Other
Securitized debt, collateralized by Non-Agency RMBS
Chimera Investment Corp. Securitized debt, collateralized by Non-Agency RMBS decreased by 2.3% to $65.04M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 7.1%, from $69.99M to $65.04M. Over 5 years (FY 2020 to FY 2025), Securitized debt, collateralized by Non-Agency RMBS shows a downward trend with a -10.1% CAGR.
Analysis
StatementBalance Sheet Statement
SectionOther
CategoryLeverage
SignalContext dependent
VolatilityModerate
First reportedQ4 2018
Last reportedQ1 2026May 7, 2026
How to read this metric
An increase indicates higher leverage on the non-agency portfolio, which can amplify returns but also increases financial risk.
Detailed definition
Debt obligations issued by the company that are specifically collateralized by non-agency residential mortgage-backed se...
Peer comparison
Common in structured finance and mortgage REITs; reflects the firm's ability to finance credit-sensitive assets.
Metric ID:
other_securitized_debt_non_agency_residential_mortgage_b_a08b04Historical Data
20 periods
| 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 | $99.56M | $92.20M | $88.00M | $84.19M | $81.73M | $79.97M | $78.54M | $77.74M | $77.20M | $75.82M | $75.01M | $73.16M | $72.12M | $72.17M | $71.25M | $69.99M | $68.28M | $67.56M | $66.58M | $65.04M |
| QoQ Change | — | -7.4% | -4.6% | -4.3% | -2.9% | -2.2% | -1.8% | -1.0% | -0.7% | -1.8% | -1.1% | -2.5% | -1.4% | +0.1% | -1.3% | -1.8% | -2.4% | -1.1% | -1.4% | -2.3% |
| YoY Change | — | — | — | — | -17.9% | -13.3% | -10.7% | -7.7% | -5.6% | -5.2% | -4.5% | -5.9% | -6.6% | -4.8% | -5.0% | -4.3% | -5.3% | -6.4% | -6.6% | -7.1% |
Range$65.04M – $99.56M
CAGR-8.6%
Avg YoY Growth-7.3%
Median YoY Growth-6.1%
Current Streak6 quarters decline
Securitized debt, collateralized by Non-Agency RMBS at Other Companies
Frequently Asked Questions
- What is Chimera Investment Corp.'s securitized debt, collateralized by non-agency rmbs?
- Chimera Investment Corp. (CIM) reported securitized debt, collateralized by non-agency rmbs of $65.04M in Q1 2026.
- How has Chimera Investment Corp.'s securitized debt, collateralized by non-agency rmbs changed year-over-year?
- Chimera Investment Corp.'s securitized debt, collateralized by non-agency rmbs decreased by 7.1% year-over-year, from $69.99M to $65.04M.
- What is the long-term trend for Chimera Investment Corp.'s securitized debt, collateralized by non-agency rmbs?
- Over 5 years (2020 to 2025), Chimera Investment Corp.'s securitized debt, collateralized by non-agency rmbs has grown at a -10.1% compound annual growth rate (CAGR), from $113.43M to $66.58M.
- What does securitized debt, collateralized by non-agency rmbs mean?
- Debt issued by the company that is backed by private residential mortgage investments.