$CIM
CHIMERA INVESTMENT CORP Stock $cim

$cim Overview Financials Valuation SEC Filings Company Website

2016 Q1 Form 10-Q Financial Statement

#000115752316005470 Filed on May 04, 2016

Income Statement

Concept	2016 Q1	2015 Q1
Revenue	$198.5M	$272.7M
YoY Change	-27.21%	111.4%
Cost Of Revenue	$68.60M	$70.80M
YoY Change	-3.11%	147.55%
Gross Profit	$130.0M	$201.9M
YoY Change	-35.61%	101.1%
Gross Profit Margin	65.49%	74.04%
Selling, General & Admin	$9.700M	$11.10M
YoY Change	-12.61%	170.73%
% of Gross Profit	7.46%	5.5%
Research & Development
YoY Change
% of Gross Profit
Depreciation & Amortization
YoY Change
% of Gross Profit
Operating Expenses	-$85.30M	$10.10M
YoY Change	-944.55%	188.57%
Operating Profit	$215.3M	$191.8M
YoY Change	12.25%	97.94%
Interest Expense	$62.98M	$60.46M
YoY Change	4.18%	169.59%
% of Operating Profit	29.25%	31.52%
Other Income/Expense, Net
YoY Change
Pretax Income	$83.13M	$67.04M
YoY Change	23.99%	-33.21%
Income Tax	$29.00K	$1.000K
% Of Pretax Income	0.03%	0.0%
Net Earnings	$83.10M	$67.04M
YoY Change	23.95%	-33.2%
Net Earnings / Revenue	41.86%	24.58%
Basic Earnings Per Share	$0.44	$0.33
Diluted Earnings Per Share	$0.44	$0.33
COMMON SHARES
Basic Shares Outstanding	187.7M shares	205.5M shares
Diluted Shares Outstanding	187.8M shares	205.6M shares

Balance Sheet

Concept	2016 Q1	2015 Q1
SHORT-TERM ASSETS
Cash & Short-Term Investments	$190.0M	$120.0M
YoY Change	58.33%	192.68%
Cash & Equivalents	$190.5M	$119.5M
Short-Term Investments
Other Short-Term Assets
YoY Change
Inventory
Prepaid Expenses
Receivables		$962.0M
Other Receivables		$75.00M
Total Short-Term Assets	$255.0M	$1.157B
YoY Change	-77.96%	618.63%
LONG-TERM ASSETS
Property, Plant & Equipment
YoY Change
Goodwill
YoY Change
Intangibles
YoY Change
Long-Term Investments	$10.24B	$10.87B
YoY Change	-5.79%	87.98%
Other Assets
YoY Change
Total Long-Term Assets	$15.05B	$16.18B
YoY Change	-6.99%	147.23%
TOTAL ASSETS
Total Short-Term Assets	$255.0M	$1.157B
Total Long-Term Assets	$15.05B	$16.18B
Total Assets	$15.31B	$17.34B
YoY Change	-11.73%	158.54%
SHORT-TERM LIABILITIES
YoY Change
Accounts Payable	$588.0M	$490.0M
YoY Change	20.0%	175.28%
Accrued Expenses	$46.00M	$39.00M
YoY Change	17.95%	457.14%
Deferred Revenue
YoY Change
Short-Term Debt	$7.546B	$8.296B
YoY Change	-9.04%	431.11%
Long-Term Debt Due
YoY Change
Total Short-Term Liabilities	$8.270B	$8.934B
YoY Change	-7.43%	384.23%
LONG-TERM LIABILITIES
Long-Term Debt	$4.109B	$4.870B
YoY Change	-15.63%	232.2%
Other Long-Term Liabilities	$14.00M	$13.00M
YoY Change	7.69%	-51.85%
Total Long-Term Liabilities	$4.123B	$4.883B
YoY Change	-15.56%	227.06%
TOTAL LIABILITIES
Total Short-Term Liabilities	$8.270B	$8.934B
Total Long-Term Liabilities	$4.123B	$4.883B
Total Liabilities	$12.39B	$13.82B
YoY Change	-10.31%	314.08%
SHAREHOLDERS EQUITY
Retained Earnings	-$1.297B	-$1.099B
YoY Change	18.01%	-13.23%
Common Stock	$3.369B	$3.617B
YoY Change	-6.87%	0.04%
Preferred Stock
YoY Change
Treasury Stock (at cost)
YoY Change
Treasury Stock Shares
Shareholders Equity	$2.914B	$3.523B
YoY Change
Total Liabilities & Shareholders Equity	$15.31B	$17.34B
YoY Change	-11.73%	158.54%

Cashflow Statement

Concept	2016 Q1	2015 Q1
OPERATING ACTIVITIES
Net Income	$83.10M	$67.04M
YoY Change	23.95%	-33.2%
Depreciation, Depletion And Amortization
YoY Change
Cash From Operating Activities	$107.6M	$34.00M
YoY Change	216.47%	-46.88%
INVESTING ACTIVITIES
Capital Expenditures
YoY Change
Acquisitions
YoY Change
Other Investing Activities	$180.7M	$396.4M
YoY Change	-54.41%	-9.02%
Cash From Investing Activities	$180.7M	$396.4M
YoY Change	-54.41%	-9.02%
FINANCING ACTIVITIES
Cash Dividend Paid
YoY Change
Common Stock Issuance & Retirement, Net
YoY Change
Debt Paid & Issued, Net
YoY Change
Cash From Financing Activities	-211.9M	-475.5M
YoY Change	-55.44%	-11.42%
NET CHANGE
Cash From Operating Activities	107.6M	34.00M
Cash From Investing Activities	180.7M	396.4M
Cash From Financing Activities	-211.9M	-475.5M
Net Change In Cash	76.40M	-45.10M
YoY Change	-269.4%	21.56%
FREE CASH FLOW
Cash From Operating Activities	$107.6M	$34.00M
Capital Expenditures
Free Cash Flow
YoY Change

