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Mortgage-Backed Securities - Non-Agency Securities Credit Losses (Detail) - Non-Agency RMBS - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]      
Cumulative credit loss beginning balance $ 587,199 $ 591,521 $ 556,485
Additions:      
Other-than-temporary impairments not previously recognized 1,479 9,379 12,669
Reductions for securities sold or deconsolidated during the period (175) (9,169) (12,405)
Increases related to other-than-temporary impairments on securities with previously recognized other-than-temporary impairments 3,375 12,412 47,211
Reductions for increases in cash flows expected to be collected over the remaining life of the securities (5,593) (16,944) (12,439)
Cumulative credit impairment loss ending balance $ 586,285 $ 587,199 $ 591,521