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Mortgage-Backed Securities - Geographical and Other Statistics (Detail) - Non-agency MBS - USD ($)
$ in Thousands
Jun. 30, 2019
Dec. 31, 2018
Investment Holdings [Line Items]    
Weighted average maturity (years) 22 years 10 months 24 days 21 years 3 months 18 days
Weighted average amortized loan to value 63.50% 62.90%
Weighted average FICO 714 708
Weighted average loan balance (in thousands) $ 294 $ 308
Weighted average percentage owner occupied 86.50% 85.70%
Weighted average percentage single family residence 60.70% 63.80%
Weighted average current credit enhancement 1.20% 1.40%
CA    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 32.90% 33.80%
FL    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 7.10% 7.70%
NY    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 6.60% 7.40%
TX    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 2.20%  
NJ    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states   2.10%