Facts In Submission

Frame	Concept Type	Concept / XBRL Key	Value	Unit
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CY2016Q2	dei	Entity Common Stock Shares Outstanding EntityCommonStockSharesOutstanding	187729765	shares
CY2015Q1	us-gaap	Income Tax Examination Penalties And Interest Accrued IncomeTaxExaminationPenaltiesAndInterestAccrued	0
CY2015Q1	us-gaap	Accumulated Other Comprehensive Income Loss Net Of Tax AccumulatedOtherComprehensiveIncomeLossNetOfTax	1005507000
CY2015Q1	us-gaap	Stockholders Equity StockholdersEquity	3523195000
CY2015Q1	us-gaap	Cash And Cash Equivalents At Carrying Value CashAndCashEquivalentsAtCarryingValue	119517000
CY2016Q1	us-gaap	Common Stock Par Or Stated Value Per Share CommonStockParOrStatedValuePerShare	0.01
CY2016Q1	us-gaap	Common Stock Shares Authorized CommonStockSharesAuthorized	300000000	shares
CY2016Q1	invest	Derivative Notional Amount DerivativeNotionalAmount	5272600000
CY2016Q1	us-gaap	Common Stock Shares Outstanding CommonStockSharesOutstanding	187729765	shares
CY2016Q1	us-gaap	Preferred Stock Shares Authorized PreferredStockSharesAuthorized	100000000	shares
CY2016Q1	us-gaap	Preferred Stock Shares Issued PreferredStockSharesIssued	0	shares
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CY2016Q1	us-gaap	Preferred Stock Shares Outstanding PreferredStockSharesOutstanding	0	shares
CY2016Q1	us-gaap	Preferred Stock Par Or Stated Value Per Share PreferredStockParOrStatedValuePerShare	0.01
CY2016Q1	us-gaap	Stock Repurchase Program Remaining Authorized Repurchase Amount1 StockRepurchaseProgramRemainingAuthorizedRepurchaseAmount1	100000000
CY2016Q1	us-gaap	Income Tax Examination Penalties And Interest Accrued IncomeTaxExaminationPenaltiesAndInterestAccrued	0
CY2016Q1	us-gaap	Derivative Liability Securities Sold Under Agreements To Resell Securities Loaned Gross DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedGross	7685045000
CY2016Q1	us-gaap	Interest Payable Current And Noncurrent InterestPayableCurrentAndNoncurrent	45873000
CY2016Q1	us-gaap	Dividends Payable Current And Noncurrent DividendsPayableCurrentAndNoncurrent	90367000
CY2016Q1	us-gaap	Liabilities Liabilities	12393322000
CY2016Q1	us-gaap	Derivative Liabilities DerivativeLiabilities	13581000
CY2016Q1	us-gaap	Common Stock Value CommonStockValue	1877000
CY2016Q1	us-gaap	Additional Paid In Capital Common Stock AdditionalPaidInCapitalCommonStock	3366670000
CY2016Q1	us-gaap	Stock Repurchase Program Authorized Amount1 StockRepurchaseProgramAuthorizedAmount1	350000000
CY2016Q1	us-gaap	Derivative Liability Securities Sold Under Agreements To Resell Securities Loaned DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoaned	7553647000
CY2016Q1	us-gaap	Other Liabilities OtherLiabilities	5594000
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CY2016Q1	us-gaap	Securities Sold Under Agreements To Repurchase Gross SecuritiesSoldUnderAgreementsToRepurchaseGross	7545631000
CY2016Q1	us-gaap	Accumulated Other Comprehensive Income Loss Net Of Tax AccumulatedOtherComprehensiveIncomeLossNetOfTax	842265000
CY2016Q1	us-gaap	Commitments And Contingencies CommitmentsAndContingencies
CY2016Q1	us-gaap	Preferred Stock Value PreferredStockValue	0
CY2016Q1	us-gaap	Securities Sold Under Agreements To Repurchase SecuritiesSoldUnderAgreementsToRepurchase	7545631000
CY2016Q1	us-gaap	Retained Earnings Accumulated Deficit RetainedEarningsAccumulatedDeficit	-1297177000
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CY2016Q1	us-gaap	Liabilities And Stockholders Equity LiabilitiesAndStockholdersEquity	15306957000
CY2016Q1	us-gaap	Derivative Liability Securities Sold Under Agreements To Resell Securities Loaned Amount Offset Against Collateral DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedAmountOffsetAgainstCollateral	-1473169000
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CY2016Q1	us-gaap	Derivative Liability Securities Sold Under Agreements To Resell Securities Loaned Asset DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedAsset	131398000
CY2016Q1	us-gaap	Securities Sold Under Agreements To Repurchase Collateral Right To Reclaim Securities SecuritiesSoldUnderAgreementsToRepurchaseCollateralRightToReclaimSecurities	8921425000
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CY2016Q1	cim	Interest Rate Swap Weighted Average Receive Rate InterestRateSwapWeightedAverageReceiveRate	0.0047	pure
CY2016Q1	cim	Non Agency Residential Mortgage Backed Securities Fair Value NonAgencyResidentialMortgageBackedSecuritiesFairValue	3580250000
CY2016Q1	cim	Securitized Debt Nonagency Residential Mortgagebacked Securities SecuritizedDebtNonagencyResidentialMortgagebackedSecurities	492107000
CY2016Q1	cim	Interest Rate Swap Weighted Average Payment Rate InterestRateSwapWeightedAveragePaymentRate	0.0169	pure
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CY2016Q1	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset And Liability Net Value FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetAndLiabilityNetValue	4576448000
CY2016Q1	cim	Securitized Loans On Residential Real Estate Held For Investment At Fair Value Net SecuritizedLoansOnResidentialRealEstateHeldForInvestmentAtFairValueNet	4613492000
CY2016Q1	cim	Securitized Debt Loans Held For Investment At Fair Value SecuritizedDebtLoansHeldForInvestmentAtFairValue	3617294000
CY2016Q1	cim	United States Agency Residential Mortgage Backed Securities Fair Value UnitedStatesAgencyResidentialMortgageBackedSecuritiesFairValue	6661289000
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CY2014Q4	us-gaap	Stockholders Equity StockholdersEquity	3607690000
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CY2014Q4	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset And Liability Net Value FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetAndLiabilityNetValue	4327362000
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CY2015Q4	us-gaap	Common Stock Shares Authorized CommonStockSharesAuthorized	300000000	shares
CY2015Q4	invest	Derivative Notional Amount DerivativeNotionalAmount	6086600000
