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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, 2023
Jun. 30, 2023
Dec. 31, 2022
Sep. 30, 2022
Jun. 30, 2022
Dec. 31, 2021
Assets:            
Non-Agency RMBS, at fair value $ 1,024,609   $ 1,147,481      
Loans held for investment, at fair value 11,426,932   11,359,236      
Accrued interest receivable 72,815   61,768      
Other assets 96,764   133,866      
Total assets [1] 12,887,417   13,401,991      
Liabilities:            
Securitized debt, collateralized by Non-Agency RMBS 75,819   78,542      
Securitized debt at fair value, collateralized by Loans held for investment 7,598,721   7,100,742      
Accrued interest payable 35,670   30,696      
Other liabilities 22,721   16,616      
Total liabilities [1] 10,392,960   10,735,188      
Allowance for credit losses 16,230 $ 13,013 7,188 $ 3,355 $ 4,890 $ 213
Non-Agency RMBS            
Liabilities:            
Allowance for credit losses 16,000   7,000      
Variable Interest Entities, Primary Beneficiary            
Assets:            
Non-Agency RMBS, at fair value 249,825   276,030      
Loans held for investment, at fair value 10,440,568   9,855,390      
Accrued interest receivable 53,602   47,553      
Other assets 14,566   20,293      
Total assets 10,758,561   10,199,266      
Liabilities:            
Securitized debt, collateralized by Non-Agency RMBS 75,819   78,542      
Securitized debt at fair value, collateralized by Loans held for investment 7,236,558   6,673,917      
Accrued interest payable 23,421   17,427      
Other liabilities 2,188   2,239      
Total liabilities 7,337,986   6,772,125      
Variable Interest Entities, Primary Beneficiary | Non-Agency RMBS            
Liabilities:            
Allowance for credit losses $ 5,000   $ 2,000      
[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, 2023, and December 31, 2022, total assets of consolidated VIEs were $10,758,561 and $10,199,266, respectively, and total liabilities of consolidated VIEs were $7,337,986 and $6,772,125, respectively. See Note 8 for further discussion.