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Mortgage-Backed Securities - Maturities (Detail) - USD ($)
Jun. 30, 2020
Dec. 31, 2019
Fair value    
Less than one year, at fair value $ 16,626,000 $ 31,408,000
Greater than one year and less than five years, at fair value 586,430,000 6,582,162,000
Greater than five years and less than ten years, at fair value 914,188,000 1,536,886,000
Greater than ten years, at fair value 3,386,533,000 3,804,962,000
Total maturities, at fair value 4,903,777,000 11,955,418,000
Amortized cost    
Less than one year, at amortized cost 17,558,000 30,290,000
Greater than one year and less than five years, at amortized cost 471,806,000 6,305,410,000
Greater than five years and less than ten years, at amortized cost 688,941,000 1,253,782,000
Greater than ten years, at amortized cost 3,045,962,000 3,409,872,000
Amortized Cost 4,224,267,000 10,999,354,000
Non-Agency RMBS - Senior    
Amortized cost    
Amortized Cost 80,221,558  
Non-Agency RMBS - Subordinated    
Amortized cost    
Amortized Cost 55,859,406  
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior    
Fair value    
Less than one year, at fair value 0 16,343,000
Greater than one year and less than five years, at fair value 363,282,000 450,185,000
Greater than five years and less than ten years, at fair value 514,141,000 676,382,000
Greater than ten years, at fair value 464,391,000 558,001,000
Total maturities, at fair value 1,341,814,000 1,700,911,000
Amortized cost    
Less than one year, at amortized cost 0 15,206,000
Greater than one year and less than five years, at amortized cost 260,682,000 304,850,000
Greater than five years and less than ten years, at amortized cost 313,117,000 409,958,000
Greater than ten years, at amortized cost 305,632,000 342,672,000
Amortized Cost 879,431,000 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 37,567,000 43,796,000
Greater than five years and less than ten years, at fair value 118,921,000 95,973,000
Greater than ten years, at fair value 366,167,000 484,829,000
Total maturities, at fair value 522,655,000 624,598,000
Amortized cost    
Less than one year, at amortized cost 0 0
Greater than one year and less than five years, at amortized cost 23,158,000 29,085,000
Greater than five years and less than ten years, at amortized cost 119,819,000 86,033,000
Greater than ten years, at amortized cost 419,029,000 438,476,000
Amortized Cost 562,006,000 553,594,000
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior interest-only    
Fair value    
Less than one year, at fair value 234,000 0
Greater than one year and less than five years, at fair value 149,778,000 126,631,000
Greater than five years and less than ten years, at fair value 167,634,000 159,057,000
Greater than ten years, at fair value 2,055,000 3,211,000
Total maturities, at fair value 319,701,000 288,899,000
Amortized cost    
Less than one year, at amortized cost 979,000 0
Greater than one year and less than five years, at amortized cost 150,770,000 150,221,000
Greater than five years and less than ten years, at amortized cost 120,614,000 148,889,000
Greater than ten years, at amortized cost 2,662,000 2,060,000
Amortized Cost 275,025,000 301,170,000
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 1,176,000 1,614,000
Greater than five years and less than ten years, at fair value 106,087,000 126,053,000
Greater than ten years, at fair value 0 0
Total maturities, at fair value 107,263,000 127,667,000
Amortized cost    
Less than one year, at amortized cost 0 0
Greater than one year and less than five years, at amortized cost 2,067,000 2,260,000
Greater than five years and less than ten years, at amortized cost 128,543,000 137,276,000
Greater than ten years, at amortized cost 0 0
Amortized Cost 130,610,000 139,536,000
Commercial Mortgage Backed Securities | Agency MBS - Commercial    
Fair value    
Less than one year, at fair value 14,862,000 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 3,547,000 29,385,000
Greater than ten years, at fair value 2,553,920,000 2,757,242,000
Total maturities, at fair value 2,572,329,000 2,801,692,000
Amortized cost    
Less than one year, at amortized cost 14,877,000 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 3,175,000 28,954,000
Greater than ten years, at amortized cost 2,318,639,000 2,625,620,000
Amortized Cost 2,336,691,000 2,669,658,000
Commercial Mortgage Backed Securities | Agency CMBS - Interest-only    
Fair value    
Less than one year, at fair value 1,530,000 0
Greater than one year and less than five years, at fair value 34,627,000 20,528,000
Greater than five years and less than ten years, at fair value 3,858,000 28,497,000
Greater than ten years, at fair value 0 0
Total maturities, at fair value 40,015,000 49,025,000
Amortized cost    
Less than one year, at amortized cost 1,702,000 0
Greater than one year and less than five years, at amortized cost 35,129,000 22,950,000
Greater than five years and less than ten years, at amortized cost 3,673,000 28,190,000
Greater than ten years, at amortized cost 0 0
Amortized Cost $ 40,504,000 $ 51,140,000