Fair Value Measurements - Unobservable Input Reconciliation (Detail) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis [Roll Forward]
Derivatives, Beginning balance	$ 0	$ (71)
Derivatives, Sales and Settlements		(597)
Derivatives, Realized gains (losses) on sales and settlements included in net income		443
Derivatives, Net unrealized gains (losses) included in income		225
Derivatives, Ending balance		0
Fair Value Assets (Liabilities) Measured On Recurring Basis, Unobservable Input Reconciliation Calculation [Roll Forward]
Total, Beginning balance, Level 3	4,723,761	4,327,362
Total, Transfer due to consolidation/deconsolidation		(103,720)
Total, Purchases	358,029	(46,084)
Total, Principal payments	(495,256)	(350,489)
Total, Sales and Settlements	463,885	1,132,526
Total, Accretion (amortization) of purchase discounts	77,147	92,392
Total, Other than temporary credit impairment losses	57,986	67,444
Total, Realized gains (losses) on sales and settlements	13,639	23,236
Total, Net unrealized gains (losses) included in income	60,044	(147,934)
Total, Total unrealized gains (losses) for the period	(644)	(136,084)
Total, Ending balance, Level 3	5,142,619	4,723,761
Securitized Debt | Variable Interest Entities, Primary Beneficiary, Aggregated Disclosure
Fair Value, Liabilities Measured on Recurring Basis [Roll Forward]
Securitized Debt, Beginning balance, Level 3	(3,720,496)	(4,383,217)
Securitized Debt, Transfers in to Level 3 assets	0	0
Securitized Debt, Transfers out of Level 3 assets	0	0
Securitized Debt, Transfer due to consolidation/deconsolidation		243,732
Securitized Debt, Purchases	(4,797,255)	(1,668,654)
Securitized Debt, Principal payments	1,059,854	743,329
Securitized Debt, Sales and Settlements	608,816	1,395,292
Securitized Debt, Accretion (amortization) of purchase discounts	(2,128)	(6,344)
Securitized Debt, Realized gains (losses) on sales and settlements	(122)	(5,930)
Securitized Debt, Net unrealized gains (losses) included in income	(89,766)	(38,704)
Securitized Debt, Gains (losses) included in other comprehensive income	0	0
Securitized Debt, Ending balance, Level 3	(6,941,097)	(3,720,496)
Non-agency MBS
Fair Value, Assets Measured on Recurring Basis [Roll Forward]
Beginning balance Level 3 assets	3,675,841	3,404,149
Transfers in to Level 3 assets	0	0
Transfers out of Level 3 assets	0	0
Transfer due to consolidation/deconsolidation		(59,646)
Purchases	257,914	1,045,534
Principal payments	(532,696)	(385,822)
Sales and Settlements	(149,938)	(252,532)
Accretion (amortization) of purchase discounts	120,638	117,836
Other than temporary credit impairment losses	(57,986)	(67,444)
Realized gains (losses) on sales and settlements	13,761	28,724
Net unrealized gains (losses) included in income	3,173	(18,874)
Total unrealized gains (losses) for the period	(644)	(136,084)
Ending balance Level 3 assets	3,330,063	3,675,841
Securitized Loans | Variable Interest Entities, Primary Beneficiary, Aggregated Disclosure
Fair Value, Assets Measured on Recurring Basis [Roll Forward]
Beginning balance Level 3 assets	4,768,416	5,306,501
Transfers in to Level 3 assets	0	0
Transfers out of Level 3 assets	0	0
Transfer due to consolidation/deconsolidation	0	(287,806)
Purchases	4,897,370	577,036
Principal payments	(1,022,414)	(707,996)
Sales and Settlements	5,007	(9,638)
Accretion (amortization) of purchase discounts	(41,363)	19,100
Net unrealized gains (losses) included in income		(90,581)
Change in fair value	146,637	(90,581)
Total unrealized gains (losses) for the period	0	0
Ending balance Level 3 assets	$ 8,753,653	$ 4,768,416