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Mortgage-Backed Securities - Accretable Yield (Detail) - Available-for-sale Securities - Non-Agency RMBS Having Deteriorated Credit When Acquired - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2017
Dec. 31, 2016
Accretable Yield Movement Schedule [Roll Forward]    
Balance at beginning of period $ 1,550,110 $ 1,742,744
Purchases 20,962 79,156
Yield income earned (266,214) (282,800)
Reclassification (to) from non-accretable difference 18,909 53,681
Sales and deconsolidation (20,178) (42,671)
Balance at end of period $ 1,303,589 $ 1,550,110