Other
Securitized debt at fair value, collateralized by loans held for investment, Unpaid Principal/Notional
Chimera Investment Corp. Securitized debt at fair value, collateralized by loans held for investment, Unpaid Principal/Notional decreased by 18.4% to $5.78B in Q1 2026 compared to the prior quarter.
Analysis
StatementBalance Sheet Statement
SectionOther
CategoryLeverage
SignalContext dependent
VolatilityModerate
First reportedQ3 2016
Last reportedQ1 2026May 7, 2026
How to read this metric
An increase suggests higher reliance on securitization for funding, while a decrease may indicate deleveraging or maturity of existing securitized structures.
Detailed definition
This represents the fair value of debt obligations issued by a special purpose vehicle that are backed by a pool of mort...
Peer comparison
Common among REITs and mortgage lenders that utilize securitization to manage capital and liquidity.
Metric ID:
other_securitized_debt_loans_held_for_investment_at_fair_563906Historical Data
3 periods
| Q4 '24 | Q4 '25 | Q1 '26 | |
|---|---|---|---|
| Value | $7.57B | $7.08B | $5.78B |
| QoQ Change | — | -6.5% | -18.4% |
| YoY Change | — | -6.5% | — |
Range$5.78B – $7.57B
Avg YoY Growth-6.5%
Median YoY Growth-6.5%
Current Streak2+ quarters decline
Securitized debt at fair value, collateralized by loans held for investment, Unpaid Principal/Notional at Other Companies
Frequently Asked Questions
- What is Chimera Investment Corp.'s securitized debt at fair value, collateralized by loans held for investment, unpaid principal/notional?
- Chimera Investment Corp. (CIM) reported securitized debt at fair value, collateralized by loans held for investment, unpaid principal/notional of $5.78B in Q1 2026.
- What does securitized debt at fair value, collateralized by loans held for investment, unpaid principal/notional mean?
- The fair market value of debt issued by the company that is backed by its own mortgage loan investments.