Derivative Asset, Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, Collateral, Right to Reclaim Cash Not Offset
Chimera Investment Corp. Derivative Asset, Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, Collateral, Right to Reclaim Cash Not Offset increased by 6.8% to -$57.63M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 1143.9%, from $5.52M to -$57.63M. 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, Collateral, Right to Reclaim Cash Not Offset shows an upward trend with a -5.9% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
Analysis
How to read this metric
An increase indicates more cash is tied up in collateral, potentially impacting liquidity.
Detailed definition
This represents the value of cash collateral associated with derivative and repo agreements that is not offset against t...
Peer comparison
Important for assessing the liquidity impact of collateral requirements.
other_derivative_asset_derivative_liability_security_sol_714743Historical 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 | -$26.90M | -$68.44M | -$74.27M | -$37.19M | -$15.30M | -$20.16M | -$11.57M | -$4.86M | -$13.54M | -$8.67M | -$4.55M | $5.52M | -$57.59M | -$58.40M | -$61.81M | -$57.63M |
| QoQ Change | — | -154.4% | -8.5% | +49.9% | +58.8% | -31.8% | +42.6% | +58.0% | -178.6% | +36.0% | +47.5% | +221.2% | <-999% | -1.4% | -5.8% | +6.8% |
| YoY Change | — | — | — | — | +43.1% | +70.5% | +84.4% | +86.9% | +11.5% | +57.0% | +60.6% | +213.6% | -325.4% | -573.6% | <-999% | <-999% |
Derivative Asset, Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, Collateral, Right to Reclaim Cash Not Offset 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, collateral, right to reclaim cash not offset?
- Chimera Investment Corp. (CIM) reported derivative asset, derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, collateral, right to reclaim cash not offset of -$57.63M 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, collateral, right to reclaim cash not offset 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, collateral, right to reclaim cash not offset decreased by 1143.9% year-over-year, from $5.52M to -$57.63M.
- 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, collateral, right to reclaim cash not offset?
- 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, collateral, right to reclaim cash not offset has grown at a -5.9% compound annual growth rate (CAGR), from -$74.27M to -$61.81M.
- What does derivative asset, derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, collateral, right to reclaim cash not offset mean?
- Cash collateral held for derivatives and repos that is not netted against liabilities.