Other

Securitized debt at fair value, collateralized by Loans held for investment

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.

Analysis

StatementBalance Sheet Statement
SectionOther
CategoryLeverage
SignalContext dependent
VolatilityModerate
First reportedQ4 2014
Last reportedQ1 2026May 7, 2026

How to read this metric

Growth suggests successful financing of the loan portfolio, enabling further investment capacity, while a decline may indicate reduced access to securitization markets.

Detailed definition

Debt obligations issued by the company that are collateralized by residential mortgage loans held for investment. This f...

Peer comparison

Standard for firms engaged in whole loan securitization; peers often refer to this as 'Collateralized Debt Obligations' or 'Securitized Financing'.

Metric ID: other_securitized_debt_loans_held_for_investment_at_fair_value

Historical Data

20 periods
 Q2 '21Q3 '21Q4 '21Q1 '22Q2 '22Q3 '22Q4 '22Q1 '23Q2 '23Q3 '23Q4 '23Q1 '24Q2 '24Q3 '24Q4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '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%
Range$5.43B$8.37B
CAGR-8.7%
Avg YoY Growth-4.8%
Median YoY Growth-3.9%
Current Streak2 quarters decline

Frequently Asked Questions

What is Chimera Investment Corp.'s securitized debt at fair value, collateralized by loans held for investment?
Chimera Investment Corp. (CIM) reported securitized debt at fair value, collateralized by loans held for investment of $5.43B in Q1 2026.
How has Chimera Investment Corp.'s securitized debt at fair value, collateralized by loans held for investment changed year-over-year?
Chimera Investment Corp.'s securitized debt at fair value, collateralized by loans held for investment decreased by 24.6% year-over-year, from $7.20B to $5.43B.
What is the long-term trend for Chimera Investment Corp.'s securitized debt at fair value, collateralized by loans held for investment?
Over 5 years (2020 to 2025), Chimera Investment Corp.'s securitized debt at fair value, collateralized by loans held for investment has grown at a -5.1% compound annual growth rate (CAGR), from $8.71B to $6.72B.
What does securitized debt at fair value, collateralized by loans held for investment mean?
Debt issued by the company that is backed by its portfolio of residential mortgage loans.