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Mortgage-Backed Securities - Credit Ratings (Detail) - Non-agency MBS
Mar. 31, 2018
Dec. 31, 2017
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 0.30% 0.30%
AA    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 0.50% 0.30%
A    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 0.50% 0.60%
BBB    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 1.70% 1.90%
BB    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 2.20% 2.50%
B    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 2.30% 2.30%
Below B    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 58.20% 59.60%
Not Rated    
Credit Derivatives [Line Items]    
Percentage of RMBS portfolio at fair value, by credit rating 34.30% 32.50%