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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
6 Months Ended 12 Months Ended
Jun. 30, 2020
USD ($)
loan
Dec. 31, 2019
USD ($)
loan
Portfolio Characteristics:    
Number of loans | loan 261 300
Current principal balance $ 127,782 $ 148,908
Average loan balance $ 490 $ 496
Net weighted average coupon rate 5.39% 5.40%
Weighted average FICO score 742 744
Performance:    
Current $ 99,974 $ 146,999
Total $ 127,782 $ 148,908
LTV    
Portfolio Characteristics:    
Weighted average LTV (loan-to-value) 70.00% 70.00%
DTI    
Portfolio Characteristics:    
Weighted average DTI (debt-to-income) 38.00% 38.00%
30 days delinquent    
Performance:    
Delinquent $ 1,547 $ 1,909
60 days delinquent    
Performance:    
Delinquent 13,252  
90+ days delinquent    
Performance:    
Delinquent $ 13,009  
12-months bank statements    
Portfolio Characteristics:    
Number of loans | loan 12 17
24-months bank statements    
Portfolio Characteristics:    
Number of loans | loan 49 56
Alt documentation    
Portfolio Characteristics:    
Number of loans | loan 79 97
Full documentation    
Portfolio Characteristics:    
Number of loans | loan 12 15
Written Verification of Employment    
Portfolio Characteristics:    
Number of loans | loan 109 115