Fair Value Measurements on Recurring Basis (Detail) - USD ($) $ in Thousands	Jun. 30, 2020	Dec. 31, 2019
Liabilities:
Derivative instruments at fair value	$ 93,317	$ 52,197
Derivative Financial Instruments, Liabilities
Liabilities:
Derivative instruments at fair value	93,317	52,197
Derivative Financial Instruments, Assets
Assets:
Asset fair value measurement	2,205	5,833
Agency MBS
Assets:
Asset fair value measurement	1,827,777	3,510,051
Liabilities:
Derivative instruments at fair value	93,300
Non-Agency MBS
Assets:
Asset fair value measurement	192,032	643,610
Level 2 \| Derivative Financial Instruments, Liabilities
Liabilities:
Derivative instruments at fair value	93,317	52,197
Level 2 \| Derivative Financial Instruments, Assets
Assets:
Asset fair value measurement	2,205	5,833
Level 2 \| Agency MBS
Assets:
Asset fair value measurement	1,827,777	3,510,051
Level 2 \| Non-Agency MBS
Assets:
Asset fair value measurement	$ 192,032	$ 643,610

Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 50
-Paragraph 3
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 825
-SubTopic 10
-Section 50
-Paragraph 10
-URI http://asc.fasb.org/extlink&oid=118260190&loc=d3e13433-108611

Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 55
-Paragraph 10
-URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313

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