XML 19 R41.htm IDEA: XBRL DOCUMENT v3.20.1
Mortgage-Backed Securities - Investment Holdings - Narrative (Detail)
$ in Thousands
3 Months Ended
Mar. 31, 2020
USD ($)
Dec. 31, 2019
USD ($)
Investment Holdings [Line Items]    
Gross unrealized loss $ 217,474 $ 85,984
Agency MBS    
Investment Holdings [Line Items]    
Gross unrealized loss 115 1,000
Non-Agency RMBS    
Investment Holdings [Line Items]    
Gross unrealized loss $ 9,000 $ 348
Non-Agency RMBS Deemed To Be Equivalent To Alt-A Quality    
Investment Holdings [Line Items]    
Percentage in Alt-A collateral 58.00% 58.00%
Non Agency Residential MBS Deemed To Be Equivalent To Prime Quality    
Investment Holdings [Line Items]    
Percentage in prime collateral 13.00% 12.00%
Minimum | Alt-A    
Investment Holdings [Line Items]    
FICO Score 680  
Maximum | Alt-A    
Investment Holdings [Line Items]    
FICO Score 720  
Alt-A securities underlying collateral of full documented loans 30.00%  
Non-Agency RMBS    
Investment Holdings [Line Items]    
Market value of investments transferred $ 135,000