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Mortgage-Backed Securities - Collateral Characteristics (Detail) - USD ($)
$ / shares in Units, $ in Thousands
Jun. 30, 2020
Dec. 31, 2019
Investment Holdings [Line Items]    
Principal or Notional Value at Period-End (dollars in thousands) $ 14,384,476 $ 22,419,481
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior    
Investment Holdings [Line Items]    
Principal or Notional Value at Period-End (dollars in thousands) $ 1,697,252 $ 2,024,564
Weighted Average Amortized Cost Basis (in dollars per share) $ 51.81 $ 52.98
Weighted Average Fair Value (in dollars per share) $ 79.06 $ 84.01
Weighted Average Coupon 4.60% 5.00%
Weighted Average Yield at Period-End 16.80% 20.80%
Residential Mortgage-Backed Securities | Non-Agency RMBS - Subordinated    
Investment Holdings [Line Items]    
Principal or Notional Value at Period-End (dollars in thousands) $ 893,311 $ 876,592
Weighted Average Amortized Cost Basis (in dollars per share) $ 62.91 $ 63.15
Weighted Average Fair Value (in dollars per share) $ 58.51 $ 71.25
Weighted Average Coupon 3.60% 3.70%
Weighted Average Yield at Period-End 6.40% 6.90%
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior interest-only    
Investment Holdings [Line Items]    
Principal or Notional Value at Period-End (dollars in thousands) $ 6,380,154 $ 7,458,653
Weighted Average Amortized Cost Basis (in dollars per share) $ 4.31 $ 4.04
Weighted Average Fair Value (in dollars per share) $ 5.01 $ 3.87
Weighted Average Coupon 1.50% 1.10%
Weighted Average Yield at Period-End 15.50% 8.40%
Residential Mortgage-Backed Securities | Agency MBS - Residential    
Investment Holdings [Line Items]    
Principal or Notional Value at Period-End (dollars in thousands) $ 0 $ 6,080,547
Weighted Average Amortized Cost Basis (in dollars per share)   $ 102.15
Weighted Average Fair Value (in dollars per share)   $ 104.64
Weighted Average Coupon   4.00%
Weighted Average Yield at Period-End   3.40%
Residential Mortgage-Backed Securities | Agency RMBS - Interest-only    
Investment Holdings [Line Items]    
Principal or Notional Value at Period-End (dollars in thousands) $ 1,425,919 $ 1,539,941
Weighted Average Amortized Cost Basis (in dollars per share) $ 9.16 $ 9.06
Weighted Average Fair Value (in dollars per share) $ 7.52 $ 8.29
Weighted Average Coupon 1.40% 1.60%
Weighted Average Yield at Period-End 2.10% 4.00%
Commercial Mortgage Backed Securities | Agency MBS - Commercial    
Investment Holdings [Line Items]    
Principal or Notional Value at Period-End (dollars in thousands) $ 2,297,301 $ 2,621,938
Weighted Average Amortized Cost Basis (in dollars per share) $ 101.71 $ 101.82
Weighted Average Fair Value (in dollars per share) $ 111.97 $ 106.86
Weighted Average Coupon 3.80% 3.70%
Weighted Average Yield at Period-End 3.70% 3.60%
Commercial Mortgage Backed Securities | Agency CMBS - Interest-only    
Investment Holdings [Line Items]    
Principal or Notional Value at Period-End (dollars in thousands) $ 1,690,539 $ 1,817,246
Weighted Average Amortized Cost Basis (in dollars per share) $ 2.40 $ 2.81
Weighted Average Fair Value (in dollars per share) $ 2.37 $ 2.70
Weighted Average Coupon 0.70% 0.70%
Weighted Average Yield at Period-End 5.00% 4.70%