Fair Value of Financial Instruments - Embedded Derivatives Fair Value Inputs (Detail) - Embedded Credit Derivative - GSE CRT - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015	Jun. 30, 2016	Sep. 30, 2015	Jun. 30, 2015	Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information
Net embedded derivative	$ 19,470	$ (25,722)	$ (6,493)	$ (14,220)	$ (10,372)	$ (21,495)
Level 3 | Market Comparables, Vendor Pricing and Internal Models
Fair Value Inputs, Assets, Quantitative Information
Weighted average life (in years)	5 years 10 months 24 days
Prepayment rate (as percent)		7.83%
Default rate (as percent)		0.16%
Minimum | Level 3 | Market Comparables, Vendor Pricing and Internal Models
Fair Value Inputs, Assets, Quantitative Information
Weighted average life (in years)	2 years 8 months 12 days
Prepayment rate (as percent)		5.72%
Default rate (as percent)		0.10%
Maximum | Level 3 | Market Comparables, Vendor Pricing and Internal Models
Fair Value Inputs, Assets, Quantitative Information
Weighted average life (in years)	8 years 1 month 6 days
Prepayment rate (as percent)		14.37%
Default rate (as percent)		0.35%