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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
6 Months Ended 12 Months Ended
Jun. 30, 2016
Jun. 30, 2016
Dec. 31, 2015
Assets Sold under Agreements to Repurchase [Line Items]      
Repurchase agreements outstanding $ 5,856,263 $ 5,856,263 $ 7,439,339
Repurchase Agreements | Agency MBS - Residential      
Assets Sold under Agreements to Repurchase [Line Items]      
Repurchase agreements outstanding 3,393,252 $ 3,393,252 5,324,729
Average daily balance $ 5,015,804   $ 5,776,980
Weighted average borrowing rate 0.80% 0.80% 0.64%
Weighted average maturity   41 days 53 days
Securities pledged as collateral $ 3,637,847 $ 3,637,847 $ 5,655,410
Repurchase Agreements | Non-agency MBS      
Assets Sold under Agreements to Repurchase [Line Items]      
Repurchase agreements outstanding 2,463,011 $ 2,463,011 2,114,610
Average daily balance $ 2,164,639   $ 1,627,909
Weighted average borrowing rate 2.70% 2.70% 2.44%
Weighted average maturity   117 days 137 days
Securities pledged as collateral $ 3,677,909 $ 3,677,909 $ 3,117,875
Repurchase Agreements | Residential Mortgage-Backed Securities      
Assets Sold under Agreements to Repurchase [Line Items]      
Repurchase agreements outstanding 5,856,263 5,856,263 7,439,339
Average daily balance 7,180,443   7,404,889
Securities pledged as collateral $ 7,315,756 $ 7,315,756 $ 8,773,285