Derivative Asset. Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, before Offset
Chimera Investment Corp. Derivative Asset. Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, before Offset increased by 15.6% to $6.94B in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 132.4%, from $2.99B to $6.94B. Over 3 years (FY 2022 to FY 2025), Derivative Asset. Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, before Offset shows an upward trend with a 20.5% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
Analysis
How to read this metric
An increase signals higher gross exposure to market fluctuations and counterparty risk.
Detailed definition
This represents the gross exposure of derivative and repo-related instruments before any netting or collateral offsets a...
Peer comparison
Used by financial firms to disclose the scale of gross derivative and financing activity.
other_derivative_asset_derivative_liability_security_sol_7d5b08Historical Data
| 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 | $3.14B | $2.81B | $3.43B | $3.18B | $2.65B | $2.57B | $2.41B | $2.36B | $2.68B | $3.22B | $2.82B | $2.99B | $4.57B | $4.88B | $6.00B | $6.94B |
| QoQ Change | — | -10.8% | +22.2% | -7.2% | -16.7% | -3.1% | -6.1% | -2.3% | +13.6% | +20.3% | -12.6% | +6.0% | +52.9% | +6.9% | +23.0% | +15.6% |
| YoY Change | — | — | — | — | -15.7% | -8.4% | -29.6% | -25.9% | +1.0% | +25.4% | +16.7% | +26.6% | +70.5% | +51.5% | +113.1% | +132.4% |
Derivative Asset. Derivative Liability, Security Sold under Agreement to Repurchase, and Security Loaned, Subject to Master Netting Arrangement, before Offset at Other Companies
Frequently Asked Questions
- What is Chimera Investment Corp.'s derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, before offset?
- Chimera Investment Corp. (CIM) reported derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, before offset of $6.94B in Q1 2026.
- How has Chimera Investment Corp.'s derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, before offset changed year-over-year?
- Chimera Investment Corp.'s derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, before offset increased by 132.4% year-over-year, from $2.99B to $6.94B.
- What is the long-term trend for Chimera Investment Corp.'s derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, before offset?
- Over 3 years (2022 to 2025), Chimera Investment Corp.'s derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, before offset has grown at a 20.5% compound annual growth rate (CAGR), from $3.43B to $6.00B.
- What does derivative asset. derivative liability, security sold under agreement to repurchase, and security loaned, subject to master netting arrangement, before offset mean?
- The total gross value of derivatives and repurchase agreements before netting.