Non-Agency RMBS, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively)
Chimera Investment Corp. Non-Agency RMBS, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively) decreased by 7.5% to $756.06M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 28.7%, from $1.06B to $756.06M. Over 5 years (FY 2020 to FY 2025), Non-Agency RMBS, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively) shows a downward trend with a -17.6% CAGR.
Analysis
How to read this metric
An increase suggests a strategic shift toward higher-yielding, credit-sensitive assets, while a decrease may indicate portfolio de-risking or asset sales.
Detailed definition
Represents the fair value of private-label residential mortgage-backed securities held in the investment portfolio, net...
Peer comparison
Common in mortgage REITs; peers often report this as 'Non-Agency RMBS' or 'Credit-sensitive MBS'.
other_non_agency_residential_mortgage_backed_securities__14233eHistorical Data
| 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 | $1.92B | $1.89B | $1.81B | $1.46B | $1.32B | $1.19B | $1.15B | $1.14B | $1.09B | $1.02B | $1.04B | $1.06B | $1.05B | $1.12B | $1.06B | $1.06B | $1.01B | $868.84M | $817.28M | $756.06M |
| QoQ Change | — | -1.5% | -4.2% | -19.4% | -9.4% | -9.9% | -3.7% | -0.6% | -4.3% | -6.2% | +1.9% | +1.5% | -0.7% | +6.6% | -5.1% | -0.4% | -4.6% | -14.1% | -5.9% | -7.5% |
| YoY Change | — | — | — | — | -31.1% | -37.0% | -36.6% | -21.8% | -17.4% | -14.0% | -9.0% | -7.1% | -3.7% | +9.5% | +2.0% | -0.0% | -3.9% | -22.6% | -23.2% | -28.7% |
Non-Agency RMBS, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively) at Other Companies
Frequently Asked Questions
- What is Chimera Investment Corp.'s non-agency rmbs, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively)?
- Chimera Investment Corp. (CIM) reported non-agency rmbs, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively) of $756.06M in Q1 2026.
- How has Chimera Investment Corp.'s non-agency rmbs, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively) changed year-over-year?
- Chimera Investment Corp.'s non-agency rmbs, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively) decreased by 28.7% year-over-year, from $1.06B to $756.06M.
- What is the long-term trend for Chimera Investment Corp.'s non-agency rmbs, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively)?
- Over 5 years (2020 to 2025), Chimera Investment Corp.'s non-agency rmbs, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively) has grown at a -17.6% compound annual growth rate (CAGR), from $2.15B to $817.28M.
- What does non-agency rmbs, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively) mean?
- The net value of private residential mortgage-backed investments held by the company.