Mortgage-Backed Securities - Unrealized Loss Positions (Detail) $ in Thousands	Mar. 31, 2020 USD ($) security	Dec. 31, 2019 USD ($) security
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 676,160	$ 309,196
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (147,004)	$ (41,067)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	169	90
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 94,850	$ 219,978
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (70,470)	$ (44,917)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	87	94
Total, Estimated Fair Value	$ 771,010	$ 529,174
Total, Unrealized Losses	$ (217,474)	$ (85,984)
Total, Number of Positions | security	256	184
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 85,768	$ 0
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (2,286)	$ 0
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	14	0
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 0	$ 31,635
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ 0	$ (293)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	0	1
Total, Estimated Fair Value	$ 85,768	$ 31,635
Total, Unrealized Losses	$ (2,286)	$ (293)
Total, Number of Positions | security	14	1
Residential Mortgage-Backed Securities | Non-Agency RMBS - Subordinated
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 407,971	$ 69,178
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (80,429)	$ (5,064)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	32	9
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 1,435	$ 1,836
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (275)	$ (204)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	10	11
Total, Estimated Fair Value	$ 409,406	$ 71,014
Total, Unrealized Losses	$ (80,704)	$ (5,268)
Total, Number of Positions | security	42	20
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	$ 75,692	$ 50,376
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (35,469)	$ (22,737)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	97	46
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 43,493	$ 64,129
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (66,776)	$ (41,015)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	66	66
Total, Estimated Fair Value	$ 119,185	$ 114,505
Total, Unrealized Losses	$ (102,245)	$ (63,752)
Total, Number of Positions | security	163	112
Residential Mortgage-Backed Securities | Agency MBS - Residential
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 0	$ 11,398
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ 0	$ (605)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	0	4
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 0	$ 67,552
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ 0	$ (610)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	0	5
Total, Estimated Fair Value	$ 0	$ 78,950
Total, Unrealized Losses	$ 0	$ (1,215)
Total, Number of Positions | security	0	9
Residential Mortgage-Backed Securities | Agency RMBS - Interest-only
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 104,396	$ 121,228
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (28,624)	$ (12,089)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	23	22
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 1,250	$ 0
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (912)	$ 0
Unrealized Loss Position for 12 Months or More, Number of Positions | security	1	0
Total, Estimated Fair Value	$ 105,646	$ 121,228
Total, Unrealized Losses	$ (29,536)	$ (12,089)
Total, Number of Positions | security	24	22
Commercial Mortgage Backed Securities | Agency MBS - Commercial
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 0	$ 41,971
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ 0	$ (277)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	0	3
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 39,863	$ 44,896
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (115)	$ (389)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	3	4
Total, Estimated Fair Value	$ 39,863	$ 86,867
Total, Unrealized Losses	$ (115)	$ (666)
Total, Number of Positions | security	3	7
Commercial Mortgage Backed Securities | Agency CMBS - Interest-only
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 2,333	$ 15,045
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (196)	$ (295)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	3	6
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 8,809	$ 9,930
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (2,392)	$ (2,406)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	7	7
Total, Estimated Fair Value	$ 11,142	$ 24,975
Total, Unrealized Losses	$ (2,588)	$ (2,701)
Total, Number of Positions | security	10	13