Chimera investment corp (CIM)
Balance Sheet / Yearly
Mar'20Dec'19Sep'19Jun'19Mar'19Dec'18Sep'18Jun'18Mar'18Dec'17Sep'17Jun'17Mar'17Dec'16Sep'16Jun'16Mar'16Dec'15Sep'15Jun'15Mar'15Dec'14Sep'14Jun'14Mar'14Dec'13Sep'13Jun'13Mar'13Dec'12Sep'12Jun'12Mar'12Dec'11Sep'11Jun'11Mar'11Dec'10Sep'10Jun'10Dec'09
Cash and cash equivalents

261

109

160

54

122

47

121

90

100

63

38

168

82

177

156

67

190

114

40

49

119

164

241

73

40

77

125

168

649

621

458

116

131

206

9

16

16

7

11

236

24

Non-Agency RMBS, at fair value (net of allowance for credit losses of $6 million and $0 million, respectively)

2,174

2,614

2,649

2,699

2,538

2,486

2,507

2,593

2,760

2,851

2,950

3,111

3,228

3,330

3,437

3,491

3,580

3,675

3,789

3,937

3,707

3,404

-

-

-

3,774

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

US Agency Residential Mortgage Backed Securities, Fair Value

105

6,490

11,615

12,154

12,238

9,240

9,406

6,989

4,557

4,364

4,354

3,994

4,101

4,167

4,362

4,481

6,661

6,514

6,514

6,298

7,163

8,441

-

-

-

1,997

2,052

2,074

1,632

1,806

1,997

2,779

2,949

3,144

4,952

5,013

4,879

2,133

1,884

1,761

1,690

US Agency Commercial Mortgage Backed Securities, Fair Value

2,832

2,850

-

-

-

2,948

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Loans held for investment, at fair value

13,306

14,292

13,101

12,301

12,400

12,572

12,729

13,246

13,619

13,678

13,538

13,261

12,713

8,753

8,909

9,212

4,613

4,768

5,281

5,208

5,132

4,699

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Receivable for investments sold

0

446

-

75

1,414

0

-

-

-

-

11

-

-

-

-

-

-

-

57

-

962

1,572

-

-

88

253

197

-

-

-

-

-

-

-

-

-

6

-

-

-

-

Senior

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

321

347

329

-

1,065

817

2,022

Subordinated

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

2,074

2,173

2,266

-

1,866

1,465

376

Securitized loans held for investment, net of allowance for loan losses of $0 million and $7 million, respectively

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

626

-

-

-

783

-

-

-

-

-

-

-

-

286

302

326

-

389

416

470

Senior, non-retained (held in consolidated VIEs)

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

2,013

2,176

2,368

-

1,967

2,133

-

Accrued interest receivable

93

116

125

121

122

123

114

106

98

100

99

98

99

79

84

109

65

66

69

71

74

71

32

31

15

32

18

17

14

15

17

23

25

22

55

57

58

17

47

45

33

Other Assets

467

194

973

231

500

252

145

106

99

114

172

168

190

166

216

225

190

189

173

164

171

172

99

82

11

8

9

9

11

13

13

15

12

1

0

0

1

1

0

0

1

Derivatives, at fair value, net

0

3

5

0

0

37

155

129

93

48

22

14

10

9

2

2

5

15

12

21

9

3

7

-

3

8

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Interest rate swaps, at fair value

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

5

-

-

-

-

Assets

19,241

27,118

28,632

27,637

29,337

27,708

25,179

23,262

21,330

21,222

21,187

20,818

20,426

16,684

17,168

17,590

15,306

15,344

15,939

15,751

17,340

19,155

17,490

12,565

6,707

6,936

7,028

7,183

7,432

7,742

7,538

8,306

8,254

7,747

9,714

10,089

10,258

8,069

7,233

6,878

4,618

Subtotal

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

9,346

9,154

3,008

-

3,123

3,019

3,028

3,144

3,141

3,805

3,978

4,193

-

-

-

3,331

-

-

-

Liabilities [Abstract]
Securities Sold under Agreements to Repurchase

7,146

13,427

15,002

14,514

15,323

14,030

11,143

9,127

7,202

7,250

6,709

6,254

5,851

5,600

5,817

5,856

7,545

7,439

7,150

6,813

8,296

8,455

7,838

5,564

1,561

1,658

1,589

1,478

1,420

1,528

1,658

2,362

2,502

2,672

4,171

4,320

3,870

1,600

1,568

1,337

1,716

Securitized Debt, Non-Agency Residential Mortgage-Backed Securities

128

133

139

-

-

159

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Securitized Debt, Non-agency Residential Mortgage-backed Securities

128

133

139

145

153

159

167

179

194

205

233

264

303

334

380

424

492

529

571

625

671

704

-

-

-

933

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Securitized debt, collateralized by loans held for investment ($0 million and $626 million pledged as collateral, respectively)

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

521

-

-

-

669

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Securitized Debt Loans Held For Investment At Fair Value

7,864

8,179

7,800

7,881

8,124

8,455

8,826

9,340

9,321

9,388

9,683

9,511

10,111

6,941

7,191

7,534

3,617

3,720

4,221

4,265

4,198

3,868

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Repurchase agreements, Non-Agency RMBS ($0 and $249.4 million pledged as collateral, respectively)

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

208

-

-

-

Repurchase agreements with affiliates ($0 and $314.3 million of RMBS pledged as collateral, respectively)

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

259

Securitized debt, loans held for investment, issued by consolidated VIEs ($286.0 million and $353.5 million of securitized loans pledged as collateral, respectively)

