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Chimera Investment Corp. Balance Sheet Statement

Assets, liabilities, and shareholders' equity

Chimera Investment Corp. holds $16.0B in total assets. Shareholders' equity is $2.5B against $252.0M in total debt. Cash and equivalents total $483.0M. Based on the Q1 2026 filing.

Total Assets$16.0BTotal Stockholders Equity$2.5BLong Term Debt$252.0MCash And Equivalents$483.0M
Latest FilingQ1 2026
Report Date2026-05-07
Market Cap$1.1B
P/E Ratio58.84
ROE0.76%

Current Liabilities

MetricQ4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '26
Accrued expenses$0.0———$336.0K—
Accrued interest$41.5M$38.2M$40.8M$38.0M$43.0M$36.6M
Federal funds purchased and securities sold under repurchase agreements$0.0$0.0$0.0$0.0$0.0$0.0
Dividends payable$34.3M$34.2M$34.7M$35.4M$34.9M$41.0M
Derivative liabilities$0.0———$0.0$0.0
Securities loaned$319.5M———$298.7M$291.8M
Repurchase Agreements - Gross$2.8B$3.0B$4.6B$4.9B$6.0B$7.0B
Securities Sold Under Agreements to Repurchase - Not Offset Policy Election Deduction$4.1B$4.2B$5.9B$6.1B$7.4B$8.1B

Equity

MetricQ4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '26
Additional paid-in capital$4.4B$4.4B$4.4B$4.4B$4.4B$4.4B
AFS and Trading Securities - Unrealized Loss Position (>=12 Months) Accumulated Loss$135.0M$124.5M$117.6M$108.1M$106.8M$103.4M
AFS and Trading Securities - Unrealized Loss Position (<12 Months) Accumulated Loss45.0036.0033.0045.0027.00129.00
Accumulated other comprehensive income (loss)$159.4M$157.8M$152.4M$149.4M$146.3M$137.7M
Common stock166.7M166.7M166.7M166.7M166.7M166.7M
Common Stock Par Value Per Share$0.01$0.01$0.01$0.01$0.01$0.01
Common Stock Shares Issued80.9M81M81M81.1M83.4M83.6M
Convertible Preferred Stock Authorized Shares100M100M100M100M100M100M
Additional paid-in capital$4.4B$4.4B$4.4B$4.4B$4.4B$4.4B
Common stock; $0.001 par value; 6,000 shares authorized; 3,755 and 3,751 shares issued and outstanding as of March&#160;31, 2026 and December&#160;31, 2025, respectively$809.0K$810.0K$810.0K$811.0K$834.0K$836.0K
Investments - Gross Unrealized Losses$785.4M$871.6M$828.8M$974.0M$418.2M$3.2B
Preferred Stock Par Value Per Share$0.01$0.01$0.01$0.01$0.01$0.01
Distributions in excess of accumulated earnings$6.4B$6.4B$6.5B$6.5B$6.6B$6.6B
Retained earnings$4.3B$4.5B$4.5B$4.5B$4.6B$4.5B
Share Repurchase Authorization Limit$250.0M$250.0M$250.0M$250.0M$250.0M$250.0M
Share Repurchase Program - Amount Remaining$250.0M$250.0M$250.0M$250.0M$250.0M$250.0M
Shares Reserved for Future Issuance Under Stock Plans5M6M4M4M4M3M
Total liabilities and stockholders' equity$13.1B$13.2B$14.9B$15.1B$15.8B$16.0B
Total stockholders' equity$2.5B$2.6B$2.6B$2.6B$2.6B$2.5B
Unrealized Gains on Investments$200.4M$199.0M$212.7M$224.6M$235.4M$200.1M
Unrealized Losses on Investments (Before Tax)$142.1M$129.9M$121.9M$111.7M$108.6M$117.2M

