Derivative Asset. Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, after Offset and Deduction
Chimera Investment Corp. Derivative Asset. Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, after Offset and Deduction increased by 11.9% to -$1.24B in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 1.5%, from -$1.22B to -$1.24B. Over 3 years (FY 2022 to FY 2025), Derivative Asset. Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, after Offset and Deduction shows relatively stable performance with a 1.6% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
Analysis
How to read this metric
A lower value indicates reduced net risk exposure to market and counterparty factors.
Detailed definition
This represents the final net exposure of derivative and repo-related instruments after all netting, offsets, and deduct...
Peer comparison
Standardized metric for net risk exposure in financial services.
other_derivative_asset_derivative_liability_security_sol_67e6b7Historical Data
| 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 | -$877.44M | -$969.41M | -$1.34B | -$1.34B | -$1.23B | -$1.09B | -$1.12B | -$1.17B | -$1.20B | -$1.33B | -$1.27B | -$1.22B | -$1.35B | -$1.31B | -$1.41B | -$1.24B |
| QoQ Change | — | -10.5% | -38.6% | +0.4% | +7.8% | +11.9% | -2.9% | -4.9% | -2.2% | -11.1% | +5.0% | +3.5% | -10.5% | +3.0% | -7.4% | +11.9% |
| YoY Change | — | — | — | — | -40.6% | -12.1% | +16.7% | +12.2% | +2.7% | -22.7% | -13.2% | -4.1% | -12.6% | +1.7% | -11.2% | -1.5% |
Derivative Asset. Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, after Offset and Deduction at Other Companies
Frequently Asked Questions
- What is Chimera Investment Corp.'s derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, after offset and deduction?
- Chimera Investment Corp. (CIM) reported derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, after offset and deduction of -$1.24B in Q1 2026.
- How has Chimera Investment Corp.'s derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, after offset and deduction changed year-over-year?
- Chimera Investment Corp.'s derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, after offset and deduction decreased by 1.5% year-over-year, from -$1.22B to -$1.24B.
- What is the long-term trend for Chimera Investment Corp.'s derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, after offset and deduction?
- Over 3 years (2022 to 2025), Chimera Investment Corp.'s derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, after offset and deduction has grown at a 1.6% compound annual growth rate (CAGR), from -$1.34B to -$1.41B.
- What does derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, after offset and deduction mean?
- The final net value of derivatives and repo agreements after all adjustments.