Mortgage-Backed Securities - Maturities (Detail) - USD ($) $ in Thousands	Dec. 31, 2019	Dec. 31, 2018
Fair value
Less than one year, at fair value	$ 31,408	$ 8,800
Greater than one year and less than five years, at fair value	6,582,162	1,140,839
Greater than five years and less than ten years, at fair value	1,536,886	9,733,184
Greater than ten years, at fair value	3,804,962	3,792,257
Total maturities, at fair value	11,955,418	14,675,080
Amortized cost
Less than one year, at amortized cost	30,290	9,772
Greater than one year and less than five years, at amortized cost	6,305,410	1,067,871
Greater than five years and less than ten years, at amortized cost	1,253,782	9,393,282
Greater than ten years, at amortized cost	3,409,872	3,617,995
Amortized Cost	10,999,354	14,088,920
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior
Fair value
Less than one year, at fair value	16,343	7,611
Greater than one year and less than five years, at fair value	450,185	357,543
Greater than five years and less than ten years, at fair value	676,382	946,536
Greater than ten years, at fair value	558,001	631,434
Total maturities, at fair value	1,700,911	1,943,124
Amortized cost
Less than one year, at amortized cost	15,206	7,522
Greater than one year and less than five years, at amortized cost	304,850	277,025
Greater than five years and less than ten years, at amortized cost	409,958	585,187
Greater than ten years, at amortized cost	342,672	404,484
Amortized Cost	1,072,686	1,274,218
Residential Mortgage-Backed Securities | Non-Agency RMBS - Subordinated
Fair value
Less than one year, at fair value	0	0
Greater than one year and less than five years, at fair value	43,796	39,825
Greater than five years and less than ten years, at fair value	95,973	43,744
Greater than ten years, at fair value	484,829	192,898
Total maturities, at fair value	624,598	276,467
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	29,085	29,487
Greater than five years and less than ten years, at amortized cost	86,033	26,036
Greater than ten years, at amortized cost	438,476	167,487
Amortized Cost	553,594	223,010
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior interest-only
Fair value
Less than one year, at fair value	0	1,189
Greater than one year and less than five years, at fair value	126,631	38,710
Greater than five years and less than ten years, at fair value	159,057	105,722
Greater than ten years, at fair value	3,211	120,918
Total maturities, at fair value	288,899	266,539
Amortized cost
Less than one year, at amortized cost	0	2,250
Greater than one year and less than five years, at amortized cost	150,221	47,372
Greater than five years and less than ten years, at amortized cost	148,889	118,896
Greater than ten years, at amortized cost	2,060	128,356
Amortized Cost	301,170	296,874
Residential Mortgage-Backed Securities | Agency MBS - Residential
Fair value
Less than one year, at fair value	0	0
Greater than one year and less than five years, at fair value	5,939,408	640,713
Greater than five years and less than ten years, at fair value	421,539	8,524,211
Greater than ten years, at fair value	1,679	9,458
Total maturities, at fair value	6,362,626	9,174,382
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	5,796,044	645,368
Greater than five years and less than ten years, at amortized cost	414,482	8,550,766
Greater than ten years, at amortized cost	1,044	9,721
Amortized Cost	6,211,570	9,205,855
Residential Mortgage-Backed Securities | Agency RMBS - Interest-only
Fair value
Less than one year, at fair value	0	0
Greater than one year and less than five years, at fair value	1,614	0
Greater than five years and less than ten years, at fair value	126,053	65,675
Greater than ten years, at fair value	0	0
Total maturities, at fair value	127,667	65,675
Amortized cost
Less than one year, at amortized cost	0
Greater than one year and less than five years, at amortized cost	2,260	0
Greater than five years and less than ten years, at amortized cost	137,276	64,185
Greater than ten years, at amortized cost	0	0
Amortized Cost	139,536	64,185
Commercial Mortgage Backed Securities | Agency MBS - Commercial
Fair value
Less than one year, at fair value	15,065	0
Greater than one year and less than five years, at fair value	0	15,468
Greater than five years and less than ten years, at fair value	29,385	28,205
Greater than ten years, at fair value	2,757,242	2,837,549
Total maturities, at fair value	2,801,692	2,881,222
Amortized cost
Less than one year, at amortized cost	15,084	0
Greater than one year and less than five years, at amortized cost	0	15,543
Greater than five years and less than ten years, at amortized cost	28,954	29,447
Greater than ten years, at amortized cost	2,625,620	2,907,947
Amortized Cost	2,669,658	2,952,937
Commercial Mortgage Backed Securities | Agency CMBS - Interest-only
Fair value
Less than one year, at fair value	0	0
Greater than one year and less than five years, at fair value	20,528	48,580
Greater than five years and less than ten years, at fair value	28,497	19,091
Greater than ten years, at fair value	0	0
Total maturities, at fair value	49,025	67,671
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	22,950	53,076
Greater than five years and less than ten years, at amortized cost	28,190	18,765
Greater than ten years, at amortized cost	0	0
Amortized Cost	$ 51,140	$ 71,841