Consolidated Securitization Vehicles and Other Variable Interest Entities - Effect on Consolidated Financial Condition (Detail) - USD ($) $ in Thousands	Sep. 30, 2019	Dec. 31, 2018
Assets:
Non-Agency RMBS, at fair value	$ 2,649,834	$ 2,486,130
Loans held for investment, at fair value	13,101,728	12,572,581
Accrued interest receivable	125,601	123,442
Other Assets	973,681	252,582
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	139,163	159,955
Securitized debt at fair value, collateralized by loans held for investment	7,800,786	8,455,376
Accrued interest payable	81,232	110,402
Other liabilities	31,380	16,469
Variable Interest Entities, Primary Beneficiary
Assets:
Non-Agency RMBS, at fair value	611,801	1,017,442
Loans held for investment, at fair value	11,642,447	12,263,265
Accrued interest receivable	67,185	72,389
Other Assets	35,006	39,855
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	139,163	159,955
Securitized debt at fair value, collateralized by loans held for investment	7,800,786	8,455,376
Accrued interest payable	30,117	33,541
Other liabilities	$ 2,876	$ 3,286