Borrowings - Schedule of Borrowings (Detail) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Repurchase Agreements:
Amount outstanding	$ 13,911,137	$ 14,080,801
Weighted average interest rate	2.13%	1.82%
Weighted average remaining maturity	25 days	25 days
Secured Loans
Amount outstanding	$ 1,650,000	$ 1,650,000
Total Borrowings
Carrying value of exchangeable senior notes	0	143,231
Secured Debt, Excluding Asset-Backed Securities
Total Borrowings
Amount outstanding	$ 15,561,137	$ 15,874,211
Weighted average interest rate	2.10%	1.82%
Weighted average remaining maturity	259 days	263 days
Agency RMBS
Repurchase Agreements:
Amount outstanding	$ 10,864,430	$ 11,111,755
Weighted average interest rate	1.88%	1.58%
Weighted average remaining maturity	26 days	25 days
CMBS
Repurchase Agreements:
Amount outstanding	$ 1,482,869	$ 1,396,330
Weighted average interest rate	2.97%	2.61%
Weighted average remaining maturity	13 days	9 days
Non-Agency RMBS
Repurchase Agreements:
Amount outstanding	$ 882,571	$ 915,225
Weighted average interest rate	3.09%	2.77%
Weighted average remaining maturity	24 days	31 days
GSE CRT
Repurchase Agreements:
Amount outstanding	$ 681,267	$ 657,491
Weighted average interest rate	3.02%	2.78%
Weighted average remaining maturity	26 days	24 days
Secured Loans
Secured Loans
Amount outstanding	$ 1,650,000	$ 1,650,000
Weighted average interest rate	1.88%	1.52%
Weighted average remaining maturity	2227 days	2317 days
Exchangeable Senior Notes
Exchangeable Senior Notes
Amount outstanding		$ 143,410
Weighted average interest rate		5.00%
Weighted average remaining maturity		74 days
Total Borrowings
Debt issuance costs		$ 179