Mortgage-Backed and Credit Risk Transfer Securities - Impact of MBS and GSE CRT on Accumulated Other Comprehensive Income (Detail) - USD ($) $ in Thousands |
3 Months Ended | |
---|---|---|
Mar. 31, 2016 |
Mar. 31, 2015 |
|
Accumulated Other Comprehensive Income Loss, Available-for-sale Securities [Roll Forward] | ||
Unrealized gain (loss) on MBS and GSE CRT at beginning of period | $ 162,081 | $ 351,774 |
Unrealized gain (loss) on MBS and GSE CRT | 122,619 | 125,954 |
Reclassification of unrealized (gain) loss on sale of mortgage-backed and credit risk transfer securities to gain (loss) on investments, net | (10,544) | (2,934) |
Unrealized gain (loss) on MBS and GSE CRT at end of period | $ 274,156 | $ 474,794 |