Derivative Instruments - Effect on Consolidated Results (Detail) - USD ($) $ in Thousands	3 Months Ended								12 Months Ended
	Dec. 31, 2016	Sep. 30, 2016	Jun. 30, 2016	Mar. 31, 2016	Dec. 31, 2015	Sep. 30, 2015	Jun. 30, 2015	Mar. 31, 2015	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives									$ 50,093	$ 67,385	$ (103,496)
Net realized gains (losses) on derivatives									0	0	(1,246)
Net gains (losses) on derivatives	$ 115,523	$ 13,360	$ (47,755)	$ (136,537)	$ 44,546	$ (92,700)	$ 40,127	$ (106,610)	(55,409)	(114,637)	(186,348)
Interest Rate Swaps
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives									47,170	64,819	(84,913)
Net realized gains (losses) on derivatives									(88,722)	(146,173)	(52,523)
Mortgage Options
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives									0	225	340
Net realized gains (losses) on derivatives									0	443	7,505
Treasury Futures
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives									378	8,634	(17,856)
Net realized gains (losses) on derivatives									(9,170)	(35,523)	(38,552)
Swaptions
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives									2,545	(6,294)	(1,067)
Net realized gains (losses) on derivatives									(7,044)	(353)	(24)
Other Derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives									0	0	0
Net realized gains (losses) on derivatives									$ (566)	$ (415)	$ 742