Mortgage-Backed Securities - Maturities (Detail) - Residential Mortgage-Backed Securities - USD ($) $ in Thousands	Sep. 30, 2017	Dec. 31, 2016
Fair value
Less than one year, at fair value	$ 5,724	$ 26,029
Greater than one year and less than five years, at fair value	1,058,197	1,194,654
Greater than five years and less than ten years, at fair value	3,588,608	3,990,091
Greater than ten years, at fair value	2,652,691	2,287,043
Total maturities, at fair value	7,305,220	7,497,817
Amortized cost
Less than one year, at amortized cost	6,758	23,415
Greater than one year and less than five years, at amortized cost	863,781	1,094,684
Greater than five years and less than ten years, at amortized cost	3,278,454	3,605,434
Greater than ten years, at amortized cost	2,406,580	2,101,992
Amortized Cost	6,555,573	6,825,525
Non-Agency RMBS - Senior
Fair value
Less than one year, at fair value	5,611	25,612
Greater than one year and less than five years, at fair value	757,644	508,979
Greater than five years and less than ten years, at fair value	881,904	1,267,000
Greater than ten years, at fair value	659,452	709,412
Total maturities, at fair value	2,304,611	2,511,003
Amortized cost
Less than one year, at amortized cost	5,457	21,423
Greater than one year and less than five years, at amortized cost	549,443	403,250
Greater than five years and less than ten years, at amortized cost	563,522	868,624
Greater than ten years, at amortized cost	420,536	485,823
Amortized Cost	1,538,958	1,779,120
Non-Agency RMBS - Senior interest-only
Fair value
Less than one year, at fair value	113	417
Greater than one year and less than five years, at fair value	55,264	37,796
Greater than five years and less than ten years, at fair value	72,087	115,780
Greater than ten years, at fair value	85,198	99,546
Total maturities, at fair value	212,662	253,539
Amortized cost
Less than one year, at amortized cost	1,301	1,992
Greater than one year and less than five years, at amortized cost	78,615	50,252
Greater than five years and less than ten years, at amortized cost	91,461	134,642
Greater than ten years, at amortized cost	96,587	105,510
Amortized Cost	267,964	292,396
Non-Agency RMBS - Subordinated
Fair value
Less than one year, at fair value	0	0
Greater than one year and less than five years, at fair value	83,242	94,793
Greater than five years and less than ten years, at fair value	183,777	238,630
Greater than ten years, at fair value	154,468	220,075
Total maturities, at fair value	421,487	553,498
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	67,164	76,287
Greater than five years and less than ten years, at amortized cost	152,048	195,538
Greater than ten years, at amortized cost	134,909	205,052
Amortized Cost	354,121	476,877
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	133	0
Greater than five years and less than ten years, at fair value	11,455	12,024
Greater than ten years, at fair value	0	0
Total maturities, at fair value	11,588	12,024
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	152	0
Greater than five years and less than ten years, at amortized cost	12,816	13,878
Greater than ten years, at amortized cost	0	0
Amortized Cost	12,968	13,878
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	32,666	429,869
Greater than five years and less than ten years, at fair value	2,395,446	2,276,109
Greater than ten years, at fair value	0	0
Total maturities, at fair value	2,428,112	2,705,978
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	33,035	438,270
Greater than five years and less than ten years, at amortized cost	2,412,191	2,306,172
Greater than ten years, at amortized cost	0	0
Amortized Cost	2,445,226	2,744,442
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	46,263	47,354
Greater than five years and less than ten years, at fair value	16,817	16,833
Greater than ten years, at fair value	1,748,870	1,252,788
Total maturities, at fair value	1,811,950	1,316,975
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	47,639	49,027
Greater than five years and less than ten years, at amortized cost	17,216	17,247
Greater than ten years, at amortized cost	1,750,128	1,300,363
Amortized Cost	1,814,983	1,366,637
Agency MBS - 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	82,985	75,863
Greater than five years and less than ten years, at fair value	27,122	63,715
Greater than ten years, at fair value	4,703	5,222
Total maturities, at fair value	114,810	144,800
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	87,733	77,598
Greater than five years and less than ten years, at amortized cost	29,200	69,333
Greater than ten years, at amortized cost	4,420	5,244
Amortized Cost	$ 121,353	$ 152,175