Fair Value Measurements on Recurring Basis (Detail) - USD ($) $ in Thousands		Dec. 31, 2016	Dec. 31, 2015
Liabilities:
Derivative instruments at fair value		$ 34,302	$ 34,547
Fair Value, Measurements, Recurring | Derivative Financial Instruments, Liabilities
Liabilities:
Derivative instruments at fair value	[1]	34,302	34,547
Fair Value, Measurements, Recurring | Derivative Financial Instruments, Assets
Assets:
Asset fair value measurement	[1]	8,192	12,470
Agency MBS | Fair Value, Measurements, Recurring
Assets:
Asset fair value measurement	[2]	3,925,193	4,892,782
Non-Agency MBS | Fair Value, Measurements, Recurring
Assets:
Asset fair value measurement	[2]	641,246	682,061
Level 1 | Fair Value, Measurements, Recurring | Derivative Financial Instruments, Liabilities
Liabilities:
Derivative instruments at fair value	[1]	0	0
Level 1 | Fair Value, Measurements, Recurring | Derivative Financial Instruments, Assets
Assets:
Asset fair value measurement	[1]	0	0
Level 1 | Agency MBS | Fair Value, Measurements, Recurring
Assets:
Asset fair value measurement	[2]	0	0
Level 1 | Non-Agency MBS | Fair Value, Measurements, Recurring
Assets:
Asset fair value measurement	[2]	0	0
Level 2 | Fair Value, Measurements, Recurring | Derivative Financial Instruments, Liabilities
Liabilities:
Derivative instruments at fair value	[1]	34,302	34,547
Level 2 | Fair Value, Measurements, Recurring | Derivative Financial Instruments, Assets
Assets:
Asset fair value measurement	[1]	8,192	12,470
Level 2 | Agency MBS | Fair Value, Measurements, Recurring
Assets:
Asset fair value measurement	[2]	3,925,193	4,892,782
Level 2 | Non-Agency MBS | Fair Value, Measurements, Recurring
Assets:
Asset fair value measurement	[2]	641,246	682,061
Level 3 | Fair Value, Measurements, Recurring | Derivative Financial Instruments, Liabilities
Liabilities:
Derivative instruments at fair value	[1]	0	0
Level 3 | Fair Value, Measurements, Recurring | Derivative Financial Instruments, Assets
Assets:
Asset fair value measurement	[1]	0	0
Level 3 | Agency MBS | Fair Value, Measurements, Recurring
Assets:
Asset fair value measurement	[2]	0	0
Level 3 | Non-Agency MBS | Fair Value, Measurements, Recurring
Assets:
Asset fair value measurement	[2]	$ 0	$ 0

[1] Derivative instruments include discontinued hedges under ASC 815-10. For more detail about our derivative instruments, see Notes 1 and 14.

[2] For more detail about the fair value of our MBS by agency and type of security, see Note 3.