Other

Agency MBS, at fair value

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.

Analysis

StatementBalance Sheet Statement
SectionOther
CategoryCapital Allocation
SignalContext dependent
VolatilityStable
First reportedQ4 2022
Last reportedQ1 2026May 7, 2026

How to read this metric

Higher balances indicate a defensive posture focused on liquidity and interest rate stability, while lower balances suggest a rotation into higher-risk assets.

Detailed definition

The fair market value of residential mortgage-backed securities guaranteed by government-sponsored enterprises. These as...

Peer comparison

Standard for all agency mortgage REITs; represents the primary 'safe' asset class.

Metric ID: other_us_agency_mortgage_backed_securities_fair_value

Historical Data

14 periods
 Q4 '22Q1 '23Q2 '23Q3 '23Q4 '23Q1 '24Q2 '24Q3 '24Q4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '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%
Range$66.00M$5.23B
CAGR+115.5%
Avg YoY Growth+399.9%
Median YoY Growth+419.1%
Current Streak5 quarters growth

Frequently Asked Questions

What is Chimera Investment Corp.'s agency mbs, at fair value?
Chimera Investment Corp. (CIM) reported agency mbs, at fair value of $5.23B in Q1 2026.
How has Chimera Investment Corp.'s agency mbs, at fair value changed year-over-year?
Chimera Investment Corp.'s agency mbs, at fair value increased by 696.6% year-over-year, from $656.34M to $5.23B.
What is the long-term trend for Chimera Investment Corp.'s agency mbs, at fair value?
Over 3 years (2022 to 2025), Chimera Investment Corp.'s agency mbs, at fair value has grown at a 100.3% compound annual growth rate (CAGR), from $430.94M to $3.46B.
What does agency mbs, at fair value mean?
The total market value of government-guaranteed mortgage-backed securities held as investments.