Other

Securities sold under agreements to repurchase, haircut

Chimera Investment Corp. Securities sold under agreements to repurchase, haircut remained flat by 0.0% to 7.5% in Q1 2026 compared to the prior quarter. Year-over-year, this metric was flat by 0.0%, from 7.5% to 7.5%. Over 3 years (FY 2022 to FY 2025), Securities sold under agreements to repurchase, haircut shows relatively stable performance with a 0.0% CAGR. This is a positive signal — lower values indicate better performance for this metric.

Analysis

StatementBalance Sheet Statement
SectionOther
CategoryRisk
SignalLower is better
VolatilityModerate
First reportedQ4 2022
Last reportedQ1 2026May 7, 2026

How to read this metric

An increase in haircuts signals that lenders perceive higher risk in the collateral, leading to tighter financing conditions and reduced leverage.

Detailed definition

This represents the haircut or margin requirement applied to securities sold under repurchase agreements, which is the d...

Peer comparison

Standard metric for firms utilizing repo markets for leveraged financing.

Metric ID: other_securities_sold_under_agreements_to_repurchase_margin

Historical Data

13 periods
 Q4 '22Q2 '23Q3 '23Q4 '23Q1 '24Q2 '24Q3 '24Q4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '26
Value7.5%7.5%7.5%7.5%7.5%7.5%7.5%7.5%7.5%7.5%7.5%7.5%7.5%
QoQ Change+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%
YoY Change+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%
Range7.5%7.5%
CAGR+0.0%
Avg YoY Growth+0.0%
Median YoY Growth+0.0%
Current Streak12+ quarters growth

Frequently Asked Questions

What is Chimera Investment Corp.'s securities sold under agreements to repurchase, haircut?
Chimera Investment Corp. (CIM) reported securities sold under agreements to repurchase, haircut of 7.5% in Q1 2026.
How has Chimera Investment Corp.'s securities sold under agreements to repurchase, haircut changed year-over-year?
Chimera Investment Corp.'s securities sold under agreements to repurchase, haircut decreased by 0.0% year-over-year, from 7.5% to 7.5%.
What is the long-term trend for Chimera Investment Corp.'s securities sold under agreements to repurchase, haircut?
Over 3 years (2022 to 2025), Chimera Investment Corp.'s securities sold under agreements to repurchase, haircut has grown at a 0.0% compound annual growth rate (CAGR), from 7.5% to 7.5%.
What does securities sold under agreements to repurchase, haircut mean?
The percentage discount or margin buffer required by lenders when the company borrows money against its securities.