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		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Accumulated Other Comprehensive Income Loss, Available-for-sale Securities [Roll Forward]
Unrealized gain (loss) on MBS and GSE CRT at beginning of period	$ 288,715	$ 495,655	$ 177,799	$ 376,336
Unrealized gain (loss) on MBS and GSE CRT	117,116	(195,715)	238,576	(73,544)
Reclassification of unrealized (gain) loss on sale of mortgage-backed and credit risk transfer securities to gain (loss) on investments, net	(1,037)	(1,689)	(11,581)	(4,541)
Unrealized gain (loss) on MBS and GSE CRT at end of period	$ 404,794	$ 298,251	$ 404,794	$ 298,251