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Mortgage-Backed Securities - Credit Ratings (Detail) - Non-Agency RMBS
Dec. 31, 2019
Dec. 31, 2018
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 0.40% 0.50%
AA    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 0.10% 0.10%
A    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 0.90% 0.30%
BBB    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 1.60% 0.40%
BB    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 3.80% 3.60%
B    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 1.60% 1.10%
Below B or not rated    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 91.60% 94.00%