Mortgage-Backed Securities - Credit Ratings (Detail) - Non-agency MBS	Mar. 31, 2017	Dec. 31, 2016
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	100.00%	100.00%
AAA
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	0.30%	0.30%
AA
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	0.30%	0.30%
A
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	0.60%	0.70%
BBB
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	0.80%	0.70%
BB
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	2.30%	3.00%
B
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	3.80%	3.90%
Below B or not rated
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	91.90%	91.10%