Liabilities and Assets Subject to Netting Arrangements (Parenthetical) (Detail) - USD ($) $ in Thousands	Dec. 31, 2019	Dec. 31, 2018
Derivative Assets Derivative Liabilities And Repurchase Agreements Subject To Netting Agreements [Line Items]
Paid swap margin calls on our derivatives	$ 104,700	$ 30,300
Derivative counterparty margin	367
Derivative instruments at fair value	5,833	46,207
Derivative instruments at fair value	52,197	15,901
Agency MBS
Derivative Assets Derivative Liabilities And Repurchase Agreements Subject To Netting Agreements [Line Items]
Pledged as collateral	3,420,000	3,430,000
Non-Agency MBS
Derivative Assets Derivative Liabilities And Repurchase Agreements Subject To Netting Agreements [Line Items]
Pledged as collateral	535,000	726,400
Interest rate swap agreements | Collateral Pledged
Derivative Assets Derivative Liabilities And Repurchase Agreements Subject To Netting Agreements [Line Items]
Derivative instruments at fair value	5,300	40,200
Derivative instruments at fair value	$ 52,200	$ 15,900