Consolidated Securitization Vehicles and Other Variable Interest Entities - Effect on Consolidated Financial Condition (Detail) - USD ($) $ in Thousands	Dec. 31, 2017	Dec. 31, 2016
Assets:
Non-Agency RMBS, at fair value	$ 2,851,316	$ 3,330,063
Loans held for investment, at fair value	13,678,263	8,753,653
Accrued interest receivable	100,789	79,697
Other Assets	114,391	166,350
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	205,780	334,124
Securitized debt at fair value, collateralized by loans held for investment	9,388,657	6,941,097
Accrued interest payable	61,888	48,670
Other liabilities	17,191	16,694
Variable Interest Entities, Primary Beneficiary
Assets:
Non-Agency RMBS, at fair value	1,579,793	1,842,080
Loans held for investment, at fair value	13,263,338	8,753,653
Accrued interest receivable	75,489	57,153
Other Assets	68,844	109,068
Liabilities:
Securitized debt, collateralized by Non-Agency RMBS	205,780	334,124
Securitized debt at fair value, collateralized by loans held for investment	9,388,657	6,941,097
Accrued interest payable	33,870	24,942
Other liabilities	3,513	$ 2,742
Consolidated Trusts | Variable Interest Entities, Primary Beneficiary
Assets:
Loans held for investment, at fair value	7,407,677
Other Assets	51,711
Liabilities:
Securitized debt at fair value, collateralized by loans held for investment	$ 5,188,457