Consolidated Securitization Vehicles and Other Variable Interest Entities - Effect on Consolidated Financial Condition (Detail) - USD ($) $ in Thousands	Dec. 31, 2019	Dec. 31, 2018
Assets:
Non-Agency RMBS, at fair value	$ 2,614,408	$ 2,486,130
Loans held for investment, at fair value	14,292,815	12,572,581
Accrued interest receivable	116,423	123,442
Other Assets	194,301	252,582
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	133,557	159,955
Securitized debt at fair value, collateralized by loans held for investment	8,179,608	8,455,376
Accrued interest payable	63,600	110,402
Other liabilities	6,163	16,469
Variable Interest Entities, Primary Beneficiary
Assets:
Non-Agency RMBS, at fair value	598,080	1,017,442
Loans held for investment, at fair value	11,853,659	12,263,265
Accrued interest receivable	63,218	72,389
Other Assets	29,787	39,855
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	133,557	159,955
Securitized debt at fair value, collateralized by loans held for investment	7,899,259	8,455,376
Accrued interest payable	28,775	33,541
Other liabilities	$ 2,644	$ 3,286