Mortgage-Backed Securities - Maturities (Detail) - Residential Mortgage-Backed Securities - USD ($) $ in Thousands	Jun. 30, 2018	Dec. 31, 2017
Fair value
Less than one year, at fair value	$ 20,671	$ 2,198
Greater than one year and less than five years, at fair value	716,987	959,890
Greater than five years and less than ten years, at fair value	5,681,046	3,447,385
Greater than ten years, at fair value	3,164,047	2,806,671
Total maturities, at fair value	9,582,751	7,216,144
Amortized cost
Less than one year, at amortized cost	20,551	3,395
Greater than one year and less than five years, at amortized cost	574,333	784,660
Greater than five years and less than ten years, at amortized cost	5,427,465	3,128,723
Greater than ten years, at amortized cost	2,991,578	2,564,759
Amortized Cost	9,013,927	6,481,537
Non-Agency RMBS - Senior
Fair value
Less than one year, at fair value	5,461	2,179
Greater than one year and less than five years, at fair value	536,951	681,086
Greater than five years and less than ten years, at fair value	816,498	910,234
Greater than ten years, at fair value	704,876	637,916
Total maturities, at fair value	2,063,786	2,231,415
Amortized cost
Less than one year, at amortized cost	5,347	2,124
Greater than one year and less than five years, at amortized cost	387,067	493,965
Greater than five years and less than ten years, at amortized cost	489,371	569,458
Greater than ten years, at amortized cost	460,950	411,816
Amortized Cost	1,342,735	1,477,363
Non-Agency RMBS - Senior interest-only
Fair value
Less than one year, at fair value	6	19
Greater than one year and less than five years, at fair value	47,491	54,107
Greater than five years and less than ten years, at fair value	95,502	72,702
Greater than ten years, at fair value	109,325	84,022
Total maturities, at fair value	252,324	210,850
Amortized cost
Less than one year, at amortized cost	102	1,271
Greater than one year and less than five years, at amortized cost	60,821	73,758
Greater than five years and less than ten years, at amortized cost	120,956	94,145
Greater than ten years, at amortized cost	121,081	93,822
Amortized Cost	302,960	262,996
Non-Agency RMBS - Subordinated
Fair value
Less than one year, at fair value	3,891	0
Greater than one year and less than five years, at fair value	44,590	75,495
Greater than five years and less than ten years, at fair value	126,300	121,555
Greater than ten years, at fair value	92,049	204,175
Total maturities, at fair value	266,830	401,225
Amortized cost
Less than one year, at amortized cost	3,838	0
Greater than one year and less than five years, at amortized cost	34,758	61,987
Greater than five years and less than ten years, at amortized cost	88,839	91,044
Greater than ten years, at amortized cost	77,704	181,789
Amortized Cost	205,139	334,820
Non-Agency RMBS - Subordinated interest-only
Fair value
Less than one year, at fair value	0	0
Greater than one year and less than five years, at fair value	7,954	7,165
Greater than five years and less than ten years, at fair value	333	661
Greater than ten years, at fair value	2,195	0
Total maturities, at fair value	10,482	7,826
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	6,270	6,355
Greater than five years and less than ten years, at amortized cost	838	1,014
Greater than ten years, at amortized cost	2,171	0
Amortized Cost	9,279	7,369
Agency MBS - Residential
Fair value
Less than one year, at fair value	0	0
Greater than one year and less than five years, at fair value	0	21,777
Greater than five years and less than ten years, at fair value	4,600,496	2,300,403
Greater than ten years, at fair value	12,424	0
Total maturities, at fair value	4,612,920	2,322,180
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	0	22,069
Greater than five years and less than ten years, at amortized cost	4,682,192	2,328,304
Greater than ten years, at amortized cost	12,880	0
Amortized Cost	4,695,072	2,350,373
Agency MBS - Commercial
Fair value
Less than one year, at fair value	0	0
Greater than one year and less than five years, at fair value	15,663	45,770
Greater than five years and less than ten years, at fair value	19,123	16,559
Greater than ten years, at fair value	2,238,722	1,875,952
Total maturities, at fair value	2,273,508	1,938,281
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	15,769	47,170
Greater than five years and less than ten years, at amortized cost	20,374	17,176
Greater than ten years, at amortized cost	2,312,661	1,872,993
Amortized Cost	2,348,804	1,937,339
Agency MBS - Interest-only
Fair value
Less than one year, at fair value	11,313	0
Greater than one year and less than five years, at fair value	64,338	74,490
Greater than five years and less than ten years, at fair value	22,794	25,271
Greater than ten years, at fair value	4,456	4,606
Total maturities, at fair value	102,901	104,367
Amortized cost
Less than one year, at amortized cost	11,264	0
Greater than one year and less than five years, at amortized cost	69,648	79,356
Greater than five years and less than ten years, at amortized cost	24,895	27,582
Greater than ten years, at amortized cost	4,131	4,339
Amortized Cost	$ 109,938	$ 111,277