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Mortgage-Backed Securities - Geographical and Other Statistics (Detail) - Non-agency MBS - USD ($)
$ in Thousands
Dec. 31, 2017
Dec. 31, 2016
Investment Holdings [Line Items]    
Weighted average maturity (years) 20 years 8 months 12 days 21 years 7 months 6 days
Weighted average amortized loan to value 64.40% 66.50%
Weighted average FICO 697 698
Weighted average loan balance (in thousands) $ 314 $ 319
Weighted average percentage owner occupied 84.40% 83.20%
Weighted average percentage single family residence 66.30% 65.80%
Weighted average current credit enhancement 2.20% 2.30%
California    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 31.70% 32.10%
New York    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 8.50% 7.90%
Florida    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 8.30% 8.10%
New Jersey    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 2.70% 2.70%