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Chimera Investment Corp. CIM Investment Portfolio — Periodic interest on derivatives, net

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$992.82M-7.3%
Enterprise value$794.03M-16.9%
P/E819.8×+814×
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 cim:FinancingReceivableHeldForSalePeriodicInterestOnDerivatives.

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 itemFor the Quarter Ended / Investment PortfolioFor the Quarter Ended / Residential OriginationFor the Quarter Ended / EliminationFor the Quarter Ended / Total
Mark to market changes on LHFS6,0509376,987
Unrealized gains from hedging derivative instruments4,144(1,028)3,116
Unrealized gains from IRLC(103)(103)
Periodic interest on derivatives, net9797
Realized gains from hedging instruments, net2,3642,364
Provision for loan repurchase reserves(683)(683)
Loan origination income, net(10,069)(2,918)10,069(2,918)
Direct loan origination costs, net(290)(7,269)(7,559)

Item 1. Consolidated Financial Statements

FAQ

What is Chimera Investment Corp.'s investment portfolio — periodic interest on derivatives, net?
Chimera Investment Corp. (CIM) reported investment portfolio — periodic interest on derivatives, net of $97K in Q2 2026.
What does investment portfolio — periodic interest on derivatives, net mean?
Captures the net cash flows resulting from the periodic interest settlements on derivative instruments, such as interest rate swaps. This metric reflects the ongoing cost or benefit of maintaining hedging positions to manage interest rate exposure. It is a critical component of the firm's overall net interest income profile.

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