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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, 2025
Dec. 31, 2024
Mar. 31, 2024
Dec. 31, 2023
Assets:        
Non-Agency RMBS, at fair value $ 1,059,840 $ 1,064,169    
Loans held for investment, at fair value 10,983,840 11,196,678    
Accrued interest receivable 84,082 81,386    
Other assets 167,880 170,924    
Total assets [1] 13,205,326 13,116,490    
Liabilities:        
Securitized debt, collateralized by Non-Agency RMBS 69,990 71,247    
Securitized debt at fair value, collateralized by Loans held for investment 7,198,089 6,984,495    
Accrued interest payable 38,164 41,472    
Other liabilities 53,030 45,075    
Total liabilities [1] 10,561,262 10,590,301    
Allowance for credit losses 31,785 28,397 $ 19,907 $ 18,560
Variable Interest Entities, Primary Beneficiary        
Assets:        
Non-Agency RMBS, at fair value 224,670 229,343    
Loans held for investment, at fair value 9,832,227 9,671,731    
Accrued interest receivable 49,962 50,305    
Other assets 23,435 18,715    
Total assets 10,130,294 9,970,094    
Liabilities:        
Securitized debt, collateralized by Non-Agency RMBS 69,990 71,247    
Securitized debt at fair value, collateralized by Loans held for investment 6,895,501 6,671,471    
Accrued interest payable 23,340 21,803    
Other liabilities 1,541 1,984    
Total liabilities 6,990,372 6,766,505    
Allowance for credit losses $ 11,000 $ 10,000    
[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, 2025, and December 31, 2024, total assets of consolidated VIEs were $10,130,294 and $9,970,094, respectively, and total liabilities of consolidated VIEs were $6,990,372 and $6,766,505, respectively. See Note 9 for further discussion.