Schedule of Components of Purchase Discount on its Non-Agency MBS (Detail) - Non-Agency MBS - USD ($) $ in Thousands	3 Months Ended	9 Months Ended
	Sep. 30, 2017	Sep. 30, 2017
Market Yield Adjustment
Schedule Of Available For Sale Securities [Line Items]
Balance, beginning of period	$ 129,397	$ 83,577
Accretion of discount	(2,694)	(4,939)
Purchases	19,448	67,513
Balance, end of period	146,151	146,151
Non-Accretable Discount
Schedule Of Available For Sale Securities [Line Items]
Balance, beginning of period	(289,165)	(223,291)
Accretion of discount	10	10
Purchases	(47,485)	(122,960)
Realized credit losses, net of recoveries	6,732	17,970
Impairment charge	(762)	(2,399)
Balance, end of period	$ (330,670)	$ (330,670)