Mortgage-Backed and Credit Risk Transfer Securities - Additional Information (Detail) - USD ($) $ in Thousands	Mar. 31, 2018	Dec. 31, 2017
Schedule of Available-for-sale Securities [Line Items]
Amount of MBS and GSE CRT are accounted for under the fair value option	$ 6,600,000	$ 6,500,000
Percentage of MBS and GSE CRT are accounted for under the fair value option	37.60%	35.60%
Gross unrealized losses	$ 378,158	$ 165,263
Agency RMBS
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized losses	319,207	128,676
CMO
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized losses	5,700	2,700
Agency-IO, Non-Agency RMBS, GSE CRT and CMBS
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized losses	$ 53,300	$ 33,900