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Schedule of Components of Purchase Discount on its Non-Agency MBS (Detail) - Non-Agency MBS - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2017
Jun. 30, 2017
Market Yield Adjustment    
Schedule Of Available For Sale Securities [Line Items]    
Balance, beginning of period $ 120,099 $ 83,577
Accretion of discount (1,129) (2,245)
Purchases 10,427 48,065
Balance, end of period 129,397 129,397
Non-Accretable Discount    
Schedule Of Available For Sale Securities [Line Items]    
Balance, beginning of period (277,366) (223,291)
Purchases (15,908) (75,475)
Realized credit losses, net of recoveries 5,014 11,238
Impairment charge (905) (1,637)
Balance, end of period $ (289,165) $ (289,165)