CIM · Chimera Investment Corp
$9.14
-0.13 (-1.35%)
At close · Oct 5
Return incl. dividend (before tax)
Market Cap
$820.79M
Shares
83.71M
Volume · Oct 5
949.06K
Avg daily vol (3M)
955.85K
Price & Indicators
20d MA
50d MA
200d MA
Earnings
Filing
Insider
Congress
Investor day
Close$9.26
Open$9.55
Day$9.24–9.55
52W close$9.26–14.08
Avg vol 30d1.2M
Short int3.4M · 4.1% float · 3.2d
Short vol63%
Last earningsAug 5, 2026
DataJan 2020–Oct 2026
Filing10-Q · Aug 5
Up next
Next earnings call
Nov 4, 2026
Est · unconfirmed
· in 4 wks
filed Aug 5, 2026
call held Aug 5, 2026
Metrics snapshot
Useful current figures from the complete screener profile.
Revenue (TTM)
—
Trailing 12 months
Net income (TTM)
$1.21M
Trailing 12 months
Revenue growth YoY
—
Year over year
Operating margin
—
Trailing 12 months
P / E (TTM)
—
Trailing earnings
FCF yield
—
TTM · current market cap
Return on invested capital
—
Trailing 12 months
Net cash
$191.49M
Latest balance sheet
Dividend yield
18.6%
Trailing 12 months
Shares change YoY
+1.5%
Year over year · more shares
Price change (1Y)
-30.8%
Trailing year
Short interest
4.1%
Latest settlement · 3.2 days to cover
AI Brief
Q2 FY26 earnings call · Aug 5, 2026
Q2 FY26
TL;DR. Chimera reported Q2 2026 EAD of $0.46 per share, covering the $0.45 dividend, while GAAP book value fell 3.2% quarter-over-quarter to $17.75 due to mark-to-market on the securitized loan portfolio; HomeXpress origination volume grew 30% year-over-year to $1.1 billion with net origination margin compressing to 124 basis points.
Bullish
- + HomeXpress Residential Origination volume grew 30% year-over-year to $1.1 billion in funded production.
- + Residential Origination segment generated $12 million of EBTDA, representing an annualized EBTDA ROE of 17.3%.
- + Re-securitized $487 million of legacy re-performing loans in two transactions and advanced plans for the inaugural HomeXpress securitization.
- + Agency MBS portfolio grew to $5.3 billion with specified pool exposure increased by $1.1 billion and TBA short positions reduced.
Bearish
- − GAAP book value per share declined 3.2% quarter-over-quarter to $17.75 from $18.34, with mark-to-market quarter-to-date down another 1.5%.
- − HomeXpress net origination margin compressed to 124 basis points in Q2 2026 from 135 basis points in Q4 2025 amid rising rates and competition.
- − Third-party advisory fee revenue is being diluted by reduced client transaction activity, prompting redeployment of resources internally.
From the call
AI-generated from the earnings call and 8-K · may contain errors · not investment advice
Equibles Rating
blended score · not investment adviceOverall
Sell
SellHoldBuy
Technical
Strong Sell
Momentum
Very Weak
Sentiment
Bearish
Fundamentals
Excellent
Quant / Vol
Moderate
Market backdrop
VIX 15.3 · calm
Equity put/call 0.58
Technical
price trend
50 / 200-day cross
No cross
Price vs 200-day avg
−27%
below
Price vs 50-day avg
−19%
below
RSI (14)
16
oversold
MACD trend
Negative
52-week position
0%
near low
Volume (OBV)
Confirms
volume backs price
Momentum
relative strength
1-month return
−20%
trailing
6-month return
−31%
trailing
YTD return
−26%
this year
Relative strength
−43%
vs S&P · 6-mo
Sentiment
smart money
Trend (MA cross)
No cross
50d $11 › 200d $13 — 200d above 50d
Institutional flow
Distributing
1 of 199 funds reported for Sep 30 · net -2.8K sh shares
Insider flow
Flat
No net insider activity over 90 days
Short interest
Rising
4.07% of float · ▲ +41.0% MoM · 3.2 days cover
Volume signal
Normal
Volume near normal
Institution breadth
Steady
199 holders — mid 3-yr range
Squeeze score
51
elevated · 0–100
Fundamentals
EPS growth
+56%
Y/Y
Buyback
$250.0M
remaining
Balance sheet
$27.1M
net cash
Quant / Vol
risk profile
Volatility
27%
annualized · 1-yr
Max drawdown
−34%
past year
ATR
3.1%
of price · 14-day
Blended from price, momentum, positioning, fundamentals & volatility · daily-close · not investment advice. Market backdrop is context, not part of the score.
