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Chimera Investment Corp. CIM Investment Portfolio — Net unrealized gains (losses) on derivatives

Other segment segments

Residential Origination
$0

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Other financials

Income statement

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Revenue$221.6M+10.1%
Net income$17.4M-51.0%
EPS (diluted)-$0.05-129%

Balance sheet

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Cash & equivalents$451.3M+80.4%
Total debt$252.6M+86.8%
Total equity$2.4B-8.0%
Total assets$16.0B+8.0%

Cash flow

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Operating cash flow-$339.2M-4,466%

Valuation

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Market cap$991.21M-7.4%
Enterprise value$792.41M-17.1%
P/E818.5×+813×
P/S1.1×-0.2×

Profitability

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Net margin0.1%-24.6pp

Returns & leverage

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Return on equity0%-7.3pp
Debt / equity0.1×+0.1×

Where this comes from

Reported directly by Chimera Investment Corp. in its filing.

Tagged under the XBRL concept us-gaap:UnrealizedGainLossOnDerivatives.

The source filing: Chimera Investment Corp.’s 10-Q, filed August 5, 2026.

Filed
Aug 5, 2026, 4:11 PM EDT
Fiscal quarter
Q2 FY2026
Calendar quarter
Q2 2026
Accession
0001409493-26-000050
Line itemInvestment PortfolioResidential OriginationTotal
Net interest income66,7053,80470,509
Increase in provision for credit losses7,1927,192
Other income (losses):
Net unrealized gains (losses) on derivatives15,39815,398
Realized gains (losses) on derivatives9,5279,527
Periodic interest on derivatives, net2,0612,061
Net gains (losses) on derivatives26,98626,986
Investment management and advisory fees6,5406,540

Item 1. Consolidated Financial Statements

FAQ

What is Chimera Investment Corp.'s investment portfolio — net unrealized gains (losses) on derivatives?
Chimera Investment Corp. (CIM) reported investment portfolio — net unrealized gains (losses) on derivatives of $15.4M in Q2 2026.
What does investment portfolio — net unrealized gains (losses) on derivatives mean?
Reflects the change in fair value of derivative instruments held for hedging purposes that have not yet been settled. These fluctuations represent mark-to-market adjustments that impact the balance sheet and income statement. This metric highlights the volatility associated with the firm's interest rate and hedging strategies.

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