Credit Risk and Interest Rate Risk - Offsetting Assets and Liabilities (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Repurchase Agreements
Gross Amounts of Recognized Assets (Liabilities)	$ (5,856,263)	$ (7,439,339)
Gross Amounts Offset in the Consolidated Statements of Financial Position	0	0
Net Amounts Offset in the Consolidated Statements of Financial Position	(5,856,263)	(7,439,339)
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Financial Instruments	7,315,756	8,773,285
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Cash Collateral (Received) Pledged	12,156	37,296
Net Amount	1,471,649	1,371,242
Derivative Asset [Abstract]
Net Amounts Offset in the Consolidated Statements of Financial Position	2,832	15,460
Derivative Liability [Abstract]
Net Amounts Offset in the Consolidated Statements of Financial Position	(8,922)	(9,634)
Total [Abstract]
Gross Amounts of Recognized Assets (Liabilities)	(5,975,200)	(7,475,795)
Gross Amounts Offset in the Consolidated Statements of Financial Position	112,847	42,282
Net Amounts Offset in the Consolidated Statements of Financial Position	(5,862,353)	(7,433,513)
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Financial Instruments	7,326,444	8,781,874
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Cash Collateral (Received) Pledged	72,526	95,140
Net Amount	1,536,617	1,443,501
Interest Rate Swaps
Derivative Asset [Abstract]
Gross Amounts of Recognized Assets (Liabilities)	146	6,166
Gross Amounts Offset in the Consolidated Statements of Financial Position	(146)	(4,934)
Net Amounts Offset in the Consolidated Statements of Financial Position	0	1,232
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Financial Instruments	0	0
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Cash Collateral (Received) Pledged	0	0
Net Amount	0	1,232
Derivative Liability [Abstract]
Gross Amounts of Recognized Assets (Liabilities)	(97,992)	(53,777)
Gross Amounts Offset in the Consolidated Statements of Financial Position	97,992	47,408
Net Amounts Offset in the Consolidated Statements of Financial Position	0	(6,369)
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Financial Instruments	0	8,589
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Cash Collateral (Received) Pledged	54,180	51,424
Net Amount	54,180	53,644
Treasury Futures
Derivative Asset [Abstract]
Gross Amounts of Recognized Assets (Liabilities)		1,599
Gross Amounts Offset in the Consolidated Statements of Financial Position		(192)
Net Amounts Offset in the Consolidated Statements of Financial Position	0	1,407
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Financial Instruments		6,420
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Cash Collateral (Received) Pledged		0
Net Amount		7,827
Derivative Liability [Abstract]
Gross Amounts of Recognized Assets (Liabilities)	(15,001)
Gross Amounts Offset in the Consolidated Statements of Financial Position	15,001
Net Amounts Offset in the Consolidated Statements of Financial Position	0	0
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Financial Instruments	0
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Cash Collateral (Received) Pledged	6,190
Net Amount	6,190
Swaptions
Derivative Asset [Abstract]
Gross Amounts of Recognized Assets (Liabilities)	2,832	12,821
Gross Amounts Offset in the Consolidated Statements of Financial Position	0	0
Net Amounts Offset in the Consolidated Statements of Financial Position	2,832	12,821
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Financial Instruments	0	0
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Cash Collateral (Received) Pledged	0	0
Net Amount	2,832	12,821
Derivative Liability [Abstract]
Gross Amounts of Recognized Assets (Liabilities)	(8,922)	(3,265)
Gross Amounts Offset in the Consolidated Statements of Financial Position	0	0
Net Amounts Offset in the Consolidated Statements of Financial Position	(8,922)	(3,265)
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Financial Instruments	10,688	0
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Cash Collateral (Received) Pledged	0	0
Net Amount	1,766	$ (3,265)
Other Derivatives
Derivative Asset [Abstract]
Gross Amounts of Recognized Assets (Liabilities)	0
Gross Amounts Offset in the Consolidated Statements of Financial Position	0
Net Amounts Offset in the Consolidated Statements of Financial Position	0
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Financial Instruments	0
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position, Cash Collateral (Received) Pledged	0
Net Amount	$ 0