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Short-Term Debt - Repurchase Agreements Balances, Weighted Average Interest Rates and Remaining Weighted Average Maturities (Detail) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2020
Dec. 31, 2019
Assets Sold Under Agreements To Repurchase [Line Items]    
Repurchase agreements $ 1,697,181 $ 3,657,873
Agency MBS    
Assets Sold Under Agreements To Repurchase [Line Items]    
Weighted average maturity 23 days 30 days
Repurchase agreements $ 1,595,000  
Weighted average interest rate 0.24%  
Agency MBS | Collateral Pledged    
Assets Sold Under Agreements To Repurchase [Line Items]    
MBS pledged as collateral under the repurchase agreements and interest rate swaps $ 1,679,841 $ 3,419,375
Agency MBS | Less than 30 days    
Assets Sold Under Agreements To Repurchase [Line Items]    
Repurchase agreements $ 1,215,000 $ 1,680,000
Weighted average interest rate 0.24% 2.04%
Agency MBS | 30 days to 90 days    
Assets Sold Under Agreements To Repurchase [Line Items]    
Repurchase agreements $ 380,000 $ 1,550,000
Weighted average interest rate 0.24% 1.89%
Agency MBS | Demand    
Assets Sold Under Agreements To Repurchase [Line Items]    
Repurchase agreements   $ 3,230,000
Weighted average interest rate   1.97%
Non-Agency MBS    
Assets Sold Under Agreements To Repurchase [Line Items]    
Weighted average maturity 26 days 11 days
Repurchase agreements $ 102,181  
Weighted average interest rate 2.78%  
Non-Agency MBS | Collateral Pledged    
Assets Sold Under Agreements To Repurchase [Line Items]    
MBS pledged as collateral under the repurchase agreements and interest rate swaps $ 164,741 $ 535,315
Non-Agency MBS | Less than 30 days    
Assets Sold Under Agreements To Repurchase [Line Items]    
Repurchase agreements $ 81,344 $ 427,873
Weighted average interest rate 2.66% 2.80%
Non-Agency MBS | 30 days to 90 days    
Assets Sold Under Agreements To Repurchase [Line Items]    
Repurchase agreements $ 20,837  
Weighted average interest rate 3.24%  
Non-Agency MBS | Demand    
Assets Sold Under Agreements To Repurchase [Line Items]    
Repurchase agreements   $ 427,873
Weighted average interest rate   2.80%
MBS    
Assets Sold Under Agreements To Repurchase [Line Items]    
Weighted average maturity 23 days 28 days
Weighted average interest rate after adjusting for interest rate swaps 1.24% 2.13%
Weighted average maturity after adjusting for interest rate swaps 983 days 978 days
Repurchase agreements $ 1,697,181  
Weighted average interest rate 0.39%  
MBS | Collateral Pledged    
Assets Sold Under Agreements To Repurchase [Line Items]    
MBS pledged as collateral under the repurchase agreements and interest rate swaps $ 1,844,582 $ 3,954,690
MBS | Less than 30 days    
Assets Sold Under Agreements To Repurchase [Line Items]    
Repurchase agreements $ 1,296,344 $ 2,107,873
Weighted average interest rate 0.39% 2.20%
MBS | 30 days to 90 days    
Assets Sold Under Agreements To Repurchase [Line Items]    
Repurchase agreements $ 400,837 $ 1,550,000
Weighted average interest rate 0.39% 1.89%
MBS | Demand    
Assets Sold Under Agreements To Repurchase [Line Items]    
Repurchase agreements   $ 3,657,873
Weighted average interest rate   2.07%