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Repurchase Agreements Outstanding, Weighted Average Borrowing Rates, Weighted Average Remaining Maturities, Average Daily Balances and the Fair Value of Collateral Pledged (Detail) - USD ($)
$ in Thousands
Mar. 31, 2016
Dec. 31, 2015
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements outstanding $ 7,545,631 $ 7,439,339
Repurchase Agreements [Member] | Agency MBS - Residential [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements outstanding 5,470,703 5,324,729
Average daily balance $ 5,419,402 $ 5,776,980
Weighted average borrowing rate 0.76% 0.64%
Weighted average maturity 52 days 53 days
Securities pledged as collateral $ 5,810,037 $ 5,655,410
Repurchase Agreements [Member] | Non-Agency RMBS [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements outstanding 2,074,928 2,114,610
Average daily balance $ 2,077,523 $ 1,627,909
Weighted average borrowing rate 2.69% 2.44%
Weighted average maturity 131 days 137 days
Securities pledged as collateral $ 3,111,388 $ 3,117,875
Repurchase Agreements [Member] | Residential Mortgage-Backed Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements outstanding 7,545,631 7,439,339
Average daily balance 7,496,925 7,404,889
Securities pledged as collateral $ 8,921,425 $ 8,773,285