Other
Notional
Chimera Investment Corp. Notional increased by 30.8% to $6.96B in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 120.8%, from $3.16B to $6.96B.
Analysis
StatementBalance Sheet Statement
SectionOther
CategoryRisk
SignalContext dependent
VolatilityModerate
First reportedQ4 2018
Last reportedQ1 2026May 7, 2026
How to read this metric
An increase suggests higher market exposure or hedging activity, while a decrease may indicate reduced trading volume or risk appetite.
Detailed definition
The total face or contract value of derivative instruments, representing the underlying principal upon which payments ar...
Peer comparison
Standard across large financial institutions; peers often disclose this by product type (interest rate, FX, credit).
Metric ID:
other_derivative_notional_amountHistorical Data
17 periods
| Q4 '21 | Q2 '22 | Q3 '22 | Q4 '22 | Q1 '23 | Q2 '23 | Q3 '23 | Q4 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | $0.00 | $1.00B | $1.89B | $2.49B | $2.45B | $2.50B | $2.50B | $2.50B | $3.00B | $2.31B | $2.00B | $2.20B | $3.16B | $3.58B | $4.53B | $5.33B | $6.96B |
| QoQ Change | — | — | +88.5% | +31.8% | -1.4% | +2.0% | +0.0% | +0.0% | +20.0% | -23.1% | -13.3% | +10.0% | +43.4% | +13.6% | +26.3% | +17.7% | +30.8% |
| YoY Change | — | — | — | — | — | +150.0% | +32.6% | +0.6% | +22.4% | -7.7% | -20.0% | -12.0% | +5.2% | +55.3% | +126.3% | +142.1% | +120.8% |
Range$0.00 – $6.96B
Avg YoY Growth+51.3%
Median YoY Growth+27.5%
Current Streak6 quarters growth
Business Segments
| Segment | Q4 '24 | Q4 '25 | Q1 '26 |
|---|---|---|---|
| Residential Origination Segment | — | $280.00M | $181.00M |
| Investment Portfolio Segment | $168.00M | — | — |
| Total | $2.20B | $5.33B | $6.96B |
Investment Portfolio Segment was previously reported and has since been discontinued or reclassified. Only currently active segments are shown in the chart.
Notional at Other Companies
Frequently Asked Questions
- What is Chimera Investment Corp.'s notional?
- Chimera Investment Corp. (CIM) reported notional of $6.96B in Q1 2026.
- How has Chimera Investment Corp.'s notional changed year-over-year?
- Chimera Investment Corp.'s notional increased by 120.8% year-over-year, from $3.16B to $6.96B.
- What does notional mean?
- The total underlying principal value of all derivative contracts held by the bank.