Current Assets

MetricQ4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '26
Available-for-Sale Debt Securities - Amortized Cost$38.9M$31.9M$69.9M$29.0M$25.7M$25.8M
Available-for-Sale Debt Securities - Amortized Cost (Due Within One Year)$38.9M$31.9M$69.9M$29.0M$25.7M$25.8M
Available-for-Sale Debt Securities - Unrealized Loss Position (>=12 Months)201.00201.00200.00182.00181.00182.00
AFS and Trading Securities - Unrealized Loss Position (>=12 Months)$278.4M$279.9M$269.6M$196.5M$175.5M$219.1M
AFS and Trading Securities - Unrealized Loss Position (<12 Months) Fair Value$507.0M$591.7M$559.1M$777.5M$242.6M$2.9B
Available-for-Sale Debt Securities - Unrealized Loss Position (<12 Months)$507.0M$591.7M$559.1M$777.5M$242.6M$2.9B
Available-for-Sale Debt Securities - Unrealized Loss Position$142.1M$129.9M$121.9M$111.7M$108.6M$117.2M
AFS and Trading Securities - Unrealized Loss Position (>=12 Months) Fair Value$278.4M$279.9M$269.6M$196.5M$175.5M$219.1M
AFS and Trading Securities - Unrealized Loss Position Fair Value$785.4M$871.6M$828.8M$974.0M$418.2M$3.2B
AFS and Trading Securities - Unrealized Loss Position (<12 Months) Fair Value$507.0M$591.7M$559.1M$777.5M$242.6M$2.9B
Cash and cash equivalents$84.0M$253.3M$250.2M$491.5M$284.5M$483.0M
Cash, Cash Equivalents, and Marketable Securities$785.4M$871.6M$828.8M$974.0M$418.2M$3.2B
Derivative Collateral Right to Reclaim$17.3M$10.6M$693.0K$17.3M$17.0M$49.7M
Derivative assets$117.0K$0.0$0.0$2.1M$25.2M$35.5M
Trading assets$21.6M$17.4M$55.2M$14.8M$9.2M$5.8M
Loans held for sale$0.0———$896.1M$700.6M
Restricted cash————$5.9M$6.8M

Non-Current Assets

MetricQ4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '26
Available-for-Sale Debt Securities - Fair Value (Maturing 1 to 5 Years)$219.3M$246.6M$233.2M$225.4M$373.4M$335.2M
Deferred tax assets$107.1M———$97.3M—
Deferred Tax Assets and Other Non-Current Assets$0.0———$135.0K—
Available-for-sale securities$192.4M$210.4M$197.9M$190.4M$330.0M$291.9M
Goodwill$0.0———$24.8M—
Intangible Assets Gross (Excluding Goodwill)—————$114.0M
Mortgage servicing rights$0.0$0.0—$35.5M$37.3M$39.8M
Other Assets$170.9M$167.9M$211.8M$213.4M$408.3M$438.6M
Fair value of servicing rights$0.0$0.0—$35.5M$37.3M$39.8M
Operating lease right-of-use assets$0.0———$293.0K—
Other non-current assets$170.9M$167.9M$211.8M$213.4M$408.3M$438.6M
Accumulated depreciation—————$4.0M
Property and equipment, net$0.0———$109.0K—
Tax Credit Carryforward Valuation Allowance$110.7M———$102.2M—
Total assets$13.1B$13.2B$14.9B$15.1B$15.8B$16.0B