CY2015Q4	us-gaap	Common Stock Shares Outstanding CommonStockSharesOutstanding	187711868	shares
CY2015Q4	us-gaap	Preferred Stock Shares Authorized PreferredStockSharesAuthorized	100000000	shares
CY2015Q4	us-gaap	Preferred Stock Shares Issued PreferredStockSharesIssued	0	shares
CY2015Q4	us-gaap	Common Stock Shares Issued CommonStockSharesIssued	187711868	shares
CY2015Q4	us-gaap	Preferred Stock Shares Outstanding PreferredStockSharesOutstanding	0	shares
CY2015Q4	us-gaap	Preferred Stock Par Or Stated Value Per Share PreferredStockParOrStatedValuePerShare	0.01
CY2015Q4	us-gaap	Derivative Liability Securities Sold Under Agreements To Resell Securities Loaned Gross DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedGross	7475795000
CY2015Q4	us-gaap	Interest Payable Current And Noncurrent InterestPayableCurrentAndNoncurrent	37432000
CY2015Q4	us-gaap	Dividends Payable Current And Noncurrent DividendsPayableCurrentAndNoncurrent	90097000
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CY2015Q4	us-gaap	Derivative Liabilities DerivativeLiabilities	9634000
CY2015Q4	us-gaap	Common Stock Value CommonStockValue	1877000
CY2015Q4	us-gaap	Additional Paid In Capital Common Stock AdditionalPaidInCapitalCommonStock	3366568000
CY2015Q4	us-gaap	Derivative Liability Securities Sold Under Agreements To Resell Securities Loaned DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoaned	7433513000
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CY2015Q4	us-gaap	Securities Sold Under Agreements To Repurchase Gross SecuritiesSoldUnderAgreementsToRepurchaseGross	7439339000
CY2015Q4	us-gaap	Accumulated Other Comprehensive Income Loss Net Of Tax AccumulatedOtherComprehensiveIncomeLossNetOfTax	773791000
CY2015Q4	us-gaap	Commitments And Contingencies CommitmentsAndContingencies
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CY2015Q4	us-gaap	Derivative Liability Securities Sold Under Agreements To Resell Securities Loaned Collateral Right To Reclaim Cash DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedCollateralRightToReclaimCash	95140000
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CY2015Q4	us-gaap	Securities Sold Under Agreements To Repurchase Collateral Right To Reclaim Cash SecuritiesSoldUnderAgreementsToRepurchaseCollateralRightToReclaimCash	37296000
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CY2015Q4	cim	Non Agency Residential Mortgage Backed Securities Fair Value NonAgencyResidentialMortgageBackedSecuritiesFairValue	3675841000
CY2015Q4	cim	Securitized Debt Nonagency Residential Mortgagebacked Securities SecuritizedDebtNonagencyResidentialMortgagebackedSecurities	529415000
CY2015Q4	cim	Interest Rate Swap Weighted Average Payment Rate InterestRateSwapWeightedAveragePaymentRate	0.0151	pure
CY2015Q4	cim	Payable For Investments Purchased PayableForInvestmentsPurchased	560641000
CY2015Q4	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset And Liability Net Value FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetAndLiabilityNetValue	4723761000
CY2015Q4	cim	Securitized Loans On Residential Real Estate Held For Investment At Fair Value Net SecuritizedLoansOnResidentialRealEstateHeldForInvestmentAtFairValueNet	4768416000
CY2015Q4	cim	Securitized Debt Loans Held For Investment At Fair Value SecuritizedDebtLoansHeldForInvestmentAtFairValue	3720496000
CY2015Q4	cim	United States Agency Residential Mortgage Backed Securities Fair Value UnitedStatesAgencyResidentialMortgageBackedSecuritiesFairValue	6514824000
CY2016Q1	cim	Interest Rate Swap Weighted Average Maturity InterestRateSwapWeightedAverageMaturity	P5Y
CY2015Q4	cim	Interest Rate Swap Weighted Average Maturity InterestRateSwapWeightedAverageMaturity	P4Y
	us-gaap	Stock Repurchased And Retired During Period Shares StockRepurchasedAndRetiredDuringPeriodShares	18000000	shares
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CY2015	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Other Than Temporary Impairments FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOtherThanTemporaryImpairments	67444000
CY2015	cim	Fair Value Net Derivative Asset Liability Measured On Recurring Basis Unobservable Inputs Reconciliation Unrealized Gains Losses Included In Earnings FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisUnobservableInputsReconciliationUnrealizedGainsLossesIncludedInEarnings	225000
CY2015	cim	Fair Value Net Derivative Asset Liability Measured On Recurring Basis Unobservable Inputs Reconciliation Realized Gain Loss On Sale Included In Net Income FairValueNetDerivativeAssetLiabilityMeasuredOnRecurringBasisUnobservableInputsReconciliationRealizedGainLossOnSaleIncludedInNetIncome	443000
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CY2015	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Liability Net Purchases FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetPurchases	-46084000
CY2015	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Liability Net Collections FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetCollections	350489000
CY2015	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Liability Net Sales And Settlements FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetSalesAndSettlements	-1132526000
CY2015	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Liability Net Accretion Amortization FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetAccretionAmortization	94542000
CY2015	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Liability Net Realized Gain Loss On Sale Included In Net Income FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetRealizedGainLossOnSaleIncludedInNetIncome	23236000
CY2015	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Liability Net Unrealized Gains Losses Included In Earnings FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetUnrealizedGainsLossesIncludedInEarnings	-147934000
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CY2015Q1	us-gaap	Weighted Average Number Of Shares Outstanding Basic WeightedAverageNumberOfSharesOutstandingBasic	205527476	shares
