Statement of Comprehensive Income (Loss) of VIEs Reflected in Consolidated Statements of Comprehensive Income (Loss) (Detail) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Net interest income:
Interest income		$ 537,426	$ 457,118	$ 1,125,153	$ 845,261
Interest expense		222,281	152,755	420,706	300,202
Net interest income		315,145	304,363	704,447	545,059
Other income (loss)		30,865	(9,930)	62,511	(16,045)
General and administration expenses		54,023	49,221	107,851	97,166
Net income (loss)		14,522	$ (278,497)	454,930	$ (1,146,577)
Consolidated VIEs | FREMF Trusts
Net interest income:
Interest income		24,948		52,667
Interest expense		11,679		26,255
Net interest income		13,269		26,412
Unrealized gain (loss) on investments at fair value	[1]	4,387		5,089
Other income (loss)		(6,224)		(12,522)
General and administration expenses		1		1
Net income (loss)		11,431		18,978
Consolidated VIEs | Residential Mortgage Loan Trust
Net interest income:
Interest income		1,171		2,540
Interest expense		298		572
Net interest income		873		1,968
Realized gain (loss) on disposal of investments		(121)		(382)
Unrealized gain (loss) on investments at fair value	[1]	720		1,702
Other income (loss)		(94)		(191)
General and administration expenses		17		37
Net income (loss)		1,361		3,060
Consolidated VIEs | Mortgage Servicing Rights Silos
Net interest income:
Interest income		491		491
Interest expense		57		122
Net interest income		434		369
Realized gain (loss) on disposal of investments		24		(485)
Unrealized gain (loss) on investments at fair value	[1]	(26,848)		(47,112)
Other income (loss)		33,338		67,926
General and administration expenses		838		1,940
Net income (loss)		$ 6,110		$ 18,758

[1] Included in Net unrealized gains (losses) on investments measured at fair value through earnings.