Components of Company's Interest Income and Interest Expense (Detail) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Interest income:
Residential Investment Securities		$ 459,308	$ 394,850	$ 975,218	$ 710,567
Residential mortgage loans		7,417		11,281
Commercial investment portfolio	[1]	68,153	59,578	132,498	129,765
Reverse repurchase agreements		2,548	2,690	6,156	4,929
Total interest income		537,426	457,118	1,125,153	845,261
Interest expense:
Repurchase agreements		197,151	136,176	370,241	269,067
Securitized debt of consolidated VIEs		11,977	11,226	26,827	20,259
Participation sold		42	157	195	315
Other		13,111	5,196	23,443	10,561
Total interest expense		222,281	152,755	420,706	300,202
Net interest income		$ 315,145	$ 304,363	$ 704,447	$ 545,059

[1] Includes commercial real estate debt, preferred equity and corporate debt.