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Chimera Investment Corp. CIM Realized and Unrealized Gain (Loss) On Derivative Instruments

Realized and Unrealized Gain (Loss) On Derivative Instruments at other companies

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Segments

By segment

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Investment Portfolio-$15.44M
Residential Origination$0

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 cim:RealizedAndUnrealizedGainLossOnDerivativeInstruments.

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 Quarters Ended / June 30, 2026For the Quarters Ended / June 30, 2025For the Six Months Ended / June 30, 2026For the Six Months Ended / June 30, 2025
Net unrealized gains (losses) on derivatives15,398(2,554)33,548(9,024)
Realized gains (losses) on derivatives9,527(17,954)12,397(17,872)
Periodic interest on derivatives, net2,0615,0673,8959,202
Net gains (losses) on derivatives26,986(15,441)49,840(17,694)
Investment management and advisory fees6,5408,81013,70417,745
Interest income from investment in MSR financing receivables, net (3)8383,149
Net unrealized gains (losses) on financial instruments at fair value(43,386)6,971(80,923)135,866
Net realized gains (losses) on sales of investments(9,623)(1,915)(50,051)(1,915)

Item 1. Consolidated Financial Statements

FAQ

What is Chimera Investment Corp.'s realized and unrealized gain (loss) on derivative instruments?
Chimera Investment Corp. (CIM) reported realized and unrealized gain (loss) on derivative instruments of $26.99M in Q2 2026.
How has Chimera Investment Corp.'s realized and unrealized gain (loss) on derivative instruments changed year-over-year?
Chimera Investment Corp.'s realized and unrealized gain (loss) on derivative instruments increased by 274.8% year-over-year, from -$15.44M to $26.99M.
What does realized and unrealized gain (loss) on derivative instruments mean?
Realized and Unrealized Gain (Loss) On Derivative Instruments as reported by Chimera Investment Corp..

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