Components of Company's Interest Income and Interest Expense (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2015		Mar. 31, 2014
Interest income:
Investment Securities	$ 478,239		$ 614,419
Commercial investment portfolio	40,336	[1]	39,486	[1]
U.S. Treasury securities			1,329
Securities loaned			114
Reverse repurchase agreements	539		500
Other	58		53
Total interest income	519,172		655,901
Interest expense:
Repurchase agreements	102,748		103,131
Convertible Senior Notes	23,627		18,897
U.S. Treasury securities sold, not yet purchased			1,076
Securities borrowed			95
Securitized debt of consolidated VIE	2,882		1,611
Participation sold	159		161
Other	4
Total interest expense	129,420		124,971
Net interest income	$ 389,752		$ 530,930

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