3.5.0.2 html 373 419 1 true 107 0 false 9 false false R1.htm 0001000 - Document - Document and Entity Information Sheet http://www.chimerareit.com/role/DocumentAndEntityInformation Document and Entity Information Cover 1 false false R2.htm 1001000 - Statement - Consolidated Statements of Financial Condition Sheet http://www.chimerareit.com/role/ConsolidatedStatementsOfFinancialCondition Consolidated Statements of Financial Condition Statements 2 false false R3.htm 1001501 - Statement - Consolidated Statements of Financial Condition (Parenthetical) Sheet http://www.chimerareit.com/role/ConsolidatedStatementsOfFinancialConditionParenthetical Consolidated Statements of Financial Condition (Parenthetical) Statements 3 false false R4.htm 1002000 - Statement - Consolidated Statements of Operations and Comprehensive Income Sheet http://www.chimerareit.com/role/ConsolidatedStatementsOfOperationsAndComprehensiveIncome Consolidated Statements of Operations and Comprehensive Income Statements 4 false false R5.htm 1002501 - Statement - Consolidated Statements of Operations and Comprehensive Income (Parenthetical) Sheet http://www.chimerareit.com/role/ConsolidatedStatementsOfOperationsAndComprehensiveIncomeParenthetical Consolidated Statements of Operations and Comprehensive Income (Parenthetical) Statements 5 false false R6.htm 1003000 - Statement - Consolidated Statements of Changes in Stockholders' Equity Sheet http://www.chimerareit.com/role/ConsolidatedStatementsOfChangesInStockholdersEquity Consolidated Statements of Changes in Stockholders' Equity Statements 6 false false R7.htm 1004000 - Statement - Consolidated Statements of Cash Flows Sheet http://www.chimerareit.com/role/ConsolidatedStatementsOfCashFlows Consolidated Statements of Cash Flows Statements 7 false false R8.htm 2101100 - Disclosure - Organization Sheet http://www.chimerareit.com/role/Organization Organization Notes 8 false false R9.htm 2102100 - Disclosure - Summary of the Significant Accounting Policies Sheet http://www.chimerareit.com/role/SummaryOfSignificantAccountingPolicies Summary of the Significant Accounting Policies Notes 9 false false R10.htm 2104100 - Disclosure - Mortgage-Backed Securities Sheet http://www.chimerareit.com/role/MortgageBackedSecurities Mortgage-Backed Securities Notes 10 false false R11.htm 2105100 - Disclosure - Securitized Loans Held for Investment Sheet http://www.chimerareit.com/role/SecuritizedLoansHeldForInvestment Securitized Loans Held for Investment Notes 11 false false R12.htm 2106100 - Disclosure - Fair Value Measurements Sheet http://www.chimerareit.com/role/FairValueMeasurements Fair Value Measurements Notes 12 false false R13.htm 2107100 - Disclosure - Repurchase Agreements Sheet http://www.chimerareit.com/role/RepurchaseAgreements Repurchase Agreements Notes 13 false false R14.htm 2108100 - Disclosure - Securitized Debt Sheet http://www.chimerareit.com/role/SecuritizedDebt Securitized Debt Notes 14 false false R15.htm 2109100 - Disclosure - Consolidated Securitization Vehicles and Other Variable Interest Entities Sheet http://www.chimerareit.com/role/ConsolidatedSecuritizationVehiclesAndOtherVariableInterestEntities Consolidated Securitization Vehicles and Other Variable Interest Entities Notes 15 false false R16.htm 2113100 - Disclosure - Derivative Instruments Sheet http://www.chimerareit.com/role/DerivativeInstruments Derivative Instruments Notes 16 false false R17.htm 2114100 - Disclosure - Common Stock Sheet http://www.chimerareit.com/role/CommonStock Common Stock Notes 17 false false R18.htm 2115100 - Disclosure - Accumulated Other Comprehensive Income Sheet http://www.chimerareit.com/role/AccumulatedOtherComprehensiveIncome