Borrowings - Schedule of Borrowings (Detail) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2019	Dec. 31, 2018
Repurchase Agreements
Amount Outstanding	$ 17,532,303	$ 13,602,484
Period-end Weighted Average Interest Rate	2.11%	2.80%
Weighted Average Remaining Maturity (Days)	39 days	34 days
Secured Loans:
Secured Loans, Amount Outstanding	$ 1,650,000	$ 1,650,000
Secured Debt, Excluding Asset-backed Securities
Total Borrowings
Total borrowings, amount outstanding	$ 19,182,303	$ 15,252,484
Total borrowings, weighted average interest rate	2.09%	2.79%
Total borrowings, weighted average remaining maturity (days)	172 days	242 days
Agency RMBS
Repurchase Agreements
Amount Outstanding	$ 9,666,964	$ 9,529,352
Period-end Weighted Average Interest Rate	1.95%	2.56%
Weighted Average Remaining Maturity (Days)	46 days	36 days
Agency CMBS
Repurchase Agreements
Amount Outstanding	$ 4,246,359	$ 810,450
Period-end Weighted Average Interest Rate	1.95%	2.53%
Weighted Average Remaining Maturity (Days)	43 days	31 days
Non-Agency CMBS
Repurchase Agreements
Amount Outstanding	$ 2,041,968	$ 1,616,473
Period-end Weighted Average Interest Rate	2.71%	3.56%
Weighted Average Remaining Maturity (Days)	14 days	19 days
Non-Agency RMBS
Repurchase Agreements
Amount Outstanding	$ 790,412	$ 923,959
Period-end Weighted Average Interest Rate	2.65%	3.60%
Weighted Average Remaining Maturity (Days)	16 days	26 days
GSE CRT
Repurchase Agreements
Amount Outstanding	$ 753,110	$ 681,014
Period-end Weighted Average Interest Rate	2.70%	3.48%
Weighted Average Remaining Maturity (Days)	13 days	21 days
Loan Participation Interest
Repurchase Agreements
Amount Outstanding	$ 33,490	$ 41,236
Period-end Weighted Average Interest Rate	3.22%	4.09%
Weighted Average Remaining Maturity (Days)	240 days	605 days
Secured Loans
Secured Loans:
Secured Loans, Amount Outstanding	$ 1,650,000	$ 1,650,000
Secured Loans, Weighted Average Interest Rate	1.93%	2.68%
Secured Loans, Weighted Average Remaining Maturity (Days)	1587 days	1952 days