Mortgage-Backed Securities - Unrealized Loss Positions (Detail) - Residential Mortgage-Backed Securities $ in Thousands	Sep. 30, 2019 USD ($) security	Dec. 31, 2018 USD ($) security
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 189,902	$ 2,532,390
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (26,718)	$ (67,329)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	70	605
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 738,001	$ 2,484,509
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (44,041)	$ (162,967)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	109	415
Total, Estimated Fair Value	$ 927,903	$ 5,016,899
Total, Unrealized Losses	$ (70,759)	$ (230,296)
Total, Number of Positions | security	179	1,020
Non-Agency RMBS - Senior
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 0	$ 0
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ 0	$ 0
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	0	0
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 31,980	$ 33,303
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (318)	$ (450)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	1	1
Total, Estimated Fair Value	$ 31,980	$ 33,303
Total, Unrealized Losses	$ (318)	$ (450)
Total, Number of Positions | security	1	1
Non-Agency RMBS - Senior interest-only
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 65,646	$ 34,236
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (22,863)	$ (4,276)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	43	29
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 65,254	$ 95,108
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (37,347)	$ (58,899)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	68	91
Total, Estimated Fair Value	$ 130,900	$ 129,344
Total, Unrealized Losses	$ (60,210)	$ (63,175)
Total, Number of Positions | security	111	120
Non-Agency RMBS - Subordinated
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 19,229	$ 13,404
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (198)	$ (245)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	5	7
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 1,828	$ 0
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (195)	$ 0
Unrealized Loss Position for 12 Months or More, Number of Positions | security	11	8
Total, Estimated Fair Value	$ 21,057	$ 13,404
Total, Unrealized Losses	$ (393)	$ (245)
Total, Number of Positions | security	16	15
Non-Agency RMBS - Subordinated interest-only
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 2,499	$ 2,104
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (221)	$ (158)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	3	2
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 0	$ 303
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ 0	$ (125)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	0	1
Total, Estimated Fair Value	$ 2,499	$ 2,407
Total, Unrealized Losses	$ (221)	$ (283)
Total, Number of Positions | security	3	3
Agency MBS - Residential
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 367	$ 779,322
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (3)	$ (6,220)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	1	17
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 582,810	$ 1,809,566
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (3,503)	$ (77,239)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	18	114
Total, Estimated Fair Value	$ 583,177	$ 2,588,888
Total, Unrealized Losses	$ (3,506)	$ (83,459)
Total, Number of Positions | security	19	131
Agency MBS - Commercial
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 0	$ 1,697,555
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ 0	$ (56,382)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	0	548
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 45,391	$ 504,570
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (280)	$ (21,636)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	4	183
Total, Estimated Fair Value	$ 45,391	$ 2,202,125
Total, Unrealized Losses	$ (280)	$ (78,018)
Total, Number of Positions | security	4	731
Agency MBS - Interest-only
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 102,161	$ 5,769
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (3,433)	$ (48)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	18	2
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 10,738	$ 41,659
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (2,398)	$ (4,618)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	7	17
Total, Estimated Fair Value	$ 112,899	$ 47,428
Total, Unrealized Losses	$ (5,831)	$ (4,666)
Total, Number of Positions | security	25	19