Components of Company's Interest Income and Interest Expense (Detail) - USD ($) $ in Thousands		3 Months Ended		9 Months Ended
		Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Interest income:
Investment Securities		$ 399,702	$ 606,331	$ 1,448,434	$ 1,861,037
Commercial investment portfolio	[1]	50,204	38,113	142,969	120,924
U.S. Treasury securities					1,329
Securities loaned					114
Reverse repurchase agreements		820	135	2,714	906
Other		66	61	193	193
Total interest income		450,792	644,640	1,594,310	1,984,503
Interest expense:
Repurchase agreements		103,823	102,750	307,796	309,654
Convertible Senior Notes			22,376	29,740	61,592
U.S. Treasury securities sold, not yet purchased					1,076
Securities borrowed					95
Securitized debt of consolidated VIEs		6,111	1,780	14,468	5,244
Participation sold		161	163	479	486
Other		202		306
Total interest expense		110,297	127,069	352,789	378,147
Net interest income		$ 340,495	$ 517,571	$ 1,241,521	$ 1,606,356

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