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Summary of Fair Value Information about Derivative Assets and Liabilities (Detail) - USD ($)
$ in Thousands
Jun. 30, 2016
Dec. 31, 2015
Derivatives, Fair Value [Line Items]    
Interest rate swaps, at fair value $ 146,285 $ 19,642 [1]
Other derivatives, at fair value 137,490 22,066 [1]
Derivative assets 283,775 41,708
Interest rate swaps, at fair value 3,208,986 1,677,571 [1]
Other derivatives, at fair value 154,017 49,963 [1]
Derivative liabilities 3,363,003 1,727,534
Future    
Derivatives, Fair Value [Line Items]    
Other derivatives, at fair value   12,444
Other derivatives, at fair value 154,017 32,778
TBA Derivatives    
Derivatives, Fair Value [Line Items]    
Other derivatives, at fair value $ 137,490 9,622
Other derivatives, at fair value   $ 17,185
[1] Derived from the audited consolidated financial statements at December 31, 2015.