Guidance & track record
Latest guidance
· from the Earnings Call filed Aug 5, 2026
Loan origination volume
· for the year
$4B
Guidance from company 8-Ks · delivered figures from as-reported statements · no analyst estimates involved.
Technicals
trend & momentum for long-term holders Strong Sell
50 / 200-day cross
No cross
Neutral
Price vs 200-day avg
−27%
Bearish
Price vs 50-day avg
−19%
Bearish
RSI (14)
16
Neutral
MACD trend
Negative
Bearish
52-week position
0%
Bearish
Volume (OBV)
Confirms
Neutral
Market signals — smart money & positioning
Bearish · 2 of 6
Trend (MA cross)
No cross
50d $11 › 200d $13 — 200d above 50d
Institutional flow
Distributing
1 of 199 funds reported for Sep 30 · net -2.8K sh shares
Insider flow
Flat
No net insider activity over 90 days
Short interest
Rising
4.07% of float · ▲ +41.0% MoM · 3.2 days cover
Volume signal
Normal
Volume near normal
Institution breadth
Steady
199 holders — mid 3-yr range
Price context
position in its 52-week range
Range low $9
Now $9 · 0%
Range high $14
vs 200-day avg -27%
vs 50-day avg -19%
Illustrative technical + ownership context — a signal mix, not investment advice.
Key metrics
the company's own KPIs, from written earnings releases and filings| Metric | Latest | Period | YoY |
|---|---|---|---|
| Annualized EBTDA ROE non-GAAP | 17.3% | Q2 2026 | — |
| Average Cost of Funds non-GAAP | 4.3% | For the Quarter Ended June 30, 2026 filing | — |
| Average Debt Balance | $12.73B | For the Quarter Ended June 30, 2026 filing | — |
| Average One-Month SOFR | 3.64% | For the Quarter Ended June 30, 2026 filing | — |
| Average Three-Month SOFR | 3.67% | For the Quarter Ended June 30, 2026 filing | — |
| Cash | $444M | Q2 2026 | — |
| Dividends Declared Since Inception | 456 | As of June 30, 2026 | — |
| Dividends per Share | $0.45 | Q2 2026 | — |
| Earnings available for distribution non-GAAP | 39M | Q2 2026 | — |
GAAP → non-GAAP reconciliationGAAP GAAP net income (loss) available to common stockholders -4.01M
+43.39M Net unrealized (gains) losses on financial instruments at fair value
+9.62M Net realized (gains) losses on sales of investments
+2.75M Gain (loss) on extinguishment of debt
+7.19M Increase in provision for credit losses
-15.4M Net unrealized (gains) losses on derivatives
-9.53M Realized (gains) losses on derivatives
+3.21M Transaction expenses
-510K Stock Compensation expense for retirement eligible awards
+4.08M Depreciation, amortization, and impairment expense
-850K HomeXpress acquisition intangible amortization tax impact
+341K Non-cash imputed compensation related to business acquisition
-1.23M Other investment (gains) losses
= Earnings available for distribution 39.05M
|
|||
| Earnings Available for Distribution ("EAD") return on average common equity non-GAAP | 10.35% | the second quarter of 2026 filing | — |
| Earnings available for distribution per adjusted diluted common share non-GAAP | $0.46 | Q2 FY2026 | — |
| Earnings available for distribution/Average Tangible Common Equity non-GAAP | 11.91% | For the Quarter Ended June 30, 2026 filing | — |
| EBTDA non-GAAP | 12M | Q2 2026 | — |
| Economic Interest Expense non-GAAP | $138.14M | For the Quarter Ended June 30, 2026 filing | — |
