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Mortgage-Backed Securities - Credit Ratings (Detail) - Non-Agency RMBS
Mar. 31, 2020
Dec. 31, 2019
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 0.70% 0.40%
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 1.00% 0.90%
BBB    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 1.70% 1.60%
BB    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 3.90% 3.80%
B    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 1.50% 1.60%
Below B or not rated    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 91.10% 91.60%