Mortgage-Backed Securities - Gross Unrealized Gains (Losses) (Detail) - USD ($) $ in Thousands	Jun. 30, 2020	Dec. 31, 2019
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	$ 546,712	$ 709,335
Gross Unrealized Gain Included in Cumulative Earnings	298,126	332,713
Total Gross Unrealized Gain	844,838	1,042,048
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(9,202)	(999)
Gross Unrealized Loss Included in Cumulative Earnings	(154,309)	(84,985)
Total Gross Unrealized Loss	(163,511)	(85,984)
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	464,065	628,518
Gross Unrealized Gain Included in Cumulative Earnings	0	0
Total Gross Unrealized Gain	464,065	628,518
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(303)	(293)
Gross Unrealized Loss Included in Cumulative Earnings	0	0
Total Gross Unrealized Loss	(303)	(293)
Residential Mortgage-Backed Securities | Non-Agency RMBS - Subordinated
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	44,026	57,174
Gross Unrealized Gain Included in Cumulative Earnings	7,681	19,098
Total Gross Unrealized Gain	51,707	76,272
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(8,864)	(55)
Gross Unrealized Loss Included in Cumulative Earnings	(81,756)	(5,213)
Total Gross Unrealized Loss	(90,620)	(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	90,965	51,481
Total Gross Unrealized Gain	90,965	51,481
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(46,289)	(63,752)
Total Gross Unrealized Loss	(46,289)	(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	378	220
Total Gross Unrealized Gain	378	220
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(23,725)	(12,089)
Total Gross Unrealized Loss	(23,725)	(12,089)
Commercial Mortgage Backed Securities | Agency MBS - Commercial
Investment Holdings [Line Items]
Gross Unrealized Gain Included in Accumulated Other Comprehensive Income	38,621	23,643
Gross Unrealized Gain Included in Cumulative Earnings	197,052	109,057
Total Gross Unrealized Gain	235,673	132,700
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	(35)	(651)
Gross Unrealized Loss Included in Cumulative Earnings	0	(15)
Total Gross Unrealized Loss	(35)	(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	2,050	586
Total Gross Unrealized Gain	2,050	586
Gross Unrealized Loss Included in Accumulated Other Comprehensive Income	0	0
Gross Unrealized Loss Included in Cumulative Earnings	(2,539)	(2,701)
Total Gross Unrealized Loss	$ (2,539)	$ (2,701)