Chimera Investment Corp. Securitized debt at fair value, collateralized by Loans held for investment decreased by 19.2% to $5.43B in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 24.6%, from $7.20B to $5.43B. Over 5 years (FY 2020 to FY 2025), Securitized debt at fair value, collateralized by Loans held for investment shows a downward trend with a -5.1% CAGR.
Growth suggests successful financing of the loan portfolio, enabling further investment capacity, while a decline may indicate reduced access to securitization markets.
Debt obligations issued by the company that are collateralized by residential mortgage loans held for investment. This f...
Standard for firms engaged in whole loan securitization; peers often refer to this as 'Collateralized Debt Obligations' or 'Securitized Financing'.
other_securitized_debt_loans_held_for_investment_at_fair_value| 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 | $8.37B | $7.95B | $7.73B | $8.01B | $7.68B | $7.35B | $7.10B | $7.51B | $8.04B | $7.60B | $7.60B | $7.34B | $7.08B | $7.31B | $6.98B | $7.20B | $6.97B | $7.02B | $6.72B | $5.43B |
| QoQ Change | — | -5.1% | -2.8% | +3.7% | -4.1% | -4.3% | -3.4% | +5.7% | +7.1% | -5.5% | +0.0% | -3.5% | -3.5% | +3.3% | -4.5% | +3.1% | -3.2% | +0.7% | -4.3% | -19.2% |
| YoY Change | — | — | — | — | -8.2% | -7.5% | -8.1% | -6.3% | +4.7% | +3.3% | +7.1% | -2.3% | -12.0% | -3.7% | -8.1% | -1.9% | -1.5% | -4.0% | -3.8% | -24.6% |