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Mortgage-Backed Securities - Geographical and Other Statistics (Detail) - Non-Agency RMBS - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Investment Holdings [Line Items]    
Weighted average maturity (years) 23 years 3 months 18 days 23 years 7 months 6 days
Weighted average amortized loan to value 62.70% 63.20%
Weighted average FICO 718 719
Weighted average loan balance (in thousands) $ 308 $ 313
Weighted average percentage owner occupied 81.10% 80.60%
Weighted average percentage single family residence 60.30% 60.00%
Weighted average current credit enhancement 0.90% 1.10%
CA    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 33.40% 32.50%
FL    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 6.90% 6.60%
NY    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 6.80% 6.30%
TX    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 2.10%  
NJ    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states   2.00%