Mortgage-Backed and Credit Risk Transfer Securities - Components of MBS and GSE CRT Interest Income (Detail) - USD ($) $ in Thousands	3 Months Ended								12 Months Ended
	Dec. 31, 2019	Sep. 30, 2019	Jun. 30, 2019	Mar. 31, 2019	Dec. 31, 2018	Sep. 30, 2018	Jun. 30, 2018	Mar. 31, 2018	Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017
Debt Securities, Available-for-sale [Line Items]
Net (Premium Amortization)/Discount Accretion									$ (46,243)	$ (42,608)	$ (67,152)
Interest Income	$ 191,490	$ 194,938	$ 200,737	$ 185,492	$ 174,511	$ 160,416	$ 147,548	$ 149,003	772,657	631,478	521,547
Mortgage-backed and credit risk transfer securities
Debt Securities, Available-for-sale [Line Items]
Coupon Interest									833,376	689,240	616,697
Net (Premium Amortization)/Discount Accretion									(60,719)	(57,762)	(95,150)
Interest Income									772,657	631,478	521,547
Agency RMBS
Debt Securities, Available-for-sale [Line Items]
Coupon Interest									488,650	441,757	392,248
Net (Premium Amortization)/Discount Accretion									(76,676)	(80,750)	(107,702)
Interest Income									411,974	361,007	284,546
Agency CMBS
Debt Securities, Available-for-sale [Line Items]
Coupon Interest									88,462	10,546
Net (Premium Amortization)/Discount Accretion									(4,712)	(591)
Interest Income									83,750	9,955
Non-Agency CMBS
Debt Securities, Available-for-sale [Line Items]
Coupon Interest									163,326	29,142	131,005
Net (Premium Amortization)/Discount Accretion									15,347	(3,071)	(4,268)
Interest Income									178,673	26,071	126,737
Non-Agency RMBS
Debt Securities, Available-for-sale [Line Items]
Coupon Interest									52,857	151,562	70,849
Net (Premium Amortization)/Discount Accretion									13,164	6,682	18,769
Interest Income									66,021	158,244	89,618
GSE CRT
Debt Securities, Available-for-sale [Line Items]
Coupon Interest									37,032	55,116	22,164
Net (Premium Amortization)/Discount Accretion									(7,842)	19,968	(1,949)
Interest Income									29,190	75,084	20,215
Other
Debt Securities, Available-for-sale [Line Items]
Coupon Interest									3,049	1,117	431
Net (Premium Amortization)/Discount Accretion									0	0	0
Interest Income									$ 3,049	$ 1,117	$ 431