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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
Jun. 30, 2018
Dec. 31, 2017
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements outstanding secured by: $ 9,127,048 $ 7,250,452
Repurchase Agreements | Agency MBS - Residential    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements outstanding secured by: 5,569,418 3,202,056
Average balance of Repurchase agreements secured by: $ 3,907,750 $ 3,120,474
Average borrowing rate of Repurchase agreements secured by: 2.09% 1.47%
Average remaining maturity of Repurchase agreements secured by: 24 days 28 days
Average original maturity of Repurchase agreements secured by: 66 days 87 days
MBS pledged as collateral at fair value on Repurchase agreements: $ 5,954,878 $ 3,450,123
Repurchase Agreements | Non-agency MBS and Loans held for investment (in thousands)    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements outstanding secured by: 3,557,630 4,048,396
Average balance of Repurchase agreements secured by: $ 3,893,703 $ 3,203,700
Average borrowing rate of Repurchase agreements secured by: 4.02% 3.41%
Average remaining maturity of Repurchase agreements secured by: 98 days 93 days
Average original maturity of Repurchase agreements secured by: 124 days 123 days
MBS pledged as collateral at fair value on Repurchase agreements: $ 4,671,505 $ 5,338,557
Repurchase Agreements | Residential Mortgage-Backed Securities    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements outstanding secured by: 9,127,048 7,250,452
Average balance of Repurchase agreements secured by: 7,801,453 6,324,174
MBS pledged as collateral at fair value on Repurchase agreements: $ 10,626,383 $ 8,788,680