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Consolidated Securitization Vehicles and Other Variable Interest Entities - Assets and Liabilities Related to the Consolidated VIEs (Details) - USD ($)
$ in Thousands
Dec. 31, 2024
Dec. 31, 2023
Dec. 31, 2022
Assets:      
Non-Agency RMBS, at fair value $ 1,064,169 $ 1,043,806  
Loans held for investment, at fair value 11,196,678 11,397,046  
Accrued interest receivable 81,386 76,960  
Other assets 170,924 87,018  
Total assets [1] 13,116,490 12,928,998  
Liabilities:      
Securitized debt, collateralized by Non-Agency RMBS 71,247 75,012  
Securitized debt at fair value, collateralized by Loans held for investment 6,984,495 7,601,881  
Accrued interest payable 41,472 38,272  
Other liabilities 45,075 9,355  
Total liabilities [1] 10,590,301 10,370,079  
Allowance for credit losses 28,397 18,560 $ 7,188
Variable Interest Entities, Primary Beneficiary      
Assets:      
Non-Agency RMBS, at fair value 229,343 248,993  
Loans held for investment, at fair value 9,671,731 10,184,538  
Accrued interest receivable 50,305 52,712  
Other assets 18,715 15,597  
Total assets 9,970,094 10,501,840  
Liabilities:      
Securitized debt, collateralized by Non-Agency RMBS 71,247 75,012  
Securitized debt at fair value, collateralized by Loans held for investment 6,671,471 7,248,768  
Accrued interest payable 21,803 23,310  
Other liabilities 1,984 2,019  
Total liabilities 6,766,505 7,349,109  
Allowance for credit losses $ 10,000 $ 6,000  
[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 December 31, 2024, and December 31, 2023, total assets of consolidated VIEs were $9,970,094 and $10,501,840, respectively, and total liabilities of consolidated VIEs were $6,766,505 and $7,349,109, respectively. See Note 9 for further discussion.