Chimera Investment Corp. Available-for-Sale Debt Securities - Unrealized Loss Position increased by 7.9% to $117.20M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 9.7%, from $129.86M to $117.20M. Over 5 years (FY 2020 to FY 2025), Available-for-Sale Debt Securities - Unrealized Loss Position shows a downward trend with a -2.3% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
Higher values indicate increased exposure to interest rate hikes or credit risk within the investment portfolio.
This metric identifies the portion of debt securities classified as available-for-sale that are currently trading below...
Standard disclosure for companies with significant cash management or captive finance operations.
afs_debt_securities_unrealized_loss_position| 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 | $114.97M | $117.18M | $124.46M | $130.89M | $168.49M | $201.43M | $162.52M | $143.33M | $145.29M | $175.93M | $139.53M | $140.10M | $140.00M | $115.13M | $142.07M | $129.86M | $121.87M | $111.67M | $108.65M | $117.20M |
| QoQ Change | — | +1.9% | +6.2% | +5.2% | +28.7% | +19.5% | -19.3% | -11.8% | +1.4% | +21.1% | -20.7% | +0.4% | -0.1% | -17.8% | +23.4% | -8.6% | -6.2% | -8.4% | -2.7% | +7.9% |
| YoY Change | — | — | — | — | +46.5% | +71.9% | +30.6% | +9.5% | -13.8% | -12.7% | -14.1% | -2.3% | -3.6% | -34.6% | +1.8% | -7.3% | -13.0% | -3.0% | -23.5% | -9.7% |