Chimera Investment is a holding company. Through its subsidiaries, Co. is a real estate investment trust that is engaged in the business of investing directly or having an interest in a portfolio of mortgage assets, including residential mortgage loans, mortgage-backed securities (MBS) secured by pools of residential mortgage loans and are issued or guaranteed by a federally chartered corporation, such as Federal National Mortgage Association or Federal Home Loan Mortgage Corporation, or an agency of the U.S. Government, such as Government National Mortgage Association (collectively, Agency), and residential MBS that are not guaranteed by any agency of the U.S. Government or any Agency.