CY2015Q1	us-gaap	Net Cash Provided By Used In Operating Activities Continuing Operations NetCashProvidedByUsedInOperatingActivitiesContinuingOperations	34010000
CY2015Q1	us-gaap	Earnings Per Share Basic EarningsPerShareBasic	0.33
CY2015Q1	us-gaap	Weighted Average Number Of Diluted Shares Outstanding WeightedAverageNumberOfDilutedSharesOutstanding	205566956	shares
CY2015Q1	us-gaap	Earnings Per Share Diluted EarningsPerShareDiluted	0.33
CY2015Q1	us-gaap	Incremental Common Shares Attributable To Share Based Payment Arrangements IncrementalCommonSharesAttributableToShareBasedPaymentArrangements	39480	shares
CY2015Q1	us-gaap	Increase Decrease In Other Operating Assets IncreaseDecreaseInOtherOperatingAssets	5082000
CY2015Q1	us-gaap	Gain Loss On Sales Of Mortgage Backed Securities Mbs GainLossOnSalesOfMortgageBackedSecuritiesMBS	29565000
CY2015Q1	us-gaap	Gain Loss On Derivative Instruments Net Pretax GainLossOnDerivativeInstrumentsNetPretax	-106610000
CY2015Q1	us-gaap	Increase Decrease In Margin Deposits Outstanding IncreaseDecreaseInMarginDepositsOutstanding	-3635000
CY2015Q1	us-gaap	Comprehensive Income Net Of Tax ComprehensiveIncomeNetOfTax	25868000
CY2015Q1	us-gaap	Accretion Amortization Of Discounts And Premiums Investments AccretionAmortizationOfDiscountsAndPremiumsInvestments	12897000
CY2015Q1	us-gaap	Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet	-10425000
CY2015Q1	us-gaap	Repayments Of Secured Debt RepaymentsOfSecuredDebt	189727000
CY2015Q1	us-gaap	Other Comprehensive Income Loss Reclassification Adjustment From Aoci For Writedown Of Securities Net Of Tax OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForWritedownOfSecuritiesNetOfTax	7815000
CY2015Q1	us-gaap	Income Loss From Continuing Operations Before Income Taxes Extraordinary Items Noncontrolling Interest IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest	67042000
CY2015Q1	us-gaap	Stock Issued During Period Value Share Based Compensation Gross StockIssuedDuringPeriodValueShareBasedCompensationGross	453000
CY2015Q1	us-gaap	Interest Income Expense Net InterestIncomeExpenseNet	182689000
CY2015Q1	us-gaap	Gain Loss On Sale Of Derivatives GainLossOnSaleOfDerivatives	-42086000
CY2015Q1	us-gaap	Investment Income Interest InvestmentIncomeInterest	243145000
CY2015Q1	us-gaap	Cumulative Effect On Retained Earnings Net Of Tax1 CumulativeEffectOnRetainedEarningsNetOfTax1	-12137000
CY2015Q1	us-gaap	Dilutive Securities DilutiveSecurities	0
CY2015Q1	us-gaap	Net Income Loss Attributable To Parent Diluted NetIncomeLossAttributableToParentDiluted	67041000
CY2015Q1	us-gaap	Net Income Loss NetIncomeLoss	67041000
CY2015Q1	us-gaap	Payments Of Dividends Common Stock PaymentsOfDividendsCommonStock	92483000
CY2015Q1	us-gaap	Increase Decrease In Accrued Interest Receivable Net IncreaseDecreaseInAccruedInterestReceivableNet	3497000
CY2015Q1	us-gaap	Interest Paid Net InterestPaidNet	54359000
CY2015Q1	us-gaap	Other Comprehensive Income Loss Net Of Tax OtherComprehensiveIncomeLossNetOfTax	-41173000
CY2015Q1	us-gaap	Interest Expense InterestExpense	60456000
CY2015Q1	us-gaap	Other Than Temporary Impairment Losses Investments Portion Recognized In Earnings Net OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet	7815000
CY2015Q1	us-gaap	Net Cash Provided By Used In Financing Activities Continuing Operations NetCashProvidedByUsedInFinancingActivitiesContinuingOperations	-475491000
CY2015Q1	us-gaap	Other Comprehensive Income Loss Reclassification Adjustment From Aoci For Sale Of Securities Net Of Tax OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax	29076000
CY2015Q1	us-gaap	Income Tax Expense Benefit IncomeTaxExpenseBenefit	1000
CY2015Q1	us-gaap	Other Than Temporary Impairment Losses Investments Portion In Other Comprehensive Income Loss Before Tax Portion Attributable To Parent OtherThanTemporaryImpairmentLossesInvestmentsPortionInOtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent	6763000
CY2015Q1	us-gaap	Reclassification From Accumulated Other Comprehensive Income Current Period Net Of Tax ReclassificationFromAccumulatedOtherComprehensiveIncomeCurrentPeriodNetOfTax	21261000
CY2015Q1	us-gaap	General And Administrative Expense GeneralAndAdministrativeExpense	4290000
CY2015Q1	us-gaap	Amortization Of Financing Costs And Discounts AmortizationOfFinancingCostsAndDiscounts	1384000
CY2015Q1	us-gaap	Cash And Cash Equivalents Period Increase Decrease CashAndCashEquivalentsPeriodIncreaseDecrease	-45103000
CY2015Q1	us-gaap	Impairment Of Investments ImpairmentOfInvestments	1052000
CY2015Q1	us-gaap	Increase Decrease In Interest Payable Net IncreaseDecreaseInInterestPayableNet	7483000
CY2015Q1	us-gaap	Allocated Share Based Compensation Expense AllocatedShareBasedCompensationExpense	436000
CY2015Q1	us-gaap	Issuance Of Stock And Warrants For Services Or Claims IssuanceOfStockAndWarrantsForServicesOrClaims	453000
CY2015Q1	us-gaap	Increase Decrease In Other Operating Liabilities IncreaseDecreaseInOtherOperatingLiabilities	-1754000
CY2015Q1	us-gaap	Labor And Related Expense LaborAndRelatedExpense	471000
CY2015Q1	us-gaap	Dividends Common Stock Cash DividendsCommonStockCash	98679000
CY2015Q1	us-gaap	Variable Interest Entity Activity Between Vie And Entity Expense VariableInterestEntityActivityBetweenVIEAndEntityExpense	6388000
CY2015Q1	us-gaap	Net Cash Provided By Used In Investing Activities Continuing Operations NetCashProvidedByUsedInInvestingActivitiesContinuingOperations	396378000
CY2015Q1	cim	Proceeds From Payments To Settle Derivative Instruments ProceedsFromPaymentsToSettleDerivativeInstruments	-7387000
CY2015Q1	cim	Noncash Investing Activities Receivable For Investments Sold NoncashInvestingActivitiesReceivableForInvestmentsSold	962121000
CY2015Q1	cim	Other Expenses Not Reflected In Net Investment Income Loss OtherExpensesNotReflectedInNetInvestmentIncomeLoss	20362000
CY2015Q1	cim	Investment Management Fees Affiliate Recoveries InvestmentManagementFeesAffiliateRecoveries	1113000
