Mortgage-Backed Securities - Gross Unrealized Gains (Losses) (Detail) - Residential Mortgage-Backed Securities - USD ($) $ in Thousands	Sep. 30, 2019	Dec. 31, 2018
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	$ 770,315	$ 722,110
Gross Unrealized Gain Included in Cumulative Earnings	382,987	94,346
Total Gross Unrealized Gain	1,153,302	816,456
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(1,245)	(95,278)
Gross Unrealized Loss Included in Cumulative Earnings	(69,514)	(135,018)
Total Gross Unrealized Loss	(70,759)	(230,296)
Non-Agency RMBS - Senior
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	640,293	669,356
Gross Unrealized Gain Included in Cumulative Earnings	0	0
Total Gross Unrealized Gain	640,293	669,356
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(318)	(450)
Gross Unrealized Loss Included in Cumulative Earnings	0	0
Total Gross Unrealized Loss	(318)	(450)
Non-Agency RMBS - Senior interest-only
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Gain Included in Cumulative Earnings	47,593	31,123
Total Gross Unrealized Gain	47,593	31,123
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(60,210)	(63,175)
Total Gross Unrealized Loss	(60,210)	(63,175)
Non-Agency RMBS - Subordinated
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	59,702	50,235
Gross Unrealized Gain Included in Cumulative Earnings	21,445	3,467
Total Gross Unrealized Gain	81,147	53,702
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(61)	(151)
Gross Unrealized Loss Included in Cumulative Earnings	(332)	(94)
Total Gross Unrealized Loss	(393)	(245)
Non-Agency RMBS - Subordinated interest-only
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Gain Included in Cumulative Earnings	2,089	2,000
Total Gross Unrealized Gain	2,089	2,000
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(221)	(283)
Total Gross Unrealized Loss	(221)	(283)
Agency MBS - Residential
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	7,659	1,708
Gross Unrealized Gain Included in Cumulative Earnings	162,937	50,278
Total Gross Unrealized Gain	170,596	51,986
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(586)	(59,552)
Gross Unrealized Loss Included in Cumulative Earnings	(2,920)	(23,907)
Total Gross Unrealized Loss	(3,506)	(83,459)
Agency MBS - Commercial
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	62,661	811
Gross Unrealized Gain Included in Cumulative Earnings	146,711	5,492
Total Gross Unrealized Gain	209,372	6,303
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(280)	(35,125)
Gross Unrealized Loss Included in Cumulative Earnings	0	(42,893)
Total Gross Unrealized Loss	(280)	(78,018)
Agency MBS - Interest-only
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Gain Included in Cumulative Earnings	2,212	1,986
Total Gross Unrealized Gain	2,212	1,986
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(5,831)	(4,666)
Total Gross Unrealized Loss	$ (5,831)	$ (4,666)