Accumulated Other Comprehensive Income Notes 18 false false R19.htm 2116100 - Disclosure - Equity Compensation, Employment Agreements and other Benefit Plans Sheet http://www.chimerareit.com/role/EquityCompensationEmploymentAgreementsAndOtherBenefitPlans Equity Compensation, Employment Agreements and other Benefit Plans Notes 19 false false R20.htm 2117100 - Disclosure - Income Taxes Sheet http://www.chimerareit.com/role/IncomeTaxes Income Taxes Notes 20 false false R21.htm 2118100 - Disclosure - Credit Risk and Interest Rate Risk Sheet http://www.chimerareit.com/role/CreditRiskAndInterestRateRisk Credit Risk and Interest Rate Risk Notes 21 false false R22.htm 2119100 - Disclosure - Commitments and Contingencies Sheet http://www.chimerareit.com/role/CommitmentsAndContingencies Commitments and Contingencies Notes 22 false false R23.htm 2120100 - Disclosure - Subsequent Events Sheet http://www.chimerareit.com/role/SubsequentEvents Subsequent Events Notes 23 false false R24.htm 2202201 - Disclosure - Summary of the Significant Accounting Policies (Policies) Sheet http://www.chimerareit.com/role/SummaryOfSignificantAccountingPoliciesPolicies Summary of the Significant Accounting Policies (Policies) Policies http://www.chimerareit.com/role/SummaryOfSignificantAccountingPolicies 24 false false R25.htm 2304301 - Disclosure - Mortgage-Backed Securities (Tables) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesTables Mortgage-Backed Securities (Tables) Tables http://www.chimerareit.com/role/MortgageBackedSecurities 25 false false R26.htm 2305301 - Disclosure - Securitized Loans Held for Investment (Tables) Sheet http://www.chimerareit.com/role/SecuritizedLoansHeldForInvestmentTables Securitized Loans Held for Investment (Tables) Tables http://www.chimerareit.com/role/SecuritizedLoansHeldForInvestment 26 false false R27.htm 2306301 - Disclosure - Fair Value Measurements (Tables) Sheet http://www.chimerareit.com/role/FairValueMeasurementsTables Fair Value Measurements (Tables) Tables http://www.chimerareit.com/role/FairValueMeasurements 27 false false R28.htm 2307301 - Disclosure - Repurchase Agreements (Tables) Sheet http://www.chimerareit.com/role/RepurchaseAgreementsTables Repurchase Agreements (Tables) Tables http://www.chimerareit.com/role/RepurchaseAgreements 28 false false R29.htm 2308301 - Disclosure - Securitized Debt (Tables) Sheet http://www.chimerareit.com/role/SecuritizedDebtTables Securitized Debt (Tables) Tables http://www.chimerareit.com/role/SecuritizedDebt 29 false false R30.htm 2309301 - Disclosure - Consolidated Securitization Vehicles and Other Variable Interest Entities (Tables) Sheet http://www.chimerareit.com/role/ConsolidatedSecuritizationVehiclesAndOtherVariableInterestEntitiesTables Consolidated Securitization Vehicles and Other Variable Interest Entities (Tables) Tables http://www.chimerareit.com/role/ConsolidatedSecuritizationVehiclesAndOtherVariableInterestEntities 30 false false R31.htm 2313301 - Disclosure - Derivative Instruments (Tables) Sheet http://www.chimerareit.com/role/DerivativeInstrumentsTables Derivative Instruments (Tables) Tables http://www.chimerareit.com/role/DerivativeInstruments 31 false false R32.htm 2314301 - Disclosure - Common Stock (Tables) Sheet http://www.chimerareit.com/role/CommonStockTables Common Stock (Tables) Tables http://www.chimerareit.com/role/CommonStock 32 false false R33.htm 2315301 - Disclosure - Accumulated Other Comprehensive Income (Tables) Sheet http://www.chimerareit.com/role/AccumulatedOtherComprehensiveIncomeTables Accumulated Other Comprehensive Income (Tables) Tables http://www.chimerareit.com/role/AccumulatedOtherComprehensiveIncome 33 false false R34.htm 2318301 - Disclosure - Credit Risk and Interest Rate Risk (Tables) Sheet http://www.chimerareit.com/role/CreditRiskAndInterestRateRiskTables Credit Risk and Interest Rate Risk (Tables) Tables http://www.chimerareit.com/role/CreditRiskAndInterestRateRisk 34 false false R35.htm 2401401 - Disclosure - Organization - Narrative (Detail) Sheet http://www.chimerareit.com/role/OrganizationNarrativeDetail Organization - Narrative (Detail) Details 35 false false R36.htm 2402402 - Disclosure - Summary of the Significant Accounting Policies - Narrative (Detail) Sheet http://www.chimerareit.com/role/SummaryOfSignificantAccountingPoliciesNarrativeDetail Summary of the Significant Accounting Policies - Narrative (Detail) Details 36 false false R37.htm 2404402 - Disclosure - Mortgage-Backed Securities - Summary (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesSummaryDetail Mortgage-Backed Securities - Summary (Detail) Details 37 false false R38.htm 2404403 - Disclosure - Mortgage-Backed Securities - Accretable Yield (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesAccretableYieldDetail Mortgage-Backed Securities - Accretable Yield (Detail) Details 38 false false R39.htm 2404404 - Disclosure - Mortgage-Backed Securities - Non-Agency Securities Having Deteriorated Credit When Acquired (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesNonAgencySecuritiesHavingDeterioratedCreditWhenAcquiredDetail Mortgage-Backed Securities - Non-Agency Securities Having Deteriorated Credit When Acquired (Detail) Details 39 false false R40.htm 2404405 - Disclosure - Mortgage-Backed Securities - Unrealized Loss Positions (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesUnrealizedLossPositionsDetail Mortgage-Backed Securities - Unrealized Loss Positions (Detail) Details 40 false false R41.htm 2404406 - Disclosure - Mortgage-Backed Securities - Investment Holdings - Narrative (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesInvestmentHoldingsNarrativeDetail Mortgage-Backed Securities - Investment Holdings - Narrative (Detail) Details 41 false false R42.htm 2404407 - Disclosure - Mortgage-Backed Securities - Aggregate Other Than Temporary Impairments (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesAggregateOtherThanTemporaryImpairmentsDetail Mortgage-Backed Securities - Aggregate Other Than Temporary Impairments (Detail) Details 42 false false R43.htm 2404408 - Disclosure - Mortgage-Backed Securities - Non-Agency Securities Credit Losses (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesNonAgencySecuritiesCreditLossesDetail Mortgage-Backed Securities - Non-Agency Securities Credit Losses (Detail) Details 43 false false R44.htm 2404409 - Disclosure - Mortgage-Backed Securities - OTTI - Significant Inputs and Assumptions (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesOttiSignificantInputsAndAssumptionsDetail Mortgage-Backed Securities - OTTI - Significant Inputs and Assumptions (Detail) Details 44 false false R45.htm 2404410 - Disclosure - Mortgage-Backed Securities - Gross Unrealized Gains (Losses) (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesGrossUnrealizedGainsLossesDetail Mortgage-Backed Securities - Gross Unrealized Gains (Losses) (Detail) Details 45 false false R46.htm 2404411 - Disclosure - Mortgage-Backed Securities - Collateral Characteristics (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesCollateralCharacteristicsDetail Mortgage-Backed Securities - Collateral Characteristics (Detail) Details 46 false false R47.htm 2404412 - Disclosure - Mortgage-Backed Securities - Credit Ratings (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesCreditRatingsDetail Mortgage-Backed Securities - Credit Ratings (Detail) Details 47 false false R48.htm 2404413 - Disclosure - Mortgage-Backed Securities - Maturities (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesMaturitiesDetail Mortgage-Backed Securities - Maturities (Detail) Details 48 false false R49.htm 2404414 - Disclosure - Mortgage-Backed Securities - Geographical and Other Statistics (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesGeographicalAndOtherStatisticsDetail Mortgage-Backed Securities - Geographical and Other Statistics (Detail) Details 49 false false R50.htm 2404415 - Disclosure - Mortgage-Backed Securities - Year Originated (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesYearOriginatedDetail Mortgage-Backed Securities - Year Originated (Detail) Details 50 false false R51.htm 2404416 - Disclosure - Mortgage-Backed Securities - Gains and Losses from Sales of Investments (Detail) Sheet http://www.chimerareit.com/role/MortgageBackedSecuritiesGainsAndLossesFromSalesOfInvestmentsDetail Mortgage-Backed Securities - Gains and Losses from Sales of Investments (Detail) Details 51 false false R52.htm 2405402 - Disclosure - Securitized Loans Held for Investment - Roll-Forward (Detail) Sheet http://www.chimerareit.com/role/SecuritizedLoansHeldForInvestmentRollForwardDetail Securitized Loans Held for Investment - Roll-Forward (Detail) Details 52 false false R53.htm 2405403 - Disclosure - Securitized Loans Held for Investment - Year Originated (Detail) Sheet http://www.chimerareit.com/role/SecuritizedLoansHeldForInvestmentYearOriginatedDetail Securitized Loans Held for Investment - Year Originated (Detail) Details 53 false false R54.htm 2405404 - Disclosure - Securitized Loans Held for Investment - Collateral Characteristics (Detail) Sheet http://www.chimerareit.com/role/SecuritizedLoansHeldForInvestmentCollateralCharacteristicsDetail Securitized Loans Held for Investment - Collateral Characteristics (Detail) Details 54 false false R55.htm 2405405 - Disclosure - Securitized Loans Held for Investment - Aging (Detail) Sheet http://www.chimerareit.com/role/SecuritizedLoansHeldForInvestmentAgingDetail Securitized Loans Held for Investment - Aging (Detail) Details http://www.chimerareit.com/role/SecuritizedLoansHeldForInvestmentTables 55 false false R56.htm 2405406 - Disclosure - Securitized Loans Held for Investment - Narrative (Detail) Sheet http://www.chimerareit.com/role/SecuritizedLoansHeldForInvestmentNarrativeDetail Securitized Loans Held for Investment - Narrative (Detail) Details 56 false false R57.htm 2406402 - Disclosure - Fair Value Measurements - Level of Fair Value (Detail) Sheet http://www.chimerareit.com/role/FairValueMeasurementsLevelOfFairValueDetail Fair Value Measurements - Level of Fair Value (Detail) Details 57 false false R58.htm 2406403 - Disclosure - Fair Value Measurements - Unobservable Input Reconciliation (Detail) Sheet http://www.chimerareit.com/role/FairValueMeasurementsUnobservableInputReconciliationDetail Fair Value Measurements - Unobservable Input Reconciliation (Detail) Details 58 false false R59.htm 2406404 - Disclosure - Fair Value Measurements - Unobservable Input Reconciliation - Additional Information (Detail) Sheet http://www.chimerareit.com/role/FairValueMeasurementsUnobservableInputReconciliationAdditionalInformationDetail Fair Value Measurements - Unobservable Input Reconciliation - Additional Information (Detail) Details 59 false false R60.htm 2406405 - Disclosure - Fair Value Measurements - Unobservable Inputs Assumptions - Non-Agency RMBS Held for Investment (Detail) Sheet http://www.chimerareit.com/role/FairValueMeasurementsUnobservableInputsAssumptionsNonAgencyRmbsHeldForInvestmentDetail Fair Value Measurements - Unobservable Inputs