Mortgage-Backed Securities - Gross Unrealized Gains (Losses) (Detail) - USD ($) $ in Thousands	Dec. 31, 2019	Dec. 31, 2018
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	$ 709,335	$ 722,110
Gross Unrealized Gain Included in Cumulative Earnings	332,713	94,346
Total Gross Unrealized Gain	1,042,048	816,456
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(999)	(95,278)
Gross Unrealized Loss Included in Cumulative Earnings	(84,985)	(135,018)
Total Gross Unrealized Loss	(85,984)	(230,296)
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	628,518	669,356
Gross Unrealized Gain Included in Cumulative Earnings	0	0
Total Gross Unrealized Gain	628,518	669,356
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(293)	(450)
Gross Unrealized Loss Included in Cumulative Earnings	0	0
Total Gross Unrealized Loss	(293)	(450)
Residential Mortgage-Backed Securities | Non-Agency RMBS - Subordinated
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	57,174	50,235
Gross Unrealized Gain Included in Cumulative Earnings	19,098	3,467
Total Gross Unrealized Gain	76,272	53,702
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(55)	(151)
Gross Unrealized Loss Included in Cumulative Earnings	(5,213)	(94)
Total Gross Unrealized Loss	(5,268)	(245)
Residential Mortgage-Backed Securities | 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	51,481	33,123
Total Gross Unrealized Gain	51,481	33,123
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(63,752)	(63,458)
Total Gross Unrealized Loss	(63,752)	(63,458)
Residential Mortgage-Backed Securities | Agency MBS - Residential
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	0	1,708
Gross Unrealized Gain Included in Cumulative Earnings	152,271	50,278
Total Gross Unrealized Gain	152,271	51,986
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	(59,552)
Gross Unrealized Loss Included in Cumulative Earnings	(1,215)	(23,907)
Total Gross Unrealized Loss	(1,215)	(83,459)
Residential Mortgage-Backed Securities | Agency RMBS - Interest-only
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Gain Included in Cumulative Earnings	220	1,490
Total Gross Unrealized Gain	220	1,490
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(12,089)	0
Total Gross Unrealized Loss	(12,089)	0
Commercial Mortgage Backed Securities | Agency MBS - Commercial
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	23,643	811
Gross Unrealized Gain Included in Cumulative Earnings	109,057	5,492
Total Gross Unrealized Gain	132,700	6,303
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(651)	(35,125)
Gross Unrealized Loss Included in Cumulative Earnings	(15)	(42,893)
Total Gross Unrealized Loss	(666)	(78,018)
Commercial Mortgage Backed Securities | Agency CMBS - Interest-only
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Gain Included in Cumulative Earnings	586	496
Total Gross Unrealized Gain	586	496
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(2,701)	(4,666)
Total Gross Unrealized Loss	$ (2,701)	$ (4,666)