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Mortgage-Backed Securities - Gains and Losses from Sales of Investments (Detail) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Dec. 31, 2019
Sep. 30, 2019
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Sep. 30, 2018
Jun. 30, 2018
Mar. 31, 2018
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Investment Holdings [Line Items]                      
Net realized gain (loss) $ 17,687 $ 1,596 $ (7,526) $ 8,603 $ 1,213 $ (6,123) $ 2,167 $ 0 $ 18,770 $ (2,844) $ 9,123
Non-Agency RMBS                      
Investment Holdings [Line Items]                      
Proceeds from sales:                 38,659 100,791 68,164
Gross realized gains:                 422 7,424 12,171
Gross realized losses:                 (1,445) (7,234) (20)
Agency RMBS                      
Investment Holdings [Line Items]                      
Proceeds from sales:                 2,915,545 7,064 570,195
Gross realized gains:                 35,221 0 3,068
Gross realized losses:                 (24,531) (1,919) (7,740)
Agency CMBS                      
Investment Holdings [Line Items]                      
Proceeds from sales:                 375,489 9,120 173,646
Gross realized gains:                 11,328 122 2,300
Gross realized losses:                 $ (2,225) $ (1,237) $ (656)