Other

MetricQ4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '26
Aggregate Notional Principal Outstanding$2.2B$3.2B$3.6B$4.5B$5.3B$7.0B
Components246.00237.00233.00227.00208.00311.00
Derivative Notional Amount$2.2B$3.2B$3.6B$4.5B$5.3B$7.0B
Gross Assets/Liabilities$0.0$240.0K$301.0K$5.4M$1.8M$0.0
Debt Securities, Available-for-Sale, Accumulated Gross Unrealized Loss, before Tax$142.1M$129.9M$121.9M$111.7M$108.6M$117.2M
Gross Unrealized Gains$200.4M$199.0M$212.7M$224.6M$235.4M$200.1M
Available For Sale Debt Securities Discount$815.7M$805.4M$891.7M$813.0M$799.8M$788.3M
Debt Securities, Available-for-Sale, Amortized Cost, Maturity, Allocated and Single Maturity Date, after Year 5 Through 10$470.0M$438.1M$2.6B$2.9B$3.4B$4.7B
Debt Securities, Available-for-Sale, Fair Value, Maturity, Allocated and Single Maturity Date, after Year 5 Through 10$490.3M$982.4M$2.7B$3.0B$3.4B$4.7B
Debt Securities, Available-for-Sale, Amortized Cost, Maturity, Allocated and Single Maturity Date, after Year One Through Five$219.3M$246.6M$233.2M$225.4M$373.4M$335.2M
Debt Securities, Available-for-Sale, Fair Value, Maturity, Allocated and Single Maturity Date, after Year One Through Five$192.4M$210.4M$197.9M$190.4M$330.0M$291.9M
Debt Securities, Available-for-Sale, Amortized Cost, Maturity, Allocated and Single Maturity Date, after Year 10$825.2M$962.3M$712.7M$521.3M$440.0M$890.0M
Debt Securities, Available-for-Sale, Fair Value, Maturity, Allocated and Single Maturity Date, after Year 10$879.1M$506.0M$778.0M$580.6M$505.4M$939.1M
Debt Securities, Available-for-Sale, Amortized Cost, Maturity, Allocated and Single Maturity Date, Year One$38.9M$31.9M$69.9M$29.0M$25.7M$25.8M
Debt Securities, Available-for-Sale, Fair Value, Maturity, Allocated and Single Maturity Date, Year One$21.6M$17.4M$55.2M$14.8M$9.2M$5.8M
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income$174.4M$171.6M$165.5M$159.4M$153.1M$141.8M
Gross Unrealized Gain Included in Cumulative Earnings$26.0M$27.4M$47.2M$65.2M$82.3M$58.3M
Available For Sale Securities Gross Unrealized Losses In Deficit$127.1M$116.1M$108.8M$101.7M$101.8M$113.1M
Available For Sale Securities, Gross Unrealized Losses Recognized In Accumulated Other Comprehensive Income$14.9M$13.8M$13.1M$10.0M$6.8M$4.1M
Total Premium$204.5M$205.2M$205.1M$214.6M$224.0M$251.8M
Business Combination, Contingent Consideration, Liability$15.8M———$2.1M—
Commitment to purchase loans—————$187.0M
Common stock, par value (in dollars per share)$0.0$0.0$0.0$0.0$0.0$0.0
Common stock, shares authorized (in shares)$166.7M$166.7M$166.7M$166.7M$166.7M$166.7M
Common stock, shares issued (in shares)$80.9M$81.0M$81.0M$81.1M$83.4M$83.6M
Common Stock, Shares, Outstanding$80.9M$81.0M$81.0M$81.1M$83.4M$83.6M
Cost or Amortized Cost$1.6B$1.7B$3.6B$3.7B$4.2B$5.9B
Available-for-sale securities, allowance for credit loss$28.4M$31.8M$36.2M$38.3M$43.2M$46.1M
Debt Securities, Available-for-Sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss$135.0M$124.5M$117.6M$108.1M$106.8M$103.4M
Less than 12 months$507.0M$591.7M$559.1M$777.5M$242.6M$2.9B
12 months or more$278.4M$279.9M$269.6M$196.5M$175.5M$219.1M
Number of Securities, Greater than 12 months$201.0$201.0$200.0$182.0$181.0$182.0
Debt Securities, Available-for-Sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss$7.0M$5.4M$4.3M$3.5M$1.8M$13.9M
Estimated Fair Value$1.6B$1.7B$3.7B$3.8B$4.3B$6.0B
Debt Securities, Available-for-Sale, Unrealized Loss Position, Accumulated Loss$142.1M$129.9M$121.9M$111.7M$108.6M$117.2M
Debt Securities, Available-for-Sale, Unrealized Loss Position, Number of Positions$246.0$237.0$233.0$227.0$208.0$311.0
Debt Securities, Available-for-Sale, Unrealized Loss Position$785.4M$871.6M$828.8M$974.0M$418.2M$3.2B
Deferred Tax Liabilities, Gross$0.0———$25.1M—
Disallowed business interest expense carryforward$3.6M———$4.6M—
Deferred Tax Assets, Gross$110.7M———$104.6M—
Lease Liability$0.0———$293.0K—
Deferred Tax Assets, Net of Valuation Allowance$0.0———$2.4M—
Deferred Tax Assets, Operating Loss Carryforwards$107.1M———$97.3M—
Fixed assets$0.0———$109.0K—
Deferred Tax Assets State Taxes$0.0———$245.0K—
Reserve for uncertain tax position$0.0———$1.5M—
Accrued expenses$0.0———$336.0K—
Deferred Tax Assets, Valuation Allowance$110.7M———$102.2M—
