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Mortgage-Backed Securities - Investment Holdings - Narrative (Detail)
$ in Thousands
3 Months Ended 6 Months Ended
Mar. 31, 2020
USD ($)
Jun. 30, 2020
USD ($)
Dec. 31, 2019
USD ($)
Investment Holdings [Line Items]      
Gross unrealized loss   $ 163,511 $ 85,984
Agency MBS      
Investment Holdings [Line Items]      
Gross unrealized loss   35 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   53.00% 58.00%
Non Agency Residential MBS Deemed To Be Equivalent To Prime Quality      
Investment Holdings [Line Items]      
Percentage in prime collateral   11.00% 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