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Residential Mortgage Loans Held-For-Securitization - Summary of Residential Mortgage Loans Held-for-Investment (Detail) - Residential Mortgage Backed Securities
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2020
USD ($)
loan
Dec. 31, 2019
USD ($)
loan
Portfolio Characteristics:    
Number of loans | loan 279 300
Current principal balance | $ $ 137,911 $ 148,908
Average loan balance | $ $ 494 $ 496
Net weighted average coupon rate 5.41% 5.40%
Weighted average FICO score 742 744
Performance:    
Current | $ $ 135,385 $ 146,999
Total | $ $ 137,911 $ 148,908
LTV    
Portfolio Characteristics:    
Weighted average LTV (loan-to-value) 70.00% 70.00%
DTI    
Portfolio Characteristics:    
Weighted average DTI (debt-to-income) 39.00% 38.00%
30 days delinquent    
Performance:    
Delinquent | $ $ 2,115 $ 1,909
60 days delinquent    
Performance:    
Delinquent | $ $ 411  
12-months bank statements    
Portfolio Characteristics:    
Number of loans | loan 15 17
24-months bank statements    
Portfolio Characteristics:    
Number of loans | loan 51 56
Alt documentation    
Portfolio Characteristics:    
Number of loans | loan 87 97
Full documentation    
Portfolio Characteristics:    
Number of loans | loan 13 15
Written Verification of Employment    
Portfolio Characteristics:    
Number of loans | loan 113 115