CY2015Q1	cim	Other Gains Losses OtherGainsLosses	-87470000
CY2015Q1	cim	Investment Management Fees Affiliate Net InvestmentManagementFeesAffiliateNet	9213000
CY2015Q1	cim	Interest Received During Period InterestReceivedDuringPeriod	226749000
CY2015Q1	cim	Noncash Investing Activities Payable For Investments Purchased NoncashInvestingActivitiesPayableForInvestmentsPurchased	489784000
CY2015Q1	cim	Gain Loss On Termination Of Interest Rate Swaps GainLossOnTerminationOfInterestRateSwaps	-68579000
CY2015Q1	cim	Investment Management Fees Affiliate InvestmentManagementFeesAffiliate	10326000
CY2015Q1	cim	Dividends Declared And Not Paid DividendsDeclaredAndNotPaid	98679000
CY2015Q1	cim	Repayments Of Non Retained Secured Debt RepaymentsOfNonRetainedSecuredDebt	34124000
CY2015Q1	cim	Increase Decrease In Investment Management Fees Payable To Affiliate IncreaseDecreaseInInvestmentManagementFeesPayableToAffiliate	11000
CY2015Q1	cim	Principal Payments On Securities Sold Under Agreements To Repurchase Financing Activities PrincipalPaymentsOnSecuritiesSoldUnderAgreementsToRepurchaseFinancingActivities	12876945000
CY2015Q1	cim	Proceeds From Securities Sold Under Agreements To Repurchase Financing Activities ProceedsFromSecuritiesSoldUnderAgreementsToRepurchaseFinancingActivities	12717788000
CY2015Q1	cim	Management Fees Paid ManagementFeesPaid	10315000
CY2015Q1	cim	Non Cash Investing Activities Net Change In Unrealized Gain Loss On Available For Sale Securities NonCashInvestingActivitiesNetChangeInUnrealizedGainLossOnAvailableForSaleSecurities	-41173000
CY2016Q1	dei	Document Type DocumentType	10-Q
CY2016Q1	dei	Trading Symbol TradingSymbol	CIM
CY2016Q1	dei	Entity Central Index Key EntityCentralIndexKey	0001409493
CY2016Q1	dei	Document Period End Date DocumentPeriodEndDate	2016-03-31
CY2016Q1	dei	Entity Filer Category EntityFilerCategory	Large Accelerated Filer
CY2016Q1	us-gaap	Share Based Compensation Arrangement By Share Based Payment Award Equity Instruments Other Than Options Forfeited In Period ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsForfeitedInPeriod	0	shares
CY2016Q1	dei	Current Fiscal Year End Date CurrentFiscalYearEndDate	--12-31
CY2016Q1	us-gaap	Employee Service Share Based Compensation Nonvested Awards Total Compensation Cost Not Yet Recognized Period For Recognition1 EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognizedPeriodForRecognition1	P3Y
CY2016Q1	dei	Document Fiscal Period Focus DocumentFiscalPeriodFocus	Q1
CY2016Q1	us-gaap	Weighted Average Number Of Shares Outstanding Basic WeightedAverageNumberOfSharesOutstandingBasic	187723472	shares
CY2016Q1	us-gaap	Schedule Of Repurchase Agreements ScheduleOfRepurchaseAgreements	<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; DISPLAY: inline"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left"> The repurchase agreements outstanding, weighted average borrowing rates, weighted average remaining maturities, average daily balances and the fair value of collateral pledged as of March 31, 2016 and December 31, 2015 is:</div> <div><br /></div> <div style="TEXT-ALIGN: center"> <table style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 100%" cellspacing="0" cellpadding="0"> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: center"> March 31, 2016</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: center"> December 31, 2015</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Repurchase agreements outstanding secured by:</div> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3">  </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="3">  </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 76%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left; MARGIN-LEFT: 9pt"> Agency MBS (in thousands)</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 5,470,703</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 5,324,729</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 76%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left; MARGIN-LEFT: 9pt"> Non-agency MBS (in thousands)</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 2,074,928</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 2,114,610</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; WIDTH: 76%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Total:</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 7,545,631</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 7,439,339</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 76%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Average daily balance of Repurchase agreements secured by:</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 76%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left; MARGIN-LEFT: 9pt"> Agency MBS (in thousands)</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 5,419,402</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 5,776,980</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 76%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left; MARGIN-LEFT: 9pt"> Non-agency MBS (in thousands)</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 2,077,523</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 1,627,909</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; WIDTH: 76%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Total:</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 7,496,925</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 7,404,889</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 76%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 76%" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Weighted average borrowing rate of Repurchase agreements secured by:</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 76%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Agency MBS</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 0.76</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> %</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 