Consolidated Securitization Vehicles and Other Variable Interest Entities - Effect on Consolidated Financial Condition (Detail) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Assets:
Non-Agency RMBS, at fair value (net of allowance for credit losses of $6 million and $0 million, respectively)	$ 2,174,400	$ 2,614,408
Loans held for investment, at fair value	13,306,818	14,292,815
Accrued interest receivable	93,343	116,423
Other Assets	467,451	194,301
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	128,683	133,557
Securitized debt at fair value, collateralized by loans held for investment	7,864,196	8,179,608
Accrued interest payable	45,709	63,600
Other liabilities	14,827	6,163
Variable Interest Entities, Primary Beneficiary
Assets:
Non-Agency RMBS, at fair value (net of allowance for credit losses of $6 million and $0 million, respectively)	521,683	598,080
Loans held for investment, at fair value	11,722,057	11,853,659
Accrued interest receivable	63,154	63,218
Other Assets	27,301	29,787
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	128,683	133,557
Securitized debt at fair value, collateralized by loans held for investment	7,617,507	7,899,259
Accrued interest payable	28,561	28,775
Other liabilities	$ 2,854	$ 2,644