Mortgage-Backed Securities - Unrealized Loss Positions (Detail) - Residential Mortgage-Backed Securities $ in Thousands	Dec. 31, 2017 USD ($) security	Dec. 31, 2016 USD ($) security
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 1,569,727	$ 3,815,885
Unrealized Loss Position for 12 Months or More	1,818,645	252,257
Total	3,388,372	4,068,142
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(19,477)	(110,548)
Unrealized Loss Position for 12 Months or More	(107,098)	(59,127)
Total	$ (126,575)	$ (169,675)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	239	846
Unrealized Loss Position for 12 Months or More | security	336	156
Total | security	575	1,002
Non-Agency RMBS - Senior
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 35,229	$ 12,384
Unrealized Loss Position for 12 Months or More	0	0
Total	35,229	12,384
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(182)	(250)
Unrealized Loss Position for 12 Months or More	0	0
Total	$ (182)	$ (250)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	1	3
Unrealized Loss Position for 12 Months or More | security	0	0
Total | security	1	3
Non-Agency RMBS - Senior interest-only
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 28,129	$ 96,399
Unrealized Loss Position for 12 Months or More	120,120	78,516
Total	148,249	174,915
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(1,724)	(13,600)
Unrealized Loss Position for 12 Months or More	(66,183)	(43,931)
Total	$ (67,907)	$ (57,531)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	27	62
Unrealized Loss Position for 12 Months or More | security	120	86
Total | security	147	148
Non-Agency RMBS - Subordinated
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 235	$ 56,015
Unrealized Loss Position for 12 Months or More	6,261	2,826
Total	6,496	58,841
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(38)	(412)
Unrealized Loss Position for 12 Months or More	(261)	(824)
Total	$ (299)	$ (1,236)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	7	7
Unrealized Loss Position for 12 Months or More | security	5	4
Total | security	12	11
Non-Agency RMBS - Subordinated interest-only
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 0	$ 748
Unrealized Loss Position for 12 Months or More	945	11,276
Total	945	12,024
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	0	(230)
Unrealized Loss Position for 12 Months or More	(445)	(1,624)
Total	$ (445)	$ (1,854)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	0	2
Unrealized Loss Position for 12 Months or More | security	3	3
Total | security	3	5
Agency MBS - Residential
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 660,103	$ 2,338,910
Unrealized Loss Position for 12 Months or More	1,471,464	54,943
Total	2,131,567	2,393,853
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(5,197)	(48,084)
Unrealized Loss Position for 12 Months or More	(28,702)	(1,615)
Total	$ (33,899)	$ (49,699)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	21	106
Unrealized Loss Position for 12 Months or More | security	93	1
Total | security	114	107
Agency MBS - Commercial
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 830,889	$ 1,247,923
Unrealized Loss Position for 12 Months or More	161,980	51,733
Total	992,869	1,299,656
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(11,695)	(45,802)
Unrealized Loss Position for 12 Months or More	(4,404)	(4,035)
Total	$ (16,099)	$ (49,837)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	176	646
Unrealized Loss Position for 12 Months or More | security	91	46
Total | security	267	692
Agency MBS - Interest-only
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 15,142	$ 63,506
Unrealized Loss Position for 12 Months or More	57,875	52,963
Total	73,017	116,469
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(641)	(2,170)
Unrealized Loss Position for 12 Months or More	(7,103)	(7,098)
Total	$ (7,744)	$ (9,268)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	7	20
Unrealized Loss Position for 12 Months or More | security	24	16
Total | security	31	36