Chimera Investment Corp. AFS and Trading Securities - Unrealized Loss Position (<12 Months) Fair Value increased by 1113.4% to $2.94B in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 397.6%, from $591.69M to $2.94B. Over 5 years (FY 2020 to FY 2025), AFS and Trading Securities - Unrealized Loss Position (<12 Months) Fair Value shows a downward trend with a -6.5% CAGR.
afs_trading_securities_unrealized_loss_lt_12m_fv| 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 | $91.90M | $118.36M | $216.21M | $315.30M | $475.31M | $720.29M | $656.24M | $286.89M | $176.96M | $184.66M | $136.55M | $103.85M | $529.11M | $94.66M | $507.04M | $591.69M | $559.14M | $777.48M | $242.64M | $2.94B |
| QoQ Change | — | +28.8% | +82.7% | +45.8% | +50.7% | +51.5% | -8.9% | -56.3% | -38.3% | +4.4% | -26.1% | -23.9% | +409.5% | -82.1% | +435.7% | +16.7% | -5.5% | +39.0% | -68.8% | >999% |
| YoY Change | — | — | — | — | +417.2% | +508.6% | +203.5% | -9.0% | -62.8% | -74.4% | -79.2% | -63.8% | +199.0% | -48.7% | +271.3% | +469.8% | +5.7% | +721.4% | -52.1% | +397.6% |