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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, 2018
Jun. 30, 2018
Market Yield Adjustment    
Schedule Of Available For Sale Securities [Line Items]    
Balance, beginning of period $ 144,399 $ 147,198
Accretion of discount (1,783) (3,602)
Purchases (820) (3,213)
Sales   1,413
Transfer (2,404) (2,404)
Balance, end of period 139,392 139,392
Non-Accretable Discount    
Schedule Of Available For Sale Securities [Line Items]    
Balance, beginning of period (337,091) (332,480)
Accretion of discount   (100)
Purchases (4) (9,907)
Realized credit losses, net of recoveries 4,590 9,982
Impairment charge (1,757) (1,757)
Transfer 2,404 2,404
Balance, end of period $ (331,858) $ (331,858)