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Mortgage-Backed Securities - Non-Agency Securities Having Deteriorated Credit When Acquired (Detail) - Non-Agency RMBS Having Deteriorated Credit When Acquired - USD ($)
$ in Thousands
Mar. 31, 2017
Dec. 31, 2016
Outstanding principal balance:    
Beginning of period $ 3,138,265 $ 3,550,698
End of period 3,042,276 3,138,265
Amortized cost:    
Beginning of period 1,695,079 1,958,726
End of period $ 1,635,565 $ 1,695,079