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Mortgage-Backed and Credit Risk Transfer Securities - Additional Information (Detail) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Debt Securities, Available-for-sale [Line Items]    
Gross unrealized losses $ 72,596 $ 211,220
Agency RMBS, Agency CMBS and CMO    
Debt Securities, Available-for-sale [Line Items]    
Gross unrealized losses 51,500 159,300
Agency IO, Non-Agency RMBS and Non-Agency CMBS    
Debt Securities, Available-for-sale [Line Items]    
Gross unrealized losses $ 21,100 $ 51,900