Mortgage-Backed Securities - Summary (Detail) - USD ($)	Jun. 30, 2020	Mar. 31, 2020	Dec. 31, 2019
Investment Holdings [Line Items]
Principal or Notional Value	$ 14,384,476,000		$ 22,419,481,000
Total Premium	500,370,000		687,503,000
Total Discount	(1,163,967,000)		(1,291,790,000)
Amortized Cost	4,224,267,000		10,999,354,000
Allowance for credit losses	(1,817,000)	$ (6,314,000)	0
Fair Value	4,903,777,000		11,955,418,000
Gross Unrealized Gains	844,838,000		1,042,048,000
Gross Unrealized Losses	(163,511,000)		(85,984,000)
Net Unrealized Gain/(Loss)	681,327,000		956,064,000
Non-Agency RMBS - Senior
Investment Holdings [Line Items]
Amortized Cost	80,221,558
Non-Agency RMBS - Subordinated
Investment Holdings [Line Items]
Amortized Cost	55,859,406
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior
Investment Holdings [Line Items]
Principal or Notional Value	1,697,252,000		2,024,564,000
Total Premium	3,038,000		2,038,000
Total Discount	(820,859,000)		(953,916,000)
Amortized Cost	879,431,000		1,072,686,000
Allowance for credit losses	(1,379,000)
Fair Value	1,341,814,000		1,700,911,000
Gross Unrealized Gains	464,065,000		628,518,000
Gross Unrealized Losses	(303,000)		(293,000)
Net Unrealized Gain/(Loss)	463,762,000		628,225,000
Residential Mortgage-Backed Securities | Non-Agency RMBS - Subordinated
Investment Holdings [Line Items]
Principal or Notional Value	893,311,000		876,592,000
Total Premium	8,132,000		9,915,000
Total Discount	(339,437,000)		(332,913,000)
Amortized Cost	562,006,000		553,594,000
Allowance for credit losses	(438,000)
Fair Value	522,655,000		624,598,000
Gross Unrealized Gains	51,707,000		76,272,000
Gross Unrealized Losses	(90,620,000)		(5,268,000)
Net Unrealized Gain/(Loss)	(38,913,000)		71,004,000
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior interest-only
Investment Holdings [Line Items]
Principal or Notional Value	6,380,154,000		7,458,653,000
Total Premium	275,025,000		301,170,000
Total Discount	0		0
Amortized Cost	275,025,000		301,170,000
Allowance for credit losses	0
Fair Value	319,701,000		288,899,000
Gross Unrealized Gains	90,965,000		51,481,000
Gross Unrealized Losses	(46,289,000)		(63,752,000)
Net Unrealized Gain/(Loss)	44,676,000		(12,271,000)
Residential Mortgage-Backed Securities | Agency MBS - Residential
Investment Holdings [Line Items]
Principal or Notional Value	0		6,080,547,000
Total Premium	0		131,023,000
Total Discount	0		0
Amortized Cost	0		6,211,570,000
Allowance for credit losses	0
Fair Value	0		6,362,626,000
Gross Unrealized Gains	0		152,271,000
Gross Unrealized Losses	0		(1,215,000)
Net Unrealized Gain/(Loss)	0		151,056,000
Residential Mortgage-Backed Securities | Agency RMBS - Interest-only
Investment Holdings [Line Items]
Principal or Notional Value	1,425,919,000		1,539,941,000
Total Premium	130,610,000		139,536,000
Total Discount	0		0
Amortized Cost	130,610,000		139,536,000
Allowance for credit losses	0
Fair Value	107,263,000		127,667,000
Gross Unrealized Gains	378,000		220,000
Gross Unrealized Losses	(23,725,000)		(12,089,000)
Net Unrealized Gain/(Loss)	(23,347,000)		(11,869,000)
Commercial Mortgage Backed Securities | Agency MBS - Commercial
Investment Holdings [Line Items]
Principal or Notional Value	2,297,301,000		2,621,938,000
Total Premium	43,061,000		52,681,000
Total Discount	(3,671,000)		(4,961,000)
Amortized Cost	2,336,691,000		2,669,658,000
Allowance for credit losses	0
Fair Value	2,572,329,000		2,801,692,000
Gross Unrealized Gains	235,673,000		132,700,000
Gross Unrealized Losses	(35,000)		(666,000)
Net Unrealized Gain/(Loss)	235,638,000		132,034,000
Commercial Mortgage Backed Securities | Agency CMBS - Interest-only
Investment Holdings [Line Items]
Principal or Notional Value	1,690,539,000		1,817,246,000
Total Premium	40,504,000		51,140,000
Total Discount	0		0
Amortized Cost	40,504,000		51,140,000
Allowance for credit losses	0
Fair Value	40,015,000		49,025,000
Gross Unrealized Gains	2,050,000		586,000
Gross Unrealized Losses	(2,539,000)		(2,701,000)
Net Unrealized Gain/(Loss)	$ (489,000)		$ (2,115,000)