Chimera Investment Corp. Agency MBS, at fair value increased by 51.0% to $5.23B in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 696.6%, from $656.34M to $5.23B. Over 3 years (FY 2022 to FY 2025), Agency MBS, at fair value shows an upward trend with a 100.3% CAGR.
Higher balances indicate a defensive posture focused on liquidity and interest rate stability, while lower balances suggest a rotation into higher-risk assets.
The fair market value of residential mortgage-backed securities guaranteed by government-sponsored enterprises. These as...
Standard for all agency mortgage REITs; represents the primary 'safe' asset class.
other_us_agency_mortgage_backed_securities_fair_value| 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 | $430.94M | $263.74M | $136.33M | $127.71M | $102.48M | $66.00M | $503.30M | $1.02B | $519.22M | $656.34M | $2.68B | $2.92B | $3.46B | $5.23B |
| QoQ Change | — | -38.8% | -48.3% | -6.3% | -19.8% | -35.6% | +662.6% | +102.4% | -49.0% | +26.4% | +307.6% | +9.3% | +18.4% | +51.0% |
| YoY Change | — | — | — | — | -76.2% | -75.0% | +269.2% | +697.9% | +406.6% | +894.5% | +431.6% | +187.0% | +567.1% | +696.6% |