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Consolidated Securitization Vehicles and Other Variable Interest Entities - Assets and Liabilities Related to the Consolidated VIEs (Details) - USD ($)
$ in Thousands
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Assets:        
Non-Agency RMBS, at fair value $ 1,140,776 $ 1,147,481    
Loans held for investment, at fair value 12,382,047 11,359,236    
Accrued interest receivable 73,022 61,768    
Other assets 97,582 133,866    
Assets [1] 14,203,761 13,401,991    
Liabilities:        
Securitized debt, collateralized by Non-Agency RMBS 77,742 78,542    
Securitized debt at fair value, collateralized by Loans held for investment 7,507,228 7,100,742    
Accrued interest payable 31,487 30,696    
Other liabilities 18,668 16,616    
Liabilities [1] 11,554,374 10,735,188    
Allowance for credit losses 10,251 7,188 $ 453 $ 213
Non-Agency RMBS        
Liabilities:        
Allowance for credit losses 10,000 7,000    
Variable Interest Entities, Primary Beneficiary        
Assets:        
Non-Agency RMBS, at fair value 271,025 276,030    
Loans held for investment, at fair value 10,153,653 9,855,390    
Accrued interest receivable 50,767 47,553    
Other assets 19,353 20,293    
Assets 10,494,798 10,199,266    
Liabilities:        
Securitized debt, collateralized by Non-Agency RMBS 77,742 78,542    
Securitized debt at fair value, collateralized by Loans held for investment 7,096,468 6,673,917    
Accrued interest payable 20,214 17,427    
Other liabilities 2,114 2,239    
Liabilities 7,196,538 6,772,125    
Variable Interest Entities, Primary Beneficiary | Non-Agency RMBS        
Liabilities:        
Allowance for credit losses $ 3,000 $ 2,000    
[1] The Company's consolidated statements of financial condition include assets of consolidated variable interest entities, or VIEs, that can only be used to settle obligations and liabilities of the VIE for which creditors do not have recourse to the primary beneficiary (Chimera Investment Corporation). As of March 31, 2023, and December 31, 2022, total assets of consolidated VIEs were $10,494,798 and $10,199,266, respectively, and total liabilities of consolidated VIEs were $7,196,538 and $6,772,125, respectively. See Note 8 for further discussion.