities— — — — — — Interest rate cap - Gross Assets1,267 (1,267)— — — — Interest rate cap - Gross Liabilities— — — — — — Other Derivative Assets— — — — — — Total$(4,881,684)$1,450 $(4,880,234)$6,132,673 $58,403 $1,310,842 (1) Included in other assetsDecember 31, 2024(dollars in thousands) Gross Amounts of Recognized  Assets (Liabilities) Gross Amounts Offset in the Consolidated Statements of Financial PositionNet Amounts Offset in the Consolidated Statements of Financial PositionGross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position  FinancialInstrumentsCash Collateral (Received) Pledged (1)Net AmountSecured financing agreements$(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