Liabilities and Assets Subject to Netting Arrangements (Parenthetical) (Detail) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Derivative Assets Derivative Liabilities And Repurchase Agreements Subject To Netting Agreements [Line Items]
Pledged in Agency MBS as collateral	$ 26,200	$ 22,100
Paid swap margin calls on our derivatives	10,800	12,400
Derivative instruments at fair value	7,273	8,192
Derivative instruments at fair value	23,604	34,302
Agency MBS
Derivative Assets Derivative Liabilities And Repurchase Agreements Subject To Netting Agreements [Line Items]
Pledged in Agency MBS as collateral	3,700,000	3,700,000
Non-Agency MBS
Derivative Assets Derivative Liabilities And Repurchase Agreements Subject To Netting Agreements [Line Items]
Pledged in Agency MBS as collateral	559,000	525,200
Interest rate swap agreements | Collateral Pledged
Derivative Assets Derivative Liabilities And Repurchase Agreements Subject To Netting Agreements [Line Items]
Derivative instruments at fair value	7,300	7,700
Derivative instruments at fair value	$ 20,800	$ 21,000