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Mortgage-Backed Securities - OTTI - Significant Inputs and Assumptions (Detail) - Non-agency MBS
6 Months Ended
Jun. 30, 2016
Jun. 30, 2015
Weighted Average    
Investment Holdings [Line Items]    
Loss Severity 64.00% 66.00%
60+ days delinquent 21.00% 23.00%
Credit Enhancement 23.00% 8.00%
3 Month CPR 5.00% 9.00%
12 Month CPR 4.00% 9.00%
Minimum    
Investment Holdings [Line Items]    
Loss Severity 44.00% 17.00%
60+ days delinquent 0.00% 2.00%
Credit Enhancement 0.00% 0.00%
3 Month CPR 0.00% 3.00%
12 Month CPR 4.00% 3.00%
Maximum    
Investment Holdings [Line Items]    
Loss Severity 85.00% 96.00%
60+ days delinquent 40.00% 41.00%
Credit Enhancement 100.00% 27.00%
3 Month CPR 19.00% 27.00%
12 Month CPR 21.00% 20.00%