Consolidated Securitization Vehicles and Other Variable Interest Entities - Effect on Consolidated Financial Condition (Detail) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Assets:
Non-Agency RMBS, at fair value	$ 3,437,235	$ 3,675,841
Securitized loans held for investment, at fair value	8,909,037	4,768,416
Accrued interest receivable	84,328	66,247
Other assets	216,790	189,796
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	380,715	529,415
Securitized debt at fair value, collateralized by loans held for investment	7,191,462	3,720,496
Accrued interest payable	49,743	37,432
Variable Interest Entity, Primary Beneficiary
Assets:
Non-Agency RMBS, at fair value	1,907,696	2,140,494
Securitized loans held for investment, at fair value	8,909,037	4,768,416
Accrued interest receivable	61,081	35,916
Other assets	118,504	86,452
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	380,715	529,415
Securitized debt at fair value, collateralized by loans held for investment	7,191,462	3,720,496
Accrued interest payable	27,262	$ 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