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Mortgage-Backed Securities - Geographical and Other Statistics (Detail) - Non-agency MBS - USD ($)
$ in Thousands
Jun. 30, 2018
Dec. 31, 2017
Investment Holdings [Line Items]    
Weighted average maturity (years) 20 years 4 months 24 days 20 years 8 months 12 days
Weighted average amortized loan to value 63.30% 64.40%
Weighted average FICO 703 697
Weighted average loan balance (in thousands) $ 324 $ 314
Weighted average percentage owner occupied 84.50% 84.40%
Weighted average percentage single family residence 65.70% 66.30%
Weighted average current credit enhancement 1.50% 2.20%
CA    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 32.40% 31.70%
NY    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 8.40% 8.50%
FL    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 8.10% 8.30%
New Jersey    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 2.60% 2.70%