Mortgage-Backed Securities - Unrealized Loss Positions (Detail) - Residential Mortgage-Backed Securities $ in Thousands	Mar. 31, 2019 USD ($) security	Dec. 31, 2018 USD ($) security
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 1,122,297	$ 2,532,390
Unrealized Loss Position for 12 Months or More	2,527,154	2,484,509
Total	3,649,451	5,016,899
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(12,920)	(67,329)
Unrealized Loss Position for 12 Months or More	(105,795)	(162,967)
Total	$ (118,715)	$ (230,296)
Number of Positions
Unrealized Loss Position for Less than 12 Months | security	338	605
Unrealized Loss Position for 12 Months or More | security	437	415
Total | security	775	1,020
Non-Agency RMBS - Senior
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 0	$ 0
Unrealized Loss Position for 12 Months or More	32,777	33,303
Total	32,777	33,303
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	0	0
Unrealized Loss Position for 12 Months or More	(399)	(450)
Total	$ (399)	$ (450)
Number of Positions
Unrealized Loss Position for Less than 12 Months | security	0	0
Unrealized Loss Position for 12 Months or More | security	1	1
Total | security	1	1
Non-Agency RMBS - Senior interest-only
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 31,447	$ 34,236
Unrealized Loss Position for 12 Months or More	103,525	95,108
Total	134,972	129,344
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(2,537)	(4,276)
Unrealized Loss Position for 12 Months or More	(47,774)	(58,899)
Total	$ (50,311)	$ (63,175)
Number of Positions
Unrealized Loss Position for Less than 12 Months | security	18	29
Unrealized Loss Position for 12 Months or More | security	88	91
Total | security	106	120
Non-Agency RMBS - Subordinated
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 1,097	$ 13,404
Unrealized Loss Position for 12 Months or More	725	0
Total	1,822	13,404
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(78)	(245)
Unrealized Loss Position for 12 Months or More	(92)	0
Total	$ (170)	$ (245)
Number of Positions
Unrealized Loss Position for Less than 12 Months | security	1	7
Unrealized Loss Position for 12 Months or More | security	11	8
Total | security	12	15
Non-Agency RMBS - Subordinated interest-only
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 2,016	$ 2,104
Unrealized Loss Position for 12 Months or More	284	303
Total	2,300	2,407
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(113)	(158)
Unrealized Loss Position for 12 Months or More	(119)	(125)
Total	$ (232)	$ (283)
Number of Positions
Unrealized Loss Position for Less than 12 Months | security	1	2
Unrealized Loss Position for 12 Months or More | security	1	1
Total | security	2	3
Agency MBS - Residential
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 425,019	$ 779,322
Unrealized Loss Position for 12 Months or More	1,515,009	1,809,566
Total	1,940,028	2,588,888
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(735)	(6,220)
Unrealized Loss Position for 12 Months or More	(37,059)	(77,239)
Total	$ (37,794)	$ (83,459)
Number of Positions
Unrealized Loss Position for Less than 12 Months | security	2	17
Unrealized Loss Position for 12 Months or More | security	88	114
Total | security	90	131
Agency MBS - Commercial
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 652,433	$ 1,697,555
Unrealized Loss Position for 12 Months or More	857,886	504,570
Total	1,510,319	2,202,125
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(9,357)	(56,382)
Unrealized Loss Position for 12 Months or More	(17,648)	(21,636)
Total	$ (27,005)	$ (78,018)
Number of Positions
Unrealized Loss Position for Less than 12 Months | security	312	548
Unrealized Loss Position for 12 Months or More | security	239	183
Total | security	551	731
Agency MBS - Interest-only
Estimated Fair Value
Unrealized Loss Position for Less than 12 Months	$ 10,285	$ 5,769
Unrealized Loss Position for 12 Months or More	16,948	41,659
Total	27,233	47,428
Unrealized Losses
Unrealized Loss Position for Less than 12 Months	(100)	(48)
Unrealized Loss Position for 12 Months or More	(2,704)	(4,618)
Total	$ (2,804)	$ (4,666)
Number of Positions
Unrealized Loss Position for Less than 12 Months | security	4	2
Unrealized Loss Position for 12 Months or More | security	9	17
Total | security	13	19