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Mortgage-Backed Securities - Maturities (Detail) - USD ($)
Mar. 31, 2020
Dec. 31, 2019
Fair value    
Less than one year, at fair value $ 27,145,000 $ 31,408,000
Greater than one year and less than five years, at fair value 529,004,000 6,582,162,000
Greater than five years and less than ten years, at fair value 920,185,000 1,536,886,000
Greater than ten years, at fair value 3,636,426,000 3,804,962,000
Total maturities, at fair value 5,112,760,000 11,955,418,000
Amortized cost    
Less than one year, at amortized cost 29,223,000 30,290,000
Greater than one year and less than five years, at amortized cost 482,936,000 6,305,410,000
Greater than five years and less than ten years, at amortized cost 783,032,000 1,253,782,000
Greater than ten years, at amortized cost 3,295,212,000 3,409,872,000
Amortized Cost 4,590,403,000 10,999,354,000
Non-Agency RMBS - Senior    
Amortized cost    
Amortized Cost 165,966,737  
Non-Agency RMBS - Subordinated    
Amortized cost    
Amortized Cost 55,410,172  
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior    
Fair value    
Less than one year, at fair value 9,861,000 16,343,000
Greater than one year and less than five years, at fair value 344,239,000 450,185,000
Greater than five years and less than ten years, at fair value 559,033,000 676,382,000
Greater than ten years, at fair value 507,091,000 558,001,000
Total maturities, at fair value 1,420,224,000 1,700,911,000
Amortized cost    
Less than one year, at amortized cost 9,961,000 15,206,000
Greater than one year and less than five years, at amortized cost 273,374,000 304,850,000
Greater than five years and less than ten years, at amortized cost 369,124,000 409,958,000
Greater than ten years, at amortized cost 350,848,000 342,672,000
Amortized Cost 1,003,307,000 1,072,686,000
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 29,670,000 43,796,000
Greater than five years and less than ten years, at fair value 112,528,000 95,973,000
Greater than ten years, at fair value 385,980,000 484,829,000
Total maturities, at fair value 528,178,000 624,598,000
Amortized cost    
Less than one year, at amortized cost 0 0
Greater than one year and less than five years, at amortized cost 21,487,000 29,085,000
Greater than five years and less than ten years, at amortized cost 111,344,000 86,033,000
Greater than ten years, at amortized cost 434,173,000 438,476,000
Amortized Cost 567,004,000 553,594,000
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior 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 113,900,000 126,631,000
Greater than five years and less than ten years, at fair value 109,067,000 159,057,000
Greater than ten years, at fair value 3,031,000 3,211,000
Total maturities, at fair value 225,998,000 288,899,000
Amortized cost    
Less than one year, at amortized cost 1,752,000 0
Greater than one year and less than five years, at amortized cost 145,034,000 150,221,000
Greater than five years and less than ten years, at amortized cost 137,145,000 148,889,000
Greater than ten years, at amortized cost 3,161,000 2,060,000
Amortized Cost 287,092,000 301,170,000
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 0 5,939,408,000
Greater than five years and less than ten years, at fair value 0 421,539,000
Greater than ten years, at fair value 0 1,679,000
Total maturities, at fair value 0 6,362,626,000
Amortized cost    
Less than one year, at amortized cost 0 0
Greater than one year and less than five years, at amortized cost 0 5,796,044,000
Greater than five years and less than ten years, at amortized cost 0 414,482,000
Greater than ten years, at amortized cost 0 1,044,000
Amortized Cost 0 6,211,570,000
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 1,250,000 1,614,000
Greater than five years and less than ten years, at fair value 104,394,000 126,053,000
Greater than ten years, at fair value 0 0
Total maturities, at fair value 105,644,000 127,667,000
Amortized cost    
Less than one year, at amortized cost 0 0
Greater than one year and less than five years, at amortized cost 2,162,000 2,260,000
Greater than five years and less than ten years, at amortized cost 133,018,000 137,276,000
Greater than ten years, at amortized cost 0 0
Amortized Cost 135,180,000 139,536,000
Commercial Mortgage Backed Securities | Agency MBS - Commercial    
Fair value    
Less than one year, at fair value 14,951,000 15,065,000
Greater than one year and less than five years, at fair value 0 0
Greater than five years and less than ten years, at fair value 31,252,000 29,385,000
Greater than ten years, at fair value 2,740,324,000 2,757,242,000
Total maturities, at fair value 2,786,527,000 2,801,692,000
Amortized cost    
Less than one year, at amortized cost 14,981,000 15,084,000
Greater than one year and less than five years, at amortized cost 0 0
Greater than five years and less than ten years, at amortized cost 28,646,000 28,954,000
Greater than ten years, at amortized cost 2,507,030,000 2,625,620,000
Amortized Cost 2,550,657,000 2,669,658,000
Commercial Mortgage Backed Securities | Agency CMBS - Interest-only    
Fair value    
Less than one year, at fair value 2,333,000 0
Greater than one year and less than five years, at fair value 39,945,000 20,528,000
Greater than five years and less than ten years, at fair value 3,911,000 28,497,000
Greater than ten years, at fair value 0 0
Total maturities, at fair value 46,189,000 49,025,000
Amortized cost    
Less than one year, at amortized cost 2,529,000 0
Greater than one year and less than five years, at amortized cost 40,879,000 22,950,000
Greater than five years and less than ten years, at amortized cost 3,755,000 28,190,000
Greater than ten years, at amortized cost 0 0
Amortized Cost $ 47,163,000 $ 51,140,000