Consolidated Securitization Vehicles and Other Variable Interest Entities - Narrative (Detail) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2020	Dec. 31, 2019	Jun. 30, 2020	Mar. 31, 2020
Variable Interest Entity [Line Items]
Assets	[1]	$ 18,448,151	$ 27,118,671	$ 18,448,151
Liabilities	[1]	15,052,272	23,165,378	15,052,272
Allowance for credit losses		1,817	0	1,817	$ 6,314
Non-Agency RMBS
Variable Interest Entity [Line Items]
Allowance for credit losses		2,000	0	2,000
Subprime | Residential Mortgage
Variable Interest Entity [Line Items]
Financing receivable, purchases		715,000	1,500,000	1,600,000
Variable Interest Entities, Primary Beneficiary
Variable Interest Entity [Line Items]
Assets		12,578,835	12,544,744	12,578,835
Liabilities		8,431,077	8,064,235	8,431,077
Variable Interest Entities, Primary Beneficiary | Non-Agency RMBS
Variable Interest Entity [Line Items]
Allowance for credit losses		216		216
Variable Interest Entity, Not Primary Beneficiary
Variable Interest Entity [Line Items]
Variable interest entity, reporting entity involvement, maximum loss exposure, amount		1,400,000	1,600,000	1,400,000
Variable Interest Entity, Not Primary Beneficiary | Non-Agency RMBS
Variable Interest Entity [Line Items]
Assets			2,000,000
Unconsolidated VIEs, individual investments (Less than $1 million)		1,700,000		1,700,000
Variable Interest Entity, Not Primary Beneficiary | Non-Agency RMBS | Minimum
Variable Interest Entity [Line Items]
Unconsolidated VIEs, individual investments (Less than $1 million)		1,000	1,000	1,000
Variable Interest Entity, Not Primary Beneficiary | Non-Agency RMBS | Maximum
Variable Interest Entity [Line Items]
Unconsolidated VIEs, individual investments (Less than $1 million)		$ 159,000	$ 191,000	$ 159,000

[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 June 30, 2020, and December 31, 2019, total assets of consolidated VIEs were $12,578,835 and $12,544,744, respectively, and total liabilities of consolidated VIEs were $8,431,077 and $8,064,235, respectively. See Note 8 for further discussion.