v3.26.1
Consolidated Securitization Vehicles and Other Variable Interest Entities - Assets and Liabilities Related to the Consolidated VIEs (Details) - USD ($)
$ in Thousands
Jun. 30, 2026
Mar. 31, 2026
Dec. 31, 2025
Jun. 30, 2025
Mar. 31, 2025
Dec. 31, 2024
Assets:            
Non-Agency RMBS, at fair value $ 727,621   $ 817,280      
Loans held for investment, at fair value 7,890,790   9,803,615      
Accrued interest receivable 76,416   78,691      
Other assets 430,042   408,291      
Interests in MSR financing receivables 35,471   37,294 $ 0    
Total assets [1] 16,045,048   15,808,542      
Liabilities:            
Securitized debt, collateralized by Non-Agency RMBS 63,939   66,579      
Securitized debt at fair value, collateralized by Loans held for investment 5,408,277   6,721,302      
Accrued interest payable 41,621   43,032      
Other liabilities 95,519   82,308      
Total liabilities [1] 13,629,422   13,235,848      
Allowance for credit losses 53,260 $ 46,067 43,243 $ 36,194 $ 31,785 $ 28,397
Variable Interest Entities, Primary Beneficiary            
Assets:            
Non-Agency RMBS, at fair value 195,388   210,185      
Loans held for investment, at fair value 7,216,944   8,921,357      
Accrued interest receivable 37,883   44,455      
Other assets 27,446   22,451      
Interests in MSR financing receivables 14,282   16,895      
Total assets 7,491,943   9,215,343      
Liabilities:            
Securitized debt, collateralized by Non-Agency RMBS 63,939   66,579      
Securitized debt at fair value, collateralized by Loans held for investment 5,220,123   6,442,871      
Accrued interest payable 17,513   22,887      
Other liabilities 1,131   1,554      
Total liabilities 5,302,706   6,533,891      
Allowance for credit losses $ 22,000   $ 17,000      
[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, 2026, and December 31, 2025, total assets of consolidated VIEs were $7,491,943 and $9,215,343, respectively, and total liabilities of consolidated VIEs were $5,302,706 and $6,533,891, respectively. See Note 10 for further discussion.