Consolidated Securitization Vehicles and Other Variable Interest Entities - Effect on Consolidated Financial Condition (Detail) - USD ($) $ in Thousands	Dec. 31, 2016	Dec. 31, 2015
Assets:
Non-Agency RMBS, at fair value	$ 3,330,063	$ 3,675,841
Securitized loans held for investment, at fair value	8,753,653	4,768,416
Accrued interest receivable	79,697	66,247
Other assets	166,350	189,796
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	334,124	529,415
Securitized debt at fair value, collateralized by loans held for investment	6,941,097	3,720,496
Accrued interest payable	48,670	37,432
Variable Interest Entity, Primary Beneficiary
Assets:
Non-Agency RMBS, at fair value	1,842,080	2,140,494
Securitized loans held for investment, at fair value	8,753,653	4,768,416
Accrued interest receivable	57,153	35,916
Other assets	109,068	86,452
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	334,124	529,415
Securitized debt at fair value, collateralized by loans held for investment	6,941,097	3,720,496
Accrued interest payable	24,942	$ 12,106
Consolidated Trusts | Variable Interest Entity, Primary Beneficiary
Assets:
Securitized loans held for investment, at fair value	4,942,571
Other assets	39,318
Liabilities:
Securitized debt at fair value, collateralized by loans held for investment	$ 4,213,034