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Consolidated Securitization Vehicles and Other Variable Interest Entities - Assets and Liabilities Related to the Consolidated VIEs (Details) - USD ($)
$ in Thousands
Jun. 30, 2023
Mar. 31, 2023
Dec. 31, 2022
Jun. 30, 2022
Mar. 31, 2022
Dec. 31, 2021
Assets:            
Non-Agency RMBS, at fair value $ 1,092,205   $ 1,147,481      
Loans held for investment, at fair value 11,929,537   11,359,236      
Accrued interest receivable 71,281   61,768      
Other assets 73,026   133,866      
Total assets [1] 13,509,643   13,401,991      
Liabilities:            
Securitized debt, collateralized by Non-Agency RMBS 77,195   78,542      
Securitized debt at fair value, collateralized by Loans held for investment 8,041,276   7,100,742      
Accrued interest payable 37,425   30,696      
Other liabilities 28,407   16,616      
Total liabilities [1] 10,930,240   10,735,188      
Allowance for credit losses 13,013 $ 10,251 7,188 $ 4,890 $ 453 $ 213
Non-Agency RMBS            
Liabilities:            
Allowance for credit losses 13,000   7,000      
Variable Interest Entities, Primary Beneficiary            
Assets:            
Non-Agency RMBS, at fair value 262,440   276,030      
Loans held for investment, at fair value 10,780,926   9,855,390      
Accrued interest receivable 56,713   47,553      
Other assets 16,408   20,293      
Total assets 11,116,487   10,199,266      
Liabilities:            
Securitized debt, collateralized by Non-Agency RMBS 77,195   78,542      
Securitized debt at fair value, collateralized by Loans held for investment 7,652,488   6,673,917      
Accrued interest payable 24,263   17,427      
Other liabilities 2,210   2,239      
Total liabilities 7,756,156   6,772,125      
Variable Interest Entities, Primary Beneficiary | Non-Agency RMBS            
Liabilities:            
Allowance for credit losses $ 4,000   $ 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 June 30, 2023, and December 31, 2022, total assets of consolidated VIEs were $11,116,487 and $10,199,266, respectively, and total liabilities of consolidated VIEs were $7,756,156 and $6,772,125, respectively. See Note 8 for further discussion.