Mortgage-Backed Securities - Gross Unrealized Gains (Losses) (Detail) - Residential Mortgage-Backed Securities - USD ($) $ in Thousands	Jun. 30, 2018	Dec. 31, 2017
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	$ 783,413	$ 838,391
Gross Unrealized Gain Included in Cumulative Earnings	39,404	22,791
Total Gross Unrealized Gain	822,817	861,182
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(111,762)	(41,489)
Gross Unrealized Loss Included in Cumulative Earnings	(142,231)	(85,086)
Total Gross Unrealized Loss	(253,993)	(126,575)
Non-Agency RMBS - Senior
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	721,524	754,234
Gross Unrealized Gain Included in Cumulative Earnings	0	0
Total Gross Unrealized Gain	721,524	754,234
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(473)	(182)
Gross Unrealized Loss Included in Cumulative Earnings	0	0
Total Gross Unrealized Loss	(473)	(182)
Non-Agency RMBS - Senior interest-only
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Gain Included in Cumulative Earnings	26,074	15,761
Total Gross Unrealized Gain	26,074	15,761
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(76,710)	(67,907)
Total Gross Unrealized Loss	(76,710)	(67,907)
Non-Agency RMBS - Subordinated
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	58,887	62,989
Gross Unrealized Gain Included in Cumulative Earnings	3,076	3,715
Total Gross Unrealized Gain	61,963	66,704
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(272)	(102)
Gross Unrealized Loss Included in Cumulative Earnings	0	(197)
Total Gross Unrealized Loss	(272)	(299)
Non-Agency RMBS - Subordinated interest-only
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Gain Included in Cumulative Earnings	1,830	902
Total Gross Unrealized Gain	1,830	902
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(627)	(445)
Total Gross Unrealized Loss	(627)	(445)
Agency MBS - Residential
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	2,316	5,706
Gross Unrealized Gain Included in Cumulative Earnings	7,212	0
Total Gross Unrealized Gain	9,528	5,706
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(70,382)	(29,083)
Gross Unrealized Loss Included in Cumulative Earnings	(21,298)	(4,816)
Total Gross Unrealized Loss	(91,680)	(33,899)
Agency MBS - Commercial
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	686	15,462
Gross Unrealized Gain Included in Cumulative Earnings	258	1,579
Total Gross Unrealized Gain	944	17,041
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(40,635)	(12,122)
Gross Unrealized Loss Included in Cumulative Earnings	(35,605)	(3,977)
Total Gross Unrealized Loss	(76,240)	(16,099)
Agency MBS - Interest-only
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Gain Included in Cumulative Earnings	954	834
Total Gross Unrealized Gain	954	834
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(7,991)	(7,744)
Total Gross Unrealized Loss	$ (7,991)	$ (7,744)