Company: CIMO
Filing Date: 2025-08-06
Form Type: 10-Q
Source: 0001628280-25-038345
Chunk: 21

Company: CHIMERA INVESTMENT CORP
Filing Date: 2025-08-06
Form: 10-Q
Item: Item 2
Chunk 21
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, for the quarters ended June 30, 2025 and March 31, 2025, and six months ended June 30, 2025 and June 30, 2024, respectively.

57

For the Quarters Ended June 30, 2025March 31, 2025 (dollars in thousands)Periodic interest on derivatives, net$5,067 $4,135 Realized gains (losses) on derivative instruments, net:Interest rate swaps(11,941)— Swap futures(390)— Treasury futures— 82 Swaptions(5,623)— Interest Rate Cap— — Total realized gains (losses) on derivative instruments, net(17,954)82 Unrealized gains (losses) on derivative instruments, net:Interest rate swaps(26)(3,870)Swap futures(400)(240)Treasury futures— (117)Swaptions— — Interest Rate Cap(2,128)(2,242)Total unrealized gains (losses) on derivative instruments, net:(2,554)(6,469)Total gains (losses) on derivative instruments, net$(15,441)$(2,252)

For the Six Months Ended June 30, 2025June 30, 2024 (dollars in thousands)Periodic interest on derivatives, net$9,202 $12,448 Realized gains (losses) on derivative instruments, net:Interest rate swaps(11,941)— Swap futures(390)(17,317)Treasury futures82 — Swaptions(5,623)— Interest Rate Cap— — Total realized gains (losses) on derivative instruments, net(17,872)(17,317)Unrealized gains (losses) on derivative instruments, net:Interest rate swaps(3,896)19,480 Swap futures(641)— Treasury futures(117)(2,605)Swaptions— 269 Interest Rate Cap(4,370)— Total unrealized gains (losses) on derivative instruments, net:(9,024)17,144 Total gains (losses) on derivative instruments, net$(17,694)$12,275 

During the quarters ended June 30, 2025 and March 31, 2025, we recognized total net losses on derivatives of $15 million