Derivative Instruments - Effect on Consolidated Results (Detail) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives	$ 4,896	$ (101,110)
Net gains (losses) on derivatives	(4,462)	(136,537)
Interest Rate Swaps
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives	6,316	(88,709)
Net realized gains (losses) on derivatives	(4,106)	(11,676)
Treasury Futures
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives	(2,568)	(2,985)
Net realized gains (losses) on derivatives	(2,084)	(21,610)
Swaptions
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives	1,148	(8,987)
Net realized gains (losses) on derivatives	(3,168)	(2,140)
Other Derivative Assets
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives	0	(430)
Net realized gains (losses) on derivatives	$ 0	$ 0