Mortgage-Backed Securities - Credit Ratings (Detail) - Non-Agency RMBS [Member]	Mar. 31, 2016	Dec. 31, 2015
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	100.00%	100.00%
AAA Credit Rating [Member]
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	0.50%	0.50%
AA Credit Rating [Member]
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	0.40%	0.40%
A Credit Rating [Member]
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	0.80%	0.80%
BBB Credit Rating [Member]
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	0.30%	0.40%
BB Credit Rating [Member]
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	5.50%	5.20%
B Credit Rating [Member]
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	3.10%	3.00%
Below B or Not Rated Credit Rating [Member]
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	89.40%	89.70%