Chimera Investment Corp. CIM Non-Agency RMBS, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively)
Non-Agency RMBS, at fair value (net of allowance for credit losses of $46 million and $43 million, respectively) at other companies
Other financials
Where this comes from
Reported directly by Chimera Investment Corp. in its filing.
Tagged under the XBRL concept cim:NonAgencyResidentialMortgageBackedSecuritiesFairValue.
The official record: Chimera Investment Corp.’s 10-Q, filed May 7, 2026, on SEC EDGAR. View the filing →
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Questions, answered.
- 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?
- Represents the fair value of private-label residential mortgage-backed securities held in the investment portfolio, net of estimated credit loss allowances. These assets typically carry higher credit risk than agency-backed securities and are a primary driver of yield for the firm. Changes in this balance reflect the firm's appetite for credit-sensitive mortgage exposure.