Consolidated Securitization Vehicles and Other Variable Interest Entities - Assets and Liabilities Related to the Consolidated VIEs (Details) - USD ($) $ in Thousands		Sep. 30, 2021	Jun. 30, 2021	Dec. 31, 2020	Sep. 30, 2020	Jun. 30, 2020	Dec. 31, 2019
Assets:
Non-Agency RMBS, at fair value		$ 1,890,030		$ 2,150,714
Loans held for investment, at fair value		12,533,864		13,112,129
Accrued interest receivable		74,011		81,158
Other Assets		49,844		78,822
Assets	[1]	16,004,224		17,523,019
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS		92,204		113,433
Securitized debt at fair value, collateralized by Loans held for investment		7,947,644		8,711,677
Accrued interest payable		20,388		40,950
Other liabilities		29,297		5,721
Liabilities	[1]	12,155,676		13,743,633
Allowance for credit losses		122	$ 508	180	$ 167	$ 1,817	$ 0
Non-Agency RMBS
Liabilities:
Allowance for credit losses		122		180
Variable Interest Entities, Primary Beneficiary
Assets:
Non-Agency RMBS, at fair value		424,320		505,479
Loans held for investment, at fair value		10,382,307		11,591,598
Accrued interest receivable		48,436		53,804
Other Assets		10,738		14,136
Assets		10,865,801		12,165,017
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS		92,204		113,433
Securitized debt at fair value, collateralized by Loans held for investment		7,290,663		7,923,523
Accrued interest payable		15,452		23,677
Other liabilities		2,179		2,477
Liabilities		$ 7,400,498		8,063,110
Variable Interest Entities, Primary Beneficiary | Non-Agency RMBS
Liabilities:
Allowance for credit losses				$ 117

[1] The Company's consolidated statements of financial condition include assets of consolidated variable interest entities (“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, 2021, and December 31, 2020, total assets of consolidated VIEs were $10,865,801 and $12,165,017, respectively, and total liabilities of consolidated VIEs were $7,400,498 and $8,063,110, respectively. See Note 9 for further discussion.