0.64</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> %</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 76%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Non-agency MBS</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 2.69</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> %</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 2.44</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> %</div> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 76%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 76%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Weighted average maturity of Repurchase agreements secured by:</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Agency MBS</div> </td> <td style="VERTICAL-ALIGN: top" bgcolor="#CCEEFF" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: right"> 52 Days</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: top" bgcolor="#CCEEFF" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: right"> 53 Days</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Non-agency MBS</div> </td> <td style="VERTICAL-ALIGN: top" bgcolor="#FFFFFF" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: right"> 131 Days</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: top" bgcolor="#FFFFFF" valign="bottom" colspan="3"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: right"> 137 Days</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 76%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 76%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> MBS pledged as collateral at fair value on Repurchase agreements:</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 76%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Agency MBS (in thousands)</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 5,810,037</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 5,655,410</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 76%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Non-agency MBS (in thousands)</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 3,111,388</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 3,117,875</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 4px; WIDTH: 76%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Total:</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 8,921,425</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 9%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 8,773,285</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> </tr> </table> </div> <div><br /></div> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left"> At March 31, 2016 and December 31, 2015, the repurchase agreements collateralized by RMBS had the following remaining maturities.</div> <div><br /></div> <div style="TEXT-ALIGN: center"> <table style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; WIDTH: 80%" cellspacing="0" cellpadding="0" align="center" border="0"> <tr> <td style="VERTICAL-ALIGN: top; TEXT-ALIGN: center; WIDTH: 54%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: center; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: center"> March 31, 2016</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: center; WIDTH: 1%" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: center; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top" valign="bottom" colspan="2"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: center"> December 31, 2015</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: center; WIDTH: 1%" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 54%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%" valign="bottom"> </td> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid" valign="bottom" colspan="6"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: center"> (dollars in thousands)</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 54%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Overnight</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> -</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> -</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 54%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> 1 to 29 days</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 2,984,870</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 3,312,902</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 54%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> 30 to 59 days</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 2,411,954</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 2,501,513</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 54%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> 60 to 89 days</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 277,324</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 246,970</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; WIDTH: 54%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> 90 to 119 days</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 777,051</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 430,026</div> </td> <td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 54%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Greater than or equal to 120 days</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 1,094,432</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#FFFFFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 947,928</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#FFFFFF" valign="bottom" nowrap="nowrap"> </td> </tr> <tr> <td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 4px double; WIDTH: 54%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif; TEXT-ALIGN: left"> Total</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 7,545,631</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> $</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: right; WIDTH: 20%" bgcolor="#CCEEFF" valign="bottom"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'times new roman', times, serif"> 7,439,339</div> </td> <td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 4px double; TEXT-ALIGN: left; WIDTH: 1%" bgcolor="#CCEEFF" valign="bottom" nowrap="nowrap"> </td> </tr> </table> </div> </div>
