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Mortgage-Backed and Credit Risk Transfer Securities - Components of MBS and GSE CRT Interest Income (Detail) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Schedule of Available-for-sale Securities [Line Items]    
Coupon Interest $ 166,319 $ 146,069
Net (Premium Amortization)/Discount Accretion (17,316) (27,196)
Interest Income 149,003 118,873
Agency    
Schedule of Available-for-sale Securities [Line Items]    
Coupon Interest 108,317 91,231
Net (Premium Amortization)/Discount Accretion (23,222) (28,578)
Interest Income 85,095 62,653
CMBS    
Schedule of Available-for-sale Securities [Line Items]    
Coupon Interest 37,293 29,676
Net (Premium Amortization)/Discount Accretion 1,426 (2,634)
Interest Income 38,719 27,042
Non-Agency    
Schedule of Available-for-sale Securities [Line Items]    
Coupon Interest 14,012 20,614
Net (Premium Amortization)/Discount Accretion 5,177 4,387
Interest Income 19,189 25,001
GSE CRT    
Schedule of Available-for-sale Securities [Line Items]    
Coupon Interest 6,525 4,487
Net (Premium Amortization)/Discount Accretion (697) (371)
Interest Income 5,828 4,116
Other    
Schedule of Available-for-sale Securities [Line Items]    
Coupon Interest 172 61
Net (Premium Amortization)/Discount Accretion 0 0
Interest Income $ 172 $ 61