Deferred Tax Liabilities, Net$0.0———$22.7M—
Federal and state intangible assets$0.0———$24.8M—
Derivative Asset, Subject to Master Netting Arrangement, Collateral, Obligation to Return Cash, Offset Against Derivative Asset$7.1M———$4.1M$13.5M
Derivative Asset, Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, Asset Offset$7.1M$8.5M-$3.1M-$1.5M$4.1M$13.5M
Derivative Asset. Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, after Offset and Deduction-$1.3B-$1.2B-$1.4B-$1.3B-$1.4B-$1.2B
Derivative Asset, Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, Collateral, Right to Reclaim Cash Not Offset-$4.6M$5.5M-$57.6M-$58.4M-$61.8M-$57.6M
Derivative Asset. Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, before Offset$2.8B$3.0B$4.6B$4.9B$6.0B$6.9B
Derivative Asset, Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, after Offset$2.8B$3.0B$4.6B$4.9B$6.0B$7.0B
Derivative Assets And Liabilities, Security Purchased Under Agreement To Resell, And Security Borrowed, Subject To Master Netting Arrangement, Deduction Of Financial Instrument Not Offset$4.1B$4.2B$5.9B$6.1B$7.4B$8.1B
Derivative Liability$0.0$240.0K$301.0K$5.4M$1.8M$0.0
Derivative Liability, Subject to Master Netting Arrangement, Collateral, Right to Reclaim Cash Offset$0.0———$0.0$0.0
Notional$2.2B$3.2B$3.6B$4.5B$5.3B$7.0B
Net unrealized gains————$24.3M$16.0M
Unpaid principal balance$0.0———$871.8M$684.6M
Finite-Lived Intangible Assets, Accumulated Amortization—————$4.0M
Indefinite- lived intangible impairment—————$114.0M
Investment Owned Balance Principal Amount$5.6B$5.5B$7.5B$7.3B$7.7B$9.3B
Loan Repurchase Reserve$0.0———$5.8M$5.4M
Loans 30 To 89 Days Delinquent$997.1M———$919.6M—
Loans 90 or more days delinquent$728.2M———$645.2M—
Loans held for investment, Unpaid Principal/Notional$11.7B———$10.0B$8.4B
Loans held for investment, at fair value$11.2B$11.0B$10.6B$10.3B$9.8B$8.2B
Non-Agency RMBS, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively)$1.1B$1.1B$1.0B$868.8M$817.3M$756.1M
Number of deferred compensation plans2.002.002.002.002.002.00
Number of loans103571.00———93956.00—
Number of warehouse financing facilities under master repurchase agreements————7.007.00
Payable for investments purchased$454.7M$38.5M$387.9M$193.4M$3.3M$611.5M
Tenor spread adjustment0.3%0.3%0.3%0.3%0.3%0.3%
Preferred Stock, Par or Stated Value Per Share$0.0$0.0$0.0$0.0$0.0$0.0
Preferred Stock, Shares Authorized$100.0M$100.0M$100.0M$100.0M$100.0M$100.0M
Fair value of securities sold under agreement to repurchase$319.5M———$298.7M$291.8M
Repurchase agreements, Gross amounts not offset in the balance sheet, Cash collateral pledged$17.3M$10.6M$693.0K$17.3M$17.0M$49.7M
Securities sold under agreements to repurchase, haircut7.5%7.5%7.5%7.5%7.5%7.5%
Securitized debt loans held for investment at cost$11.4B$11.1B$10.7B$10.3B$9.8B$8.2B
Securitized debt at fair value, collateralized by loans held for investment, Unpaid Principal/Notional$7.6B———$7.1B$5.8B
Securitized debt at fair value, collateralized by Loans held for investment$7.0B$7.2B$7.0B$7.0B$6.7B$5.4B
Securitized debt, collateralized by Non-Agency RMBS$71.2M$70.0M$68.3M$67.6M$66.6M$65.0M
Security Sold under Agreement to Repurchase, Subject to Master Netting Arrangement, after Offset and Deduction-$1.3B-$1.2B-$1.3B-$1.3B-$1.3B-$1.2B
Interests in MSR financing receivables, Unpaid Principal/Notional$0.0———$40.9M$37.6M
Incentive stock program, shares reserved for future grants (in shares)$5.0M$6.0M$4.0M$4.0M$4.0M$3.0M
Share Repurchase Program, Remaining Authorized, Amount$250.0M$250.0M$250.0M$250.0M$250.0M$250.0M
Agency MBS, at fair value$519.2M$656.3M$2.7B$2.9B$3.5B$5.2B

Non-Current Liabilities

MetricQ4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '26
Contingent Consideration Liability (Non-Current)$15.8M———$2.1M—
Debt Maturity - 5 to 10 Years$490.3M$982.4M$2.7B$3.0B$3.4B$4.7B
Debt Maturity - Over 10 Years$825.2M$962.3M$712.7M$521.3M$440.0M$890.0M
Deferred tax liabilities$0.0———$25.1M—
Deferred Tax Liabilities - Leasing Arrangements$0.0———$293.0K—
Long-term debt$134.6M$134.9M$135.2M$251.0M$251.5M$252.0M
Other non-current liabilities$45.1M$53.0M$37.7M$53.6M$82.3M$92.1M
Total liabilities$10.6B$10.6B$12.2B$12.5B$13.2B$13.5B