Assumptions - Non-Agency RMBS Held for Investment (Detail) Details 60 false false R61.htm 2406406 - Disclosure - Fair Value Measurements - Unobservable Inputs Assumptions - Securitized Debt (Detail) Sheet http://www.chimerareit.com/role/FairValueMeasurementsUnobservableInputsAssumptionsSecuritizedDebtDetail Fair Value Measurements - Unobservable Inputs Assumptions - Securitized Debt (Detail) Details 61 false false R62.htm 2406407 - Disclosure - Fair Value Measurements - Unobservable Inputs Assumptions - Securitized Loans Held for Investment (Detail) Sheet http://www.chimerareit.com/role/FairValueMeasurementsUnobservableInputsAssumptionsSecuritizedLoansHeldForInvestmentDetail Fair Value Measurements - Unobservable Inputs Assumptions - Securitized Loans Held for Investment (Detail) Details 62 false false R63.htm 2406408 - Disclosure - Fair Value Measurements - Carrying and Fair Values (Detail) Sheet http://www.chimerareit.com/role/FairValueMeasurementsCarryingAndFairValuesDetail Fair Value Measurements - Carrying and Fair Values (Detail) Details 63 false false R64.htm 2407402 - Disclosure - Repurchase Agreements - Narrative (Detail) Sheet http://www.chimerareit.com/role/RepurchaseAgreementsNarrativeDetail Repurchase Agreements - Narrative (Detail) Details 64 false false R65.htm 2407403 - Disclosure - Repurchase Agreements - Outstanding, Weighted Average Borrowing Rates, Weighted Average Remaining Maturities, Average Daily Balances and the Fair Value of Collateral Pledged (Detail) Sheet http://www.chimerareit.com/role/RepurchaseAgreementsOutstandingWeightedAverageBorrowingRatesWeightedAverageRemainingMaturitiesAverageDailyBalancesAndFairValueOfCollateralPledgedDetail Repurchase Agreements - Outstanding, Weighted Average Borrowing Rates, Weighted Average Remaining Maturities, Average Daily Balances and the Fair Value of Collateral Pledged (Detail) Details 65 false false R66.htm 2407404 - Disclosure - Repurchase Agreements - Maturities (Detail) Sheet http://www.chimerareit.com/role/RepurchaseAgreementsMaturitiesDetail Repurchase Agreements - Maturities (Detail) Details 66 false false R67.htm 2408402 - Disclosure - Securitized Debt - Narrative (Detail) Sheet http://www.chimerareit.com/role/SecuritizedDebtNarrativeDetail Securitized Debt - Narrative (Detail) Details 67 false false R68.htm 2408403 - Disclosure - Securitized Debt - Maturities (Detail) Sheet http://www.chimerareit.com/role/SecuritizedDebtMaturitiesDetail Securitized Debt - Maturities (Detail) Details 68 false false R69.htm 2408404 - Disclosure - Securitized Debt - Callable Debt (Detail) Sheet http://www.chimerareit.com/role/SecuritizedDebtCallableDebtDetail Securitized Debt - Callable Debt (Detail) Details 69 false false R70.htm 2409402 - Disclosure - Consolidated Securitization Vehicles and Other Variable Interest Entities - Narrative (Detail) Sheet http://www.chimerareit.com/role/ConsolidatedSecuritizationVehiclesAndOtherVariableInterestEntitiesNarrativeDetail Consolidated Securitization Vehicles and Other Variable Interest Entities - Narrative (Detail) Details http://www.chimerareit.com/role/ConsolidatedSecuritizationVehiclesAndOtherVariableInterestEntitiesTables 70 false false R71.htm 2409403 - Disclosure - Consolidated Securitization Vehicles and Other Variable Interest Entities - Effect on Consolidated Financial Condition (Detail) Sheet http://www.chimerareit.com/role/ConsolidatedSecuritizationVehiclesAndOtherVariableInterestEntitiesEffectOnConsolidatedFinancialConditionDetail Consolidated Securitization Vehicles and Other Variable Interest Entities - Effect on Consolidated Financial Condition (Detail) Details 71 false false R72.htm 2409404 - Disclosure - Consolidated