Mortgage-Backed Securities - Unrealized Loss Positions (Detail) - Residential Mortgage-Backed Securities $ in Thousands	Jun. 30, 2018 USD ($) security	Dec. 31, 2017 USD ($) security
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 3,414,972	$ 1,569,727
Unrealized Loss Position for 12 Months or More	1,792,838	1,818,645
Total	5,207,810	3,388,372
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(90,507)	(19,477)
Unrealized Loss Position for 12 Months or More	(163,486)	(107,098)
Total	$ (253,993)	$ (126,575)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	589	239
Unrealized Loss Position for 12 Months or More | security	341	336
Total | security	930	575
Non-Agency RMBS - Senior
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 43,709	$ 35,229
Unrealized Loss Position for 12 Months or More	0	0
Total	43,709	35,229
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(473)	(182)
Unrealized Loss Position for 12 Months or More	0	0
Total	$ (473)	$ (182)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	3	1
Unrealized Loss Position for 12 Months or More | security	0	0
Total | security	3	1
Non-Agency RMBS - Senior interest-only
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 25,400	$ 28,129
Unrealized Loss Position for 12 Months or More	103,442	120,120
Total	128,842	148,249
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(4,391)	(1,724)
Unrealized Loss Position for 12 Months or More	(72,319)	(66,183)
Total	$ (76,710)	$ (67,907)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	31	27
Unrealized Loss Position for 12 Months or More | security	104	120
Total | security	135	147
Non-Agency RMBS - Subordinated
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 1,016	$ 235
Unrealized Loss Position for 12 Months or More	0	6,261
Total	1,016	6,496
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(272)	(38)
Unrealized Loss Position for 12 Months or More	0	(261)
Total	$ (272)	$ (299)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	5	7
Unrealized Loss Position for 12 Months or More | security	6	5
Total | security	11	12
Non-Agency RMBS - Subordinated interest-only
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 112	$ 0
Unrealized Loss Position for 12 Months or More	704	945
Total	816	945
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(18)	0
Unrealized Loss Position for 12 Months or More	(609)	(445)
Total	$ (627)	$ (445)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	1	0
Unrealized Loss Position for 12 Months or More | security	3	3
Total | security	4	3
Agency MBS - Residential
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 1,618,829	$ 660,103
Unrealized Loss Position for 12 Months or More	1,318,668	1,471,464
Total	2,937,497	2,131,567
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(23,966)	(5,197)
Unrealized Loss Position for 12 Months or More	(67,714)	(28,702)
Total	$ (91,680)	$ (33,899)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	36	21
Unrealized Loss Position for 12 Months or More | security	94	93
Total | security	130	114
Agency MBS - Commercial
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 1,713,531	$ 830,889
Unrealized Loss Position for 12 Months or More	321,813	161,980
Total	2,035,344	992,869
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(60,698)	(11,695)
Unrealized Loss Position for 12 Months or More	(15,542)	(4,404)
Total	$ (76,240)	$ (16,099)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	506	176
Unrealized Loss Position for 12 Months or More | security	114	91
Total | security	620	267
Agency MBS - Interest-only
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 12,375	$ 15,142
Unrealized Loss Position for 12 Months or More	48,211	57,875
Total	60,586	73,017
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(689)	(641)
Unrealized Loss Position for 12 Months or More	(7,302)	(7,103)
Total	$ (7,991)	$ (7,744)
Number of Securities
Unrealized Loss Position for Less than 12 Months | security	7	7
Unrealized Loss Position for 12 Months or More | security	20	24
Total | security	27	31