Mortgage-Backed Securities - Gross Unrealized Gains (Losses) (Detail) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	$ 511,709	$ 709,335
Gross Unrealized Gain Included in Cumulative Earnings	234,436	332,713
Total Gross Unrealized Gain	746,145	1,042,048
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(9,218)	(999)
Gross Unrealized Loss Included in Cumulative Earnings	(208,256)	(84,985)
Total Gross Unrealized Loss	(217,474)	(85,984)
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	424,613	628,518
Gross Unrealized Gain Included in Cumulative Earnings	0	0
Total Gross Unrealized Gain	424,613	628,518
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(2,286)	(293)
Gross Unrealized Loss Included in Cumulative Earnings	0	0
Total Gross Unrealized Loss	(2,286)	(293)
Residential Mortgage-Backed Securities | Non-Agency RMBS - Subordinated
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	35,815	57,174
Gross Unrealized Gain Included in Cumulative Earnings	6,967	19,098
Total Gross Unrealized Gain	42,782	76,272
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(6,817)	(55)
Gross Unrealized Loss Included in Cumulative Earnings	(73,887)	(5,213)
Total Gross Unrealized Loss	(80,704)	(5,268)
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	41,151	51,481
Total Gross Unrealized Gain	41,151	51,481
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(102,245)	(63,752)
Total Gross Unrealized Loss	(102,245)	(63,752)
Residential Mortgage-Backed Securities | Agency MBS - Residential
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Gain Included in Cumulative Earnings	0	152,271
Total Gross Unrealized Gain	0	152,271
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	0	(1,215)
Total Gross Unrealized Loss	0	(1,215)
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	0	220
Total Gross Unrealized Gain	0	220
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(29,536)	(12,089)
Total Gross Unrealized Loss	(29,536)	(12,089)
Commercial Mortgage Backed Securities | Agency MBS - Commercial
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	51,281	23,643
Gross Unrealized Gain Included in Cumulative Earnings	184,704	109,057
Total Gross Unrealized Gain	235,985	132,700
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(115)	(651)
Gross Unrealized Loss Included in Cumulative Earnings	0	(15)
Total Gross Unrealized Loss	(115)	(666)
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	1,614	586
Total Gross Unrealized Gain	1,614	586
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(2,588)	(2,701)
Total Gross Unrealized Loss	$ (2,588)	$ (2,701)