Securitization Vehicles and Other Variable Interest Entities - Effect on Consolidated Results (Detail) Sheet http://www.chimerareit.com/role/ConsolidatedSecuritizationVehiclesAndOtherVariableInterestEntitiesEffectOnConsolidatedResultsDetail Consolidated Securitization Vehicles and Other Variable Interest Entities - Effect on Consolidated Results (Detail) Details 72 false false R73.htm 2413402 - Disclosure - Derivative Instruments - Effect on Consolidated Financial Condition (Detail) Sheet http://www.chimerareit.com/role/DerivativeInstrumentsEffectOnConsolidatedFinancialConditionDetail Derivative Instruments - Effect on Consolidated Financial Condition (Detail) Details 73 false false R74.htm 2413403 - Disclosure - Derivative Instruments - Effect on Consolidated Results (Detail) Sheet http://www.chimerareit.com/role/DerivativeInstrumentsEffectOnConsolidatedResultsDetail Derivative Instruments - Effect on Consolidated Results (Detail) Details 74 false false R75.htm 2413404 - Disclosure - Derivative Instruments - Effect on Consolidated Results - Additional Information (Detail) Sheet http://www.chimerareit.com/role/DerivativeInstrumentsEffectOnConsolidatedResultsAdditionalInformationDetail Derivative Instruments - Effect on Consolidated Results - Additional Information (Detail) Details 75 false false R76.htm 2413405 - Disclosure - Derivative Instruments - Narrative (Detail) Sheet http://www.chimerareit.com/role/DerivativeInstrumentsNarrativeDetail Derivative Instruments - Narrative (Detail) Details 76 false false R77.htm 2414402 - Disclosure - Common Stock - Narrative (Detail) Sheet http://www.chimerareit.com/role/CommonStockNarrativeDetail Common Stock - Narrative (Detail) Details 77 false false R78.htm 2414403 - Disclosure - Common Stock - Earnings Per Share (Detail) Sheet http://www.chimerareit.com/role/CommonStockEarningsPerShareDetail Common Stock - Earnings Per Share (Detail) Details 78 false false R79.htm 2415402 - Disclosure - Accumulated Other Comprehensive Income - Components of AOCI (Detail) Sheet http://www.chimerareit.com/role/AccumulatedOtherComprehensiveIncomeComponentsOfAociDetail Accumulated Other Comprehensive Income - Components of AOCI (Detail) Details 79 false false R80.htm 2415403 - Disclosure - Accumulated Other Comprehensive Income - Reclassifications from AOCI (Detail) Sheet http://www.chimerareit.com/role/AccumulatedOtherComprehensiveIncomeReclassificationsFromAociDetail Accumulated Other Comprehensive Income - Reclassifications from AOCI (Detail) Details 80 false false R81.htm 2416401 - Disclosure - Equity Compensation, Employment Agreements and other Benefit Plans - Narrative (Detail) Sheet http://www.chimerareit.com/role/EquityCompensationEmploymentAgreementsAndOtherBenefitPlansNarrativeDetail Equity Compensation, Employment Agreements and other Benefit Plans - Narrative (Detail) Details http://www.chimerareit.com/role/EquityCompensationEmploymentAgreementsAndOtherBenefitPlans 81 false false R82.htm 2418402 - Disclosure - Credit Risk and Interest Rate Risk - Offsetting Assets and Liabilities (Detail) Sheet http://www.chimerareit.com/role/CreditRiskAndInterestRateRiskOffsettingAssetsAndLiabilitiesDetail Credit Risk and Interest Rate Risk - Offsetting Assets and Liabilities (Detail) Details 82 false false R83.htm 2419401 - Disclosure - Commitments and Contingencies (Details) Sheet http://www.chimerareit.com/role/CommitmentsAndContingenciesDetails Commitments and Contingencies (Details) Details http://www.chimerareit.com/role/CommitmentsAndContingencies 83 false false All Reports Book All Reports cim-20160630.xml cim-20160630.xsd cim-20160630_cal.xml cim-20160630_def.xml cim-20160630_lab.xml cim-20160630_pre.xml true true