| Economic Net Interest Income non-GAAP | $66.29M | Q2 FY2026 | — |
|
|
|||
| Economic Net Interest Income/Average Equity non-GAAP | 12.35% | For the Quarter Ended June 30, 2026 filing | — |
| Economic Return non-GAAP | -0.76% | Q2 2026 | — |
| Fixed Rate Repo (Percentage of Total Repo) | $716M | Q2 2026 | — |
| Funded Production Volume | 1.1B | Q2 2026 | — |
| GAAP Book Value per common share | $17.75 | Q2 2026 | — |
| HomeXpress funded volume | 1.1B | the quarter ended June 30, 2026 filing | — |
| Loans retained from HomeXpress | 301M | Q2 2026 | — |
| Net interest rate spread non-GAAP | 1.6% | For the Quarter Ended June 30, 2026 filing | — |
|
|
|||
| Net Origination Margin | 124 | Q2 2026 | — |
| Non-Mark-to-Market Repo (Percentage of Total Repo) | $1.2B | Q2 2026 | — |
| Originated volume | 1.1B | Q2 2026 | — |
| Production Volume | $1.1B | Q2 2026 | — |
| Provision for credit losses | $7M | For the quarter ended June 30, 2026 filing | — |
| Residential Origination Earnings Before Taxes, Depreciation and Amortization non-GAAP | 11.75M | Quarter Ended June 30, 2026 | — |
| Return on Average Equity | 2.85% | For the Quarter Ended June 30, 2026 filing | — |
| Unencumbered Assets | $212M | Q2 2026 | — |
| Weighted average pay rate on interest rate swaps | 3.73% | For the Quarter Ended June 30, 2026 filing | — |
| Weighted average receive rate on interest rate swaps | 3.68% | For the Quarter Ended June 30, 2026 filing | — |
Figures exactly as the company stated them in writing · click a metric with a to chart its history · period links open the stating document · "filing" marks figures stated in the 10-K/10-Q · YoY needs an exactly comparable prior-year period
Versus peers
REIT - Mortgage — same industry group| Company | Mkt cap | YTD | Rev growth Y/Y | P/E | Short % shares |
|---|---|---|---|---|---|
|
CIM
this stock
Chimera Investment Corp
|
$820.79M | -25.5% | — | — | 4.1% |
|
NLY
Annaly Capital Management Inc
|
$15.53B | -17.3% | — | 5.6 | 2.4% |
|
AGNC
AGNC Investment Corp.
|
$11.30B | -18.0% | — | 5.4 | 9.2% |
|
STWD
Starwood Property Trust, Inc.
|
$5.32B | -27.5% | -5.3% | — | 5.2% |
|
RITM
Rithm Capital Corp.
|
$5.10B | -20.1% | -6.7% | 15.2 | 5.2% |
Peers by industry group · P/E from as-reported trailing EPS · short % is of shares outstanding
At a glance
key data from every sectionOwnership
Short & Settlement
Smart Money
Financials
Filings
Earnings & Events
Performance
| 5D | 20D | 120D | MTD | YTD | |
|---|---|---|---|---|---|
| CIM | -10.4% | -20.0% | -31.1% | -2.8% | -25.5% |
| SPY | -0.2% | -0.5% | +12.2% | +0.9% | +12.9% |
| vs SPY | -10.2% | -19.5% | -43.2% | -3.8% | -38.4% |
Capital returns
Latest dividend
$0.45
/ share · ex Sep 30, 2026
Paid (TTM)
$1.72
/ share · 4 payouts
Dividend yield (TTM, derived)
18.57%
Buyback program
· as of Jun 30, 2026
Authorized
$250.00M
Spent (derived)
$0
Remaining
$250.00M
Spent
Remaining
Dividends per share over the trailing 365 days by ex-date · buyback figures as last reported in SEC filings ("spent" derived as authorized − remaining; when several programs run concurrently, authorized is their combined total per the newest filing) · components shown separately — trailing-year buyback spend isn't tracked, so no combined shareholder yield is derived.