Mortgage-Backed Securities - Unrealized Loss Positions (Detail) $ in Thousands	Dec. 31, 2019 USD ($) security	Dec. 31, 2018 USD ($) security
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 309,196	$ 2,532,390
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (41,067)	$ (67,329)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	90	605
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 219,978	$ 2,484,509
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (44,917)	$ (162,967)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	94	415
Total, Estimated Fair Value	$ 529,174	$ 5,016,899
Total, Unrealized Losses	$ (85,984)	$ (230,296)
Total, Number of Positions | security	184	1,020
Residential Mortgage-Backed Securities | 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	$ 31,635	$ 33,303
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (293)	$ (450)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	1	1
Total, Estimated Fair Value	$ 31,635	$ 33,303
Total, Unrealized Losses	$ (293)	$ (450)
Total, Number of Positions | security	1	1
Residential Mortgage-Backed Securities | Non-Agency RMBS - Subordinated
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 69,178	$ 13,404
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (5,064)	$ (245)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	9	7
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 1,836	$ 0
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (204)	$ 0
Unrealized Loss Position for 12 Months or More, Number of Positions | security	11	8
Total, Estimated Fair Value	$ 71,014	$ 13,404
Total, Unrealized Losses	$ (5,268)	$ (245)
Total, Number of Positions | security	20	15
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior interest-only
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 50,376	$ 36,340
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (22,737)	$ (4,434)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	46	31
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 64,129	$ 95,411
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (41,015)	$ (59,024)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	66	92
Total, Estimated Fair Value	$ 114,505	$ 131,751
Total, Unrealized Losses	$ (63,752)	$ (63,458)
Total, Number of Positions | security	112	123
Residential Mortgage-Backed Securities | Agency MBS - Residential
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 11,398	$ 779,322
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (605)	$ (6,220)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	4	17
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 67,552	$ 1,809,566
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (610)	$ (77,239)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	5	114
Total, Estimated Fair Value	$ 78,950	$ 2,588,888
Total, Unrealized Losses	$ (1,215)	$ (83,459)
Total, Number of Positions | security	9	131
Residential Mortgage-Backed Securities | Agency RMBS - Interest-only
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 121,228	$ 0
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (12,089)	$ 0
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	22	0
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 0	$ 0
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ 0	$ 0
Unrealized Loss Position for 12 Months or More, Number of Positions | security	0	0
Total, Estimated Fair Value	$ 121,228	$ 0
Total, Unrealized Losses	$ (12,089)	$ 0
Total, Number of Positions | security	22	0
Commercial Mortgage Backed Securities | Agency MBS - Commercial
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 41,971	$ 1,697,555
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (277)	$ (56,382)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	3	548
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 44,896	$ 504,570
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (389)	$ (21,636)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	4	183
Total, Estimated Fair Value	$ 86,867	$ 2,202,125
Total, Unrealized Losses	$ (666)	$ (78,018)
Total, Number of Positions | security	7	731
Commercial Mortgage Backed Securities | Agency CMBS - Interest-only
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 15,045	$ 5,769
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (295)	$ (48)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	6	2
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 9,930	$ 41,659
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (2,406)	$ (4,618)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	7	17
Total, Estimated Fair Value	$ 24,975	$ 47,428
Total, Unrealized Losses	$ (2,701)	$ (4,666)
Total, Number of Positions | security	13	19