Other
Derivative Notional Amount
Chimera Investment Corp. Derivative Notional Amount 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 2015
Last reportedQ1 2026May 7, 2026
How to read this metric
Higher amounts indicate greater exposure to market volatility and more extensive use of financial hedging instruments.
Detailed definition
The notional amount represents the total face value of derivative contracts used for hedging or speculative purposes. It...
Peer comparison
Varies significantly based on the company's global footprint and currency hedging requirements.
Metric ID:
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.
Derivative Notional Amount at Other Companies
Frequently Asked Questions
- What is Chimera Investment Corp.'s derivative notional amount?
- Chimera Investment Corp. (CIM) reported derivative notional amount of $6.96B in Q1 2026.
- How has Chimera Investment Corp.'s derivative notional amount changed year-over-year?
- Chimera Investment Corp.'s derivative notional amount increased by 120.8% year-over-year, from $3.16B to $6.96B.
- What does derivative notional amount mean?
- The total underlying value of all derivative contracts held by the company.