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Consolidated Securitization Vehicles and Other Variable Interest Entities - Assets and Liabilities Related to the Consolidated VIEs (Details) - USD ($)
$ in Thousands
Sep. 30, 2024
Jun. 30, 2024
Dec. 31, 2023
Sep. 30, 2023
Jun. 30, 2023
Dec. 31, 2022
Assets:            
Non-Agency RMBS, at fair value $ 1,121,836   $ 1,043,806      
Loans held for investment, at fair value 11,283,775   11,397,046      
Accrued interest receivable 76,952   76,960      
Other assets 103,472   87,018      
Total assets [1] 13,702,376   12,928,998      
Liabilities:            
Securitized debt, collateralized by Non-Agency RMBS 72,174   75,012      
Securitized debt at fair value, collateralized by Loans held for investment 7,314,411   7,601,881      
Accrued interest payable 39,797   38,272      
Other liabilities 17,634   9,355      
Total liabilities [1] 10,965,064   10,370,079      
Allowance for credit losses 23,949 $ 23,591 18,560 $ 16,230 $ 13,013 $ 7,188
Variable Interest Entities, Primary Beneficiary            
Assets:            
Non-Agency RMBS, at fair value 241,017   248,993      
Loans held for investment, at fair value 10,142,236   10,184,538      
Accrued interest receivable 51,702   52,712      
Other assets 18,226   15,597      
Total assets 10,453,181   10,501,840      
Liabilities:            
Securitized debt, collateralized by Non-Agency RMBS 72,174   75,012      
Securitized debt at fair value, collateralized by Loans held for investment 7,639,906   7,248,768      
Accrued interest payable 24,155   23,310      
Other liabilities 1,599   2,019      
Total liabilities 7,737,834   7,349,109      
Allowance for credit losses $ 8,000   $ 6,000      
[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 September 30, 2024, and December 31, 2023, total assets of consolidated VIEs were $10,453,181 and $10,501,840, respectively, and total liabilities of consolidated VIEs were $7,737,834 and $7,349,109, respectively. See Note 9 for further discussion.