Chimera Investment Corp. AFS and Trading Securities - Unrealized Loss Position (<12 Months) Accumulated Loss increased by 377.8% to $129.00 in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 258.3%, from $36.00 to $129.00. Over 5 years (FY 2020 to FY 2025), AFS and Trading Securities - Unrealized Loss Position (<12 Months) Accumulated Loss shows a downward trend with a -12.6% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
An increase suggests short-term market headwinds affecting the bank's fixed-income assets.
This represents the accumulated unrealized losses on available-for-sale and trading debt securities that have been in a...
Standard disclosure for banks with large AFS portfolios subject to interest rate fluctuations.
afs_debt_securities_unrealized_loss_less_12m_acc| Q2 '21 | Q3 '21 | Q4 '21 | Q1 '22 | 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 | 44 | 50 | 44 | 95 | 149 | 273 | 260 | 198 | 133 | 101 | 52 | 54 | 41 | 27 | 45 | 36 | 33 | 45 | 27 | 129 |
| QoQ Change | — | +13.6% | -12.0% | +115.9% | +56.8% | +83.2% | -4.8% | -23.8% | -32.8% | -24.1% | -48.5% | +3.8% | -24.1% | -34.1% | +66.7% | -20.0% | -8.3% | +36.4% | -40.0% | +377.8% |
| YoY Change | — | — | — | — | +238.6% | +446.0% | +490.9% | +108.4% | -10.7% | -63.0% | -80.0% | -72.7% | -69.2% | -73.3% | -13.5% | -33.3% | -19.5% | +66.7% | -40.0% | +258.3% |