Consolidated Securitization Vehicles and Other Variable Interest Entities - Effect on Consolidated Financial Condition (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Assets:
Non-Agency RMBS, at fair value	$ 3,491,480	$ 3,675,841
Securitized loans held for investment, at fair value	9,212,204	4,768,416
Accrued interest receivable	109,644	66,247
Other assets	225,155	189,796
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	424,596	529,415
Securitized debt at fair value, collateralized by loans held for investment	7,534,277	3,720,496
Accrued interest payable	60,171	37,432
Variable Interest Entity, Primary Beneficiary
Assets:
Non-Agency RMBS, at fair value	1,973,294	2,140,494
Securitized loans held for investment, at fair value	9,212,204	4,768,416
Accrued interest receivable	86,368	35,916
Other assets	129,618	86,452
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	424,596	529,415
Securitized debt at fair value, collateralized by loans held for investment	7,534,277	3,720,496
Accrued interest payable	38,732	$ 12,106
Consolidated Trusts | Variable Interest Entity, Primary Beneficiary
Assets:
Securitized loans held for investment, at fair value	4,789,782
Other assets	39,318
Liabilities:
Securitized debt at fair value, collateralized by loans held for investment	$ 4,097,712