Chimera Investment Corp
Expected move
InputsNext report
Last report
Largest filed tie
0
filed ties
13F top-10 QoQ
Top fund weight
Last report4 of 8 at or beyond impliedshaded = implied▲▼ = realized× = |realized| ÷ implied
−6.40%
vs ±7.0% implied · ×0.92
shaded = implied · ▲▼ = realized
Fund move
Fund move
No thesis.
Chimera Investment Corp
8.35
| Rank | Manager | Value | % 13F | ||
|---|---|---|---|---|---|
| 1 | BlackRockBlackRockindex-like | $104.8M | 16.54% | +9.51% | |
| 2 | Thornburg Investment ManagementThornburg | $73.5M | 11.61% | +0.65% | |
| 3 | Vanguard Portfolio ManagementVanguard Portfolioindex-like | $48.9M | 7.73% | +1.74% | |
| 4 | Vanguard Capital ManagementVanguardindex-like | $47.6M | 7.52% | +2.15% | |
| 5 | Allianz Asset ManagementAllianz | $30.3M | 4.79% | +6.92% | |
| 6 | Geode Capital ManagementGeodeindex-like | $28.9M | 4.57% | +13.51% | |
| 7 | State StreetState Streetindex-like | $28.0M | 4.41% | +7.85% | |
| 8 | Mirae Asset Global Etfs HoldingsMirae Asset Global Etfs | $20.6M | 3.25% | +3.47% | |
| 9 | LSV Asset ManagementLSV | $20.3M | 3.20% | +18.89% | |
| 10 | Charles Schwab Investment ManagementCharles Schwabindex-like | $18.5M | 2.92% | −12.47% | |
| 11 | Wolverine Asset ManagementWolverine | $14.8M | 2.34% | +18.89% | |
| 12 | Leeward Investments, LLC - MALeeward Investments, LLC - MA | $14.4M | 2.27% | −2.15% | |
| 13 | Two Sigma InvestmentsTwo Sigma | $13.8M | 2.18% | −13.41% | |
| 14 | VAN ECK AssociatesVAN ECK | $10.7M | 1.68% | −5.42% | |
| 15 | Northern TrustNorthern Trustindex-like | $10.3M | 1.63% | +6.40% | |
| 16 | Morgan StanleyMorgan Stanley | $7.8M | 1.23% | −2.99% | |
| 17 | Susquehanna International GroupSusquehanna International | $7.6M | 1.19% | −11.05% | |
| 18 | Verition Fund ManagementVerition Fund | $7.5M | 1.18% | +64.93% | |
| 19 | Vanguard Fiduciary TrustVanguard Fiduciary Trustindex-like | $7.3M | 1.16% | new | |
| 20 | Arrowstreet Capital, Limited PartnershipArrowstreet Capital, Limited Partnership | $6.3M | 0.99% | +241.39% | |
| 21 | UBS GroupUBS | $5.9M | 0.93% | −7.69% | |
| 22 | Bank of New York MellonBank of New York Mellonindex-like | $5.6M | 0.88% | +2.58% | |
| 23 | Comprehensive Portfolio ManagementComprehensive Portfolio | $5.5M | 0.87% | +0.08% | |
| 24 | Mariner Investment GroupMariner Investment | $5.1M | 0.80% | 0.00% | |
| 25 | AQR Capital ManagementAQR | $4.9M | 0.78% | +76.22% |
194 managers report $633.4M of Chimera Investment on form 13F for the quarter ended Jun 30 '26. 18 of them hold 80% of it; BlackRock is largest at 16.54%.
Expected move
Inputsspot 8.30exp Nov 20ATM strike 8ATM straddle 1.60IV 103%