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.
An increase in haircuts signals that lenders perceive higher risk in the collateral, leading to tighter financing conditions and reduced leverage.
This represents the haircut or margin requirement applied to securities sold under repurchase agreements, which is the d...
Standard metric for firms utilizing repo markets for leveraged financing.
other_securities_sold_under_agreements_to_repurchase_margin| Q4 '22 | 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 | 7.5% | 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% |