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Mortgage-Backed and Credit Risk Transfer Securities - Unrealized Losses and Estimated Fair Value of MBS and GSE CRT by Length of Time (Detail)
$ in Thousands
Dec. 31, 2021
USD ($)
security
Dec. 31, 2020
USD ($)
security
Fair Value    
Less than 12 Months $ 6,861,576 $ 1,526,029
12 Months or More 1,042 1,612
Total 6,862,618 1,527,641
Unrealized Losses    
Less than 12 Months (63,262) (4,965)
12 Months or More (1,073) (203)
Total $ (64,335) $ (5,168)
Number of Securities    
Less than 12 Months (in securities) | security 64 27
12 Months or More (in securities) | security 9 7
Total (in securities) | security 73 34
30 year fixed-rate    
Fair Value    
Less than 12 Months $ 6,838,999 $ 1,496,279
12 Months or More 0 0
Total 6,838,999 1,496,279
Unrealized Losses    
Less than 12 Months (60,741) (4,108)
12 Months or More 0 0
Total $ (60,741) $ (4,108)
Number of Securities    
Less than 12 Months (in securities) | security 54 20
12 Months or More (in securities) | security 0 0
Total (in securities) | security 54 20
Total Agency RMBS pass-through    
Fair Value    
Less than 12 Months $ 6,838,999 $ 1,496,279
12 Months or More 0 0
Total 6,838,999 1,496,279
Unrealized Losses    
Less than 12 Months (60,741) (4,108)
12 Months or More 0 0
Total $ (60,741) $ (4,108)
Number of Securities    
Less than 12 Months (in securities) | security 54 20
12 Months or More (in securities) | security 0 0
Total (in securities) | security 54 20
Agency-CMO    
Fair Value    
Less than 12 Months $ 21,810  
12 Months or More 0  
Total 21,810  
Unrealized Losses    
Less than 12 Months (1,389)  
12 Months or More 0  
Total $ (1,389)  
Number of Securities    
Less than 12 Months (in securities) | security 5  
12 Months or More (in securities) | security 0  
Total (in securities) | security 5  
Non-Agency CMBS    
Fair Value    
Less than 12 Months   $ 27,069
12 Months or More   0
Total   27,069
Unrealized Losses    
Less than 12 Months   (419)
12 Months or More   0
Total   $ (419)
Number of Securities    
Less than 12 Months (in securities) | security   1
12 Months or More (in securities) | security   0
Total (in securities) | security   1
Non-Agency RMBS    
Fair Value    
Less than 12 Months $ 767 $ 2,681
12 Months or More 1,042 1,612
Total 1,809 4,293
Unrealized Losses    
Less than 12 Months (1,132) (438)
12 Months or More (1,073) (203)
Total $ (2,205) $ (641)
Number of Securities    
Less than 12 Months (in securities) | security 5 6
12 Months or More (in securities) | security 9 7
Total (in securities) | security 14 13
Non-Agency IO    
Fair Value    
Total $ 1,700  
Unrealized Losses    
Total (2,100)  
Non-Agency Residential Mortgage Backed Securities, Excluding Non-Agency IO    
Unrealized Losses    
Total $ (136)