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

230

245

266

-

320

342

390

Securitized debt, non-Agency RMBS, issued by consolidated VIEs, non-retained ($3.6 billion and $4.4 billion of RMBS pledged as collateral, respectively)

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

1,753

1,904

2,091

-

1,955

2,120

-

Payable for investments purchased

699

1,256

1,484

921

1,513

1,136

903

784

766

567

733

1,046

473

520

578

642

582

560

715

457

489

1,845

848

2,030

176

-

4

-

-

-

-

14

-

-

-

-

311

127

279

-

-

Accrued interest payable

45

63

81

84

124

110

110

71

69

61

64

54

67

48

49

60

45

37

39

27

39

31

25

9

1

6

1

1

2

2

2

2

2

3

11

11

12

1

11

12

3

Dividends payable

98

98

98

97

99

95

96

95

95

95

95

94

97

97

90

90

90

90

91

98

98

92

92

92

92

297

92

92

92

92

92

92

112

112

133

133

143

174

158

130

113

Other Liabilities

14

6

31

25

45

16

18

13

9

17

21

13

9

16

15

10

5

11

11

0

0

2

0

1

1

1

3

2

2

1

1

1

1

1

1

1

1

0

0

0

0

Investment management fees payable

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

3

10

10

10

8

6

5

5

6

5

3

7

11

12

12

12

13

13

12

12

11

9

8

Derivatives, at fair value, net

-

-

-

-

-

-

0

0

0

0

1

1

1

2

8

8

13

9

14

12

12

14

16

25

26

30

37

35

48

53

59

54

43

44

44

19

6

9

24

11

-

Subtotal

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

8,830

7,728

1,866

-

1,735

1,615

1,570

1,685

1,825

2,541

2,676

2,848

-

-

-

2,135

-

-

-

Liabilities

15,998

23,165

24,637

23,668

25,384

24,004

21,266

19,612

17,659

17,587

17,540

17,241

16,914

13,561

14,131

14,627

12,393

12,398

12,820

12,311

13,817

15,547

13,899

9,125

3,336

3,604

3,460

3,555

3,778

4,200

4,120

5,125

5,083

4,699

6,360

6,650

6,716

4,390

4,331

3,965

2,491

Commitments and Contingencies (See Note 15)

-

-

-

-

-

-

0

0

0

-

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

-

0

0

0

0

0

0

Stockholders' Equity:
Preferred Stock, par value of $0.01 per share, 100,000,000 shares authorized:

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

-

-

0

-

-

-

-

-

-

-

Common stock: par value $0.01 per share; 500,000,000 shares authorized, 185,860,307 and 187,226,081 shares issued and outstanding, respectively

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

10

10

10

2

10

10

10

10

10

10

10

10

10

10

10

10

10

10

10

10

8

8

6

Additional paid-in-capital

4,255

4,275

4,274

4,272

4,268

4,072

4,069

3,816

3,814

3,826

3,825

3,824

3,824

3,508

3,367

3,367

3,366

3,366

3,394

3,606

3,606

3,614

3,605

3,605

3,605

3,605

3,604

3,604

3,604

3,604

3,604

3,604

3,603

3,603

3,603

3,602

3,602

3,601

3,056

3,056

2,290

Accumulated other comprehensive income

502

708

769

739

672

626

627

671

709

796

813

780

727

718

897

907

842

773

935

904

1,005

1,046

945

1,079

1,021

990

1,001

1,036

1,113

989

852

650

588

433

29

25

113

680

22

0

-99

Cumulative earnings

3,422

3,793

3,662

3,556

3,497

3,379

3,482

3,324

3,206

2,967

2,860

2,721

2,605

2,443

-1,230

-1,313

-1,297

1,891

-1,221

-1,081

-1,099

-1,055

-969

-1,254

-1,266

-1,274

-1,049

-1,024

-1,074

-1,062

-1,048

-1,084

-1,032

-999

-289

-199

-184

-613

-185

-153

-70

Cumulative distributions to stockholders

4,938

4,826

4,713

4,600

4,487

4,376

4,269

4,165

4,061

3,958

3,854

3,751

3,647

3,548

-

-

-

3,087

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Stockholders' Equity Attributable to Parent

3,243

3,953

3,995

3,968

3,953

3,703

3,913

3,650

3,670

3,634

3,646

3,576

3,512

3,123

3,036

2,963

2,913

2,946

3,118

3,440

3,523

3,607

3,591

3,440

3,370

3,331

3,567

3,627

3,653

3,542

3,418

3,180

3,170

3,047

3,354

3,438

3,542

3,678

2,902

2,912

2,126

Total liabilities and stockholders' equity

19,241

27,118

28,632

27,637

29,337

27,708

25,179

23,262

21,330

21,222

21,187

20,818

20,426

16,684

17,168

17,590

15,306

15,344

15,939

15,751

17,340

19,155

17,490

12,565

6,707

6,936

7,028

7,183

7,432

7,742

7,538

8,306

8,254

7,747

9,714

10,089

10,258

8,069

7,233

6,878

4,618

Series A Preferred Stock
Preferred Stock, par value of $0.01 per share, 100,000,000 shares authorized:

0

0

0

0

0

0

-

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Series B Preferred Stock
Preferred Stock, par value of $0.01 per share, 100,000,000 shares authorized:

0

0

0

0

0

0

-

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Series C Preferred Stock
Preferred Stock, par value of $0.01 per share, 100,000,000 shares authorized:

0

0

0

0

0

0

-

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Series D Preferred Stock
Preferred Stock, par value of $0.01 per share, 100,000,000 shares authorized:

0

0

0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-