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Consolidated Securitization Vehicles and Other Variable Interest Entities - Narrative (Detail) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Variable Interest Entity [Line Items]    
Assets [1] $ 19,241,863 $ 27,118,671
Liabilities [1] 15,998,009 23,165,378
Non-Agency RMBS    
Variable Interest Entity [Line Items]    
Unconsolidated VIEs, individual investments (Less than $1 million) 1,700,000  
Unconsolidated VIEs, aggregate investment   2,000,000
Non-Agency RMBS | Minimum    
Variable Interest Entity [Line Items]    
Unconsolidated VIEs, individual investments (Less than $1 million) 1,000 1,000
Non-Agency RMBS | Maximum    
Variable Interest Entity [Line Items]    
Unconsolidated VIEs, individual investments (Less than $1 million) 160,000 191,000
Subprime | Residential Mortgage    
Variable Interest Entity [Line Items]    
Financing receivable, purchases 883,000 1,500,000
Variable Interest Entities, Primary Beneficiary, Aggregated Disclosure    
Variable Interest Entity [Line Items]    
Assets 12,334,195 12,544,744
Liabilities 7,777,605 8,064,235
Variable Interest Entity, Not Primary Beneficiary, Aggregated Disclosure    
Variable Interest Entity [Line Items]    
Variable interest entity, reporting entity involvement, maximum loss exposure, amount $ 1,500,000 $ 1,600,000
[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 March 31, 2020, and December 31, 2019, total assets of consolidated VIEs were $12,334,195 and $12,544,744, respectively, and total liabilities of consolidated VIEs were$7,777,605 and $8,064,235, respectively. See Note 8 for further discussion.