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Fair Value Measurements on Recurring Basis (Detail) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Liabilities:    
Derivative instruments at fair value $ 52,197 $ 15,901
Fair Value, Measurements, Recurring | Derivative Financial Instruments, Liabilities    
Liabilities:    
Derivative instruments at fair value 52,197 15,901
Fair Value, Measurements, Recurring | Derivative Financial Instruments, Assets    
Assets:    
Asset fair value measurement 5,833 46,207
Agency MBS | Fair Value, Measurements, Recurring    
Assets:    
Asset fair value measurement 3,510,051 3,548,719
Non-Agency MBS | Fair Value, Measurements, Recurring    
Assets:    
Asset fair value measurement 643,610 795,203
Level 2 | Fair Value, Measurements, Recurring | Derivative Financial Instruments, Liabilities    
Liabilities:    
Derivative instruments at fair value 52,197 15,901
Level 2 | Fair Value, Measurements, Recurring | Derivative Financial Instruments, Assets    
Assets:    
Asset fair value measurement 5,833 46,207
Level 2 | Agency MBS | Fair Value, Measurements, Recurring    
Assets:    
Asset fair value measurement 3,510,051 3,548,719
Level 2 | Non-Agency MBS | Fair Value, Measurements, Recurring    
Assets:    
Asset fair value measurement $ 643,610 $ 795,203