CY2016Q1	us-gaap	Stock Repurchased And Retired During Period Shares StockRepurchasedAndRetiredDuringPeriodShares	0	shares
CY2016Q1	us-gaap	Net Cash Provided By Used In Operating Activities Continuing Operations NetCashProvidedByUsedInOperatingActivitiesContinuingOperations	107570000
CY2016Q1	dei	Amendment Flag AmendmentFlag	false
CY2016Q1	dei	Entity Registrant Name EntityRegistrantName	CHIMERA INVESTMENT CORP
CY2016Q1	us-gaap	Earnings Per Share Basic EarningsPerShareBasic	0.44
CY2016Q1	us-gaap	Use Of Estimates UseOfEstimates	<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; DISPLAY: inline"> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; FONT-WEIGHT: bold; TEXT-ALIGN: left"> (o) Use of Estimates</div> <div><br /></div> <div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman', Times, serif; TEXT-ALIGN: left"> The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Although the Company’s estimates contemplate current conditions and how it expects them to change in the future, it is reasonably possible that actual conditions could be materially different than anticipated in those estimates, which could have a material adverse impact on the Company’s results of operations and its financial condition. Management has made significant estimates in accounting for income recognition and OTTI on Agency and Non-Agency RMBS and IO MBS (Note 3), valuation of Agency MBS and Non-Agency RMBS (Notes 3 and 5), residential mortgage loans (Note 4), securitized debt (Note 7) and derivative instruments (Notes 5 and 9). Actual results could differ materially from those estimates.</div> </div>
CY2016Q1	dei	Document Fiscal Year Focus DocumentFiscalYearFocus	2016
CY2016Q1	us-gaap	Weighted Average Number Of Diluted Shares Outstanding WeightedAverageNumberOfDilutedSharesOutstanding	187840182	shares
CY2016Q1	us-gaap	Earnings Per Share Diluted EarningsPerShareDiluted	0.44
CY2016Q1	us-gaap	Incremental Common Shares Attributable To Share Based Payment Arrangements IncrementalCommonSharesAttributableToShareBasedPaymentArrangements	116710	shares
CY2016Q1	us-gaap	Increase Decrease In Other Operating Assets IncreaseDecreaseInOtherOperatingAssets	-9440000
CY2016Q1	us-gaap	Gain Loss On Sales Of Mortgage Backed Securities Mbs GainLossOnSalesOfMortgageBackedSecuritiesMBS	-2674000
CY2016Q1	us-gaap	Gains Losses On Extinguishment Of Debt GainsLossesOnExtinguishmentOfDebt	-1766000
CY2016Q1	us-gaap	Gain Loss On Derivative Instruments Net Pretax GainLossOnDerivativeInstrumentsNetPretax	-136537000
CY2016Q1	us-gaap	Increase Decrease In Margin Deposits Outstanding IncreaseDecreaseInMarginDepositsOutstanding	98958000
CY2016Q1	us-gaap	Comprehensive Income Net Of Tax ComprehensiveIncomeNetOfTax	151572000
CY2016Q1	us-gaap	Accretion Amortization Of Discounts And Premiums Investments AccretionAmortizationOfDiscountsAndPremiumsInvestments	-6469000
CY2016Q1	us-gaap	Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet	16871000
CY2016Q1	us-gaap	Repayments Of Secured Debt RepaymentsOfSecuredDebt	197595000
CY2016Q1	us-gaap	Other Comprehensive Income Loss Reclassification Adjustment From Aoci For Writedown Of Securities Net Of Tax OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForWritedownOfSecuritiesNetOfTax	10678000
CY2016Q1	us-gaap	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Gain Loss Included In Other Comprehensive Income Loss FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInOtherComprehensiveIncomeLoss	37248000
CY2016Q1	us-gaap	Income Loss From Continuing Operations Before Income Taxes Extraordinary Items Noncontrolling Interest IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest	83127000
CY2016Q1	us-gaap	Stock Issued During Period Value Share Based Compensation Gross StockIssuedDuringPeriodValueShareBasedCompensationGross	102000
CY2016Q1	us-gaap	Interest Income Expense Net InterestIncomeExpenseNet	138213000
CY2016Q1	us-gaap	Gain Loss On Sale Of Derivatives GainLossOnSaleOfDerivatives	-34969000
CY2016Q1	us-gaap	Investment Income Interest InvestmentIncomeInterest	201194000
CY2016Q1	us-gaap	Dilutive Securities DilutiveSecurities	0
CY2016Q1	us-gaap	Net Income Loss Attributable To Parent Diluted NetIncomeLossAttributableToParentDiluted	83098000
CY2016Q1	us-gaap	Other Nonrecurring Income OtherNonrecurringIncome	95000000
CY2016Q1	us-gaap	Net Income Loss NetIncomeLoss	83098000
CY2016Q1	us-gaap	Payments Of Dividends Common Stock PaymentsOfDividendsCommonStock	183957000
CY2016Q1	us-gaap	Increase Decrease In Accrued Interest Receivable Net IncreaseDecreaseInAccruedInterestReceivableNet	-1194000
CY2016Q1	us-gaap	Interest Paid Net InterestPaidNet	51959000
CY2016Q1	us-gaap	Other Comprehensive Income Unrealized Holding Gain Loss On Securities Arising During Period Net Of Tax OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax	59408000
CY2016Q1	us-gaap	Unrealized Gain Loss On Derivatives UnrealizedGainLossOnDerivatives	-101110000
CY2016Q1	us-gaap	Other Comprehensive Income Loss Net Of Tax OtherComprehensiveIncomeLossNetOfTax	68474000
CY2016Q1	us-gaap	Interest Expense InterestExpense	62981000
CY2016Q1	us-gaap	Derivative Cost Of Hedge DerivativeCostOfHedge	1656000
CY2016Q1	us-gaap	Other Than Temporary Impairment Losses Investments Portion Recognized In Earnings Net OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet	10678000
CY2016Q1	us-gaap	Net Cash Provided By Used In Financing Activities Continuing Operations NetCashProvidedByUsedInFinancingActivitiesContinuingOperations	-211877000
CY2016Q1	us-gaap	Other Comprehensive Income Loss Reclassification Adjustment From Aoci For Sale Of Securities Net Of Tax OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax	1612000
CY2016Q1	us-gaap	Income Tax Expense Benefit IncomeTaxExpenseBenefit	29000
