{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-24-021933","form_type":"8-K","ticker":"CIM","cik":"0001409493","company_name":"CHIMERA INVESTMENT CORP","filed_at":"2024-05-09T23:59:59+00:00","discovered_at":"2026-05-14T18:03:18.294498+00:00","generated_at":"2026-06-02T05:20:57.389863+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"positive","materiality_score":0.75,"calibrated_materiality_score":0.75,"confidence":"high","headline":"Chimera Q1 2024 GAAP EPS $0.45, book value $7.11, economic return 7%","bullets":["GAAP net income available to common of $111M ($0.45 diluted), vs $39M ($0.17) in Q1 2023.","Non-GAAP earnings available for distribution (EAD) of $0.12 per share, flat YoY.","GAAP book value per share $7.11, generating a 7% economic return including dividends.","Acquired ~$50M in subordinated mortgage securitization tranches; settled $78M in residential transition loans.","GAAP leverage reduced to 3.7:1 from 4.0:1 at year-end 2023."],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-24-021933","json":"https://secwatch.observer/filing/0001628280-24-021933.json","markdown":"https://secwatch.observer/filing/0001628280-24-021933.md","text":"https://secwatch.observer/filing/0001628280-24-021933.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1409493/000162828024021933/0001628280-24-021933-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1409493/000162828024021933/cim-20240509.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-02T05:20:57.389863+00:00"},"review":{"review_status":"machine_generated","human_reviewed":false,"corrected":false,"correction_note":null,"correction_timestamp":null,"superseded_by":null,"related_filings":[]},"source_grounded_claims":[{"claim_id":"4b6cbe03b653df7cec16d726083e03c6ce51da38","claim":"CHIMERA INVESTMENT CORP reported first quarter ended March 31, 2024 results: net income GAAP NET INCOME OF $0.45 PER DILUTED COMMON SHARE, EPS $0.45 PER DILUTED COMMON SHARE.","evidence_excerpt":"CHIMERA INVESTMENT CORPORATION REPORTS 1ST QUARTER 2024 EARNINGS","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1409493/000162828024021933/0001628280-24-021933-index.htm","confidence":0.95,"family_label":"Earnings Releases","details":[{"label":"Period","value":"first quarter ended March 31, 2024"},{"label":"Net income","value":"GAAP NET INCOME OF $0.45 PER DILUTED COMMON SHARE"},{"label":"EPS","value":"$0.45 PER DILUTED COMMON SHARE"},{"label":"Result","value":"reported results"}],"fact_type":"earnings_release"}],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}