Mortgage-Backed Securities - Unrealized Loss Positions (Detail) $ in Thousands	Jun. 30, 2020 USD ($) security	Dec. 31, 2019 USD ($) security
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 513,728	$ 309,196
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (108,768)	$ (41,067)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	75	90
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 96,733	$ 219,978
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (54,743)	$ (44,917)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	78	94
Total, Estimated Fair Value	$ 610,461	$ 529,174
Total, Unrealized Losses	$ (163,511)	$ (85,984)
Total, Number of Positions | security	153	184
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 16,375	$ 0
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (303)	$ 0
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	2	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	$ 16,375	$ 31,635
Total, Unrealized Losses	$ (303)	$ (293)
Total, Number of Positions | security	2	1
Residential Mortgage-Backed Securities | Non-Agency RMBS - Subordinated
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 376,359	$ 69,178
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (88,566)	$ (5,064)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	28	9
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 14,378	$ 1,836
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (2,054)	$ (204)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	12	11
Total, Estimated Fair Value	$ 390,737	$ 71,014
Total, Unrealized Losses	$ (90,620)	$ (5,268)
Total, Number of Positions | security	40	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	$ 15,589	$ 50,376
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (5,026)	$ (22,737)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	26	46
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 37,951	$ 64,129
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (41,263)	$ (41,015)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	51	66
Total, Estimated Fair Value	$ 53,540	$ 114,505
Total, Unrealized Losses	$ (46,289)	$ (63,752)
Total, Number of Positions | security	77	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	$ 76,605	$ 121,228
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (14,572)	$ (12,089)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	14	22
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 24,471	$ 0
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (9,153)	$ 0
Unrealized Loss Position for 12 Months or More, Number of Positions | security	8	0
Total, Estimated Fair Value	$ 101,076	$ 121,228
Total, Unrealized Losses	$ (23,725)	$ (12,089)
Total, Number of Positions | security	22	22
Commercial Mortgage Backed Securities | Agency MBS - Commercial
Investment Holdings [Line Items]
Unrealized Loss Position for Less than 12 Months, Estimated Fair Value	$ 24,755	$ 41,971
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (20)	$ (277)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	1	3
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 14,862	$ 44,896
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (15)	$ (389)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	2	4
Total, Estimated Fair Value	$ 39,617	$ 86,867
Total, Unrealized Losses	$ (35)	$ (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	$ 4,045	$ 15,045
Unrealized Loss Position for Less than 12 Months, Unrealized Losses	$ (281)	$ (295)
Unrealized Loss Position for Less than 12 Months, Number of Positions | security	4	6
Unrealized Loss Position for 12 Months or More, Estimated Fair Value	$ 5,071	$ 9,930
Unrealized Loss Position for 12 Months or More, Unrealized Losses	$ (2,258)	$ (2,406)
Unrealized Loss Position for 12 Months or More, Number of Positions | security	5	7
Total, Estimated Fair Value	$ 9,116	$ 24,975
Total, Unrealized Losses	$ (2,539)	$ (2,701)
Total, Number of Positions | security	9	13