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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
Jun. 30, 2018
Dec. 31, 2017
Outstanding principal balance:    
Beginning of period $ 2,673,350 $ 3,138,265
End of period 2,476,421 2,673,350
Amortized cost:    
Beginning of period 1,381,839 1,695,079
End of period $ 1,249,140 $ 1,381,839