CY2016Q1	us-gaap	Other Than Temporary Impairment Losses Investments Portion In Other Comprehensive Income Loss Before Tax Portion Attributable To Parent OtherThanTemporaryImpairmentLossesInvestmentsPortionInOtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent	6255000
CY2016Q1	us-gaap	Reclassification From Accumulated Other Comprehensive Income Current Period Net Of Tax ReclassificationFromAccumulatedOtherComprehensiveIncomeCurrentPeriodNetOfTax	-9066000
CY2016Q1	us-gaap	General And Administrative Expense GeneralAndAdministrativeExpense	4503000
CY2016Q1	us-gaap	Amortization Of Financing Costs And Discounts AmortizationOfFinancingCostsAndDiscounts	2581000
CY2016Q1	us-gaap	Cash And Cash Equivalents Period Increase Decrease CashAndCashEquivalentsPeriodIncreaseDecrease	76391000
CY2016Q1	us-gaap	Impairment Of Investments ImpairmentOfInvestments	4423000
CY2016Q1	us-gaap	Increase Decrease In Interest Payable Net IncreaseDecreaseInInterestPayableNet	8441000
CY2016Q1	us-gaap	Proceeds From Securitizations Of Loans Held For Investment ProceedsFromSecuritizationsOfLoansHeldForInvestment	98263000
CY2016Q1	us-gaap	Allocated Share Based Compensation Expense AllocatedShareBasedCompensationExpense	102000
CY2016Q1	us-gaap	Issuance Of Stock And Warrants For Services Or Claims IssuanceOfStockAndWarrantsForServicesOrClaims	102000
CY2016Q1	us-gaap	Increase Decrease In Other Operating Liabilities IncreaseDecreaseInOtherOperatingLiabilities	-5810000
CY2016Q1	us-gaap	Labor And Related Expense LaborAndRelatedExpense	5222000
CY2016Q1	us-gaap	Dividends Common Stock Cash DividendsCommonStockCash	184227000
CY2016Q1	us-gaap	Variable Interest Entity Activity Between Vie And Entity Expense VariableInterestEntityActivityBetweenVIEAndEntityExpense	5577000
CY2016Q1	us-gaap	Net Cash Provided By Used In Investing Activities Continuing Operations NetCashProvidedByUsedInInvestingActivitiesContinuingOperations	180698000
CY2016Q1	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Other Than Temporary Impairments FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOtherThanTemporaryImpairments	10678000
CY2016Q1	cim	Minimum Percentage Net Income Loss Distributed To Qualify As Real Estate Investment Trust MinimumPercentageNetIncomeLossDistributedToQualifyAsRealEstateInvestmentTrust	0.90	pure
CY2016Q1	cim	Other Expenses Not Reflected In Net Investment Income Loss OtherExpensesNotReflectedInNetInvestmentIncomeLoss	15302000
CY2016Q1	cim	Number Of Wholly Owned Subsidiaries NumberOfWhollyOwnedSubsidiaries	6	Subsidiary
CY2016Q1	cim	Other Gains Losses OtherGainsLosses	-124106000
CY2016Q1	cim	Interest Received During Period InterestReceivedDuringPeriod	208857000
CY2016Q1	cim	Noncash Investing Activities Payable For Investments Purchased NoncashInvestingActivitiesPayableForInvestmentsPurchased	582875000
CY2016Q1	cim	Stock Repurchase Program Additional Authorized Amount StockRepurchaseProgramAdditionalAuthorizedAmount	100000000
CY2016Q1	cim	Gain Loss On Termination Of Interest Rate Swaps GainLossOnTerminationOfInterestRateSwaps	-458000
CY2016Q1	cim	Dividends Declared And Not Paid DividendsDeclaredAndNotPaid	90367000
CY2016Q1	cim	Repayments Of Non Retained Secured Debt RepaymentsOfNonRetainedSecuredDebt	34880000
CY2016Q1	cim	Principal Payments On Securities Sold Under Agreements To Repurchase Financing Activities PrincipalPaymentsOnSecuritiesSoldUnderAgreementsToRepurchaseFinancingActivities	7791362000
CY2016Q1	cim	Proceeds From Securities Sold Under Agreements To Repurchase Financing Activities ProceedsFromSecuritiesSoldUnderAgreementsToRepurchaseFinancingActivities	7897654000
CY2016Q1	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Liability Net Purchases FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetPurchases	-56316000
CY2016Q1	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Liability Net Collections FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetCollections	118220000
CY2016Q1	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Liability Net Sales And Settlements FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetSalesAndSettlements	-44754000
CY2016Q1	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Liability Net Accretion Amortization FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetAccretionAmortization	16087000
CY2016Q1	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Liability Net Realized Gain Loss On Sale Included In Net Income FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetRealizedGainLossOnSaleIncludedInNetIncome	-2510000
CY2016Q1	cim	Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Liability Net Unrealized Gains Losses Included In Earnings FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetLiabilityNetUnrealizedGainsLossesIncludedInEarnings	16818000
CY2016Q1	cim	Non Cash Investing Activities Net Change In Unrealized Gain Loss On Available For Sale Securities NonCashInvestingActivitiesNetChangeInUnrealizedGainLossOnAvailableForSaleSecurities	68474000
CY2016Q1	cim	Other Income Not Reflected In Net Investment Income Loss OtherIncomeNotReflectedInNetInvestmentIncomeLoss	95000000

Files In Submission

Name	View Source	Status
0001157523-16-005470-index-headers.html	Edgar Link	pending
0001157523-16-005470-index.html	Edgar Link	pending
0001157523-16-005470.txt	Edgar Link	pending
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cim-20160331.xml	Edgar Link	completed
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cim-20160331_cal.xml	Edgar Link	unprocessable
cim-20160331_def.xml	Edgar Link	unprocessable
cim-20160331_lab.xml	Edgar Link	unprocessable
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2016 Q1 Form 10-Q Financial Statement

#000115752316005470 Filed on May 04, 2016

Income Statement

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Facts In Submission

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$CIM CHIMERA INVESTMENT CORP Stock $cim

2016 Q1 Form 10-Q Financial Statement

#000115752316005470 Filed on May 04, 2016

Income Statement

Balance Sheet

Cashflow Statement

Facts In Submission

Files In Submission

$CIM
CHIMERA INVESTMENT CORP Stock $cim