Mortgage-Backed Securities - Maturities (Detail) - Residential Mortgage-Backed Securities - USD ($) $ in Thousands	Mar. 31, 2018	Dec. 31, 2017
Fair value
Less than one year, at fair value	$ 192	$ 2,198
Greater than one year and less than five years, at fair value	732,648	959,890
Greater than five years and less than ten years, at fair value	3,532,717	3,447,385
Greater than ten years, at fair value	3,052,953	2,806,671
Total maturities, at fair value	7,318,510	7,216,144
Amortized cost
Less than one year, at amortized cost	405	3,395
Greater than one year and less than five years, at amortized cost	594,065	784,660
Greater than five years and less than ten years, at amortized cost	3,245,492	3,128,723
Greater than ten years, at amortized cost	2,866,481	2,564,759
Amortized Cost	6,706,443	6,481,537
Non-Agency RMBS - Senior
Fair value
Less than one year, at fair value	164	2,179
Greater than one year and less than five years, at fair value	545,119	681,086
Greater than five years and less than ten years, at fair value	979,210	910,234
Greater than ten years, at fair value	628,834	637,916
Total maturities, at fair value	2,153,327	2,231,415
Amortized cost
Less than one year, at amortized cost	162	2,124
Greater than one year and less than five years, at amortized cost	400,387	493,965
Greater than five years and less than ten years, at amortized cost	613,201	569,458
Greater than ten years, at amortized cost	403,909	411,816
Amortized Cost	1,417,659	1,477,363
Non-Agency RMBS - Senior interest-only
Fair value
Less than one year, at fair value	28	19
Greater than one year and less than five years, at fair value	32,448	54,107
Greater than five years and less than ten years, at fair value	84,826	72,702
Greater than ten years, at fair value	80,291	84,022
Total maturities, at fair value	197,593	210,850
Amortized cost
Less than one year, at amortized cost	243	1,271
Greater than one year and less than five years, at amortized cost	45,734	73,758
Greater than five years and less than ten years, at amortized cost	113,981	94,145
Greater than ten years, at amortized cost	91,734	93,822
Amortized Cost	251,692	262,996
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	70,172	75,495
Greater than five years and less than ten years, at fair value	128,691	121,555
Greater than ten years, at fair value	202,836	204,175
Total maturities, at fair value	401,699	401,225
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	57,559	61,987
Greater than five years and less than ten years, at amortized cost	97,904	91,044
Greater than ten years, at amortized cost	177,960	181,789
Amortized Cost	333,423	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	408	7,165
Greater than five years and less than ten years, at fair value	7,684	661
Greater than ten years, at fair value	0	0
Total maturities, at fair value	8,092	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	493	6,355
Greater than five years and less than ten years, at amortized cost	6,732	1,014
Greater than ten years, at amortized cost	0	0
Amortized Cost	7,225	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	2,288,702	2,300,403
Greater than ten years, at fair value	23,933	0
Total maturities, at fair value	2,312,635	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	2,366,843	2,328,304
Greater than ten years, at amortized cost	24,729	0
Amortized Cost	2,391,572	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	15,764	45,770
Greater than five years and less than ten years, at fair value	19,377	16,559
Greater than ten years, at fair value	2,112,503	1,875,952
Total maturities, at fair value	2,147,644	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	15,887	47,170
Greater than five years and less than ten years, at amortized cost	20,490	17,176
Greater than ten years, at amortized cost	2,163,892	1,872,993
Amortized Cost	2,200,269	1,937,339
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	68,737	74,490
Greater than five years and less than ten years, at fair value	24,227	25,271
Greater than ten years, at fair value	4,556	4,606
Total maturities, at fair value	97,520	104,367
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	74,005	79,356
Greater than five years and less than ten years, at amortized cost	26,341	27,582
Greater than ten years, at amortized cost	4,257	4,339
Amortized Cost	$ 104,603	$ 111,277