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Schedule IV - Mortgage Loans on Real Estate (Detail)
$ in Thousands
 12 Months Ended
Dec. 31, 2019
USD ($)
Dec. 31, 2019
USD ($)
loan
Dec. 31, 2019
USD ($)
item
Dec. 31, 2019
USD ($)
Dec. 31, 2018
USD ($)
loan
item
Dec. 31, 2017
USD ($)
Mortgage Loans on Real Estate [Line Items]            
Carrying value [1] $ 458,348 $ 458,348 $ 458,348 $ 458,348 $ 549,016  
Residential Mortgage Backed Securities            
Mortgage Loans on Real Estate [Line Items]            
Number of loans   300 300   22  
Interest Rate       5.40% 5.95%  
Unamortized premium, net of discount 4,014 $ 4,014 $ 4,014 $ 4,014 $ 379  
Face Amount 152,922 152,922 152,922 152,922    
Carrying value $ 152,922 152,922 $ 152,922 $ 152,922 $ 11,660  
Residential Mortgage Backed Securities | 30-year Fixed-rate MBS            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | item     69      
Interest Rate       5.61%    
Final Maturity Date 2048          
Face Amount $ 23,635 23,635 $ 23,635 $ 23,635    
Carrying value $ 23,635 23,635 $ 23,635 $ 23,635    
Residential Mortgage Backed Securities | 20-year Fixed-rate MBS            
Mortgage Loans on Real Estate [Line Items]            
Final Maturity Date 2018          
Residential Mortgage Backed Securities | 15-year fixed-rate MBS            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | item     2      
Interest Rate       5.38%    
Final Maturity Date 2033          
Face Amount $ 507 507 $ 507 $ 507    
Carrying value $ 507 507 $ 507 $ 507    
Residential Mortgage Backed Securities | 5- to 10-year hybrid ARMs            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | item     229      
Interest Rate       5.36%    
Final Maturity Date 2048          
Face Amount $ 124,766 124,766 $ 124,766 $ 124,766    
Carrying value $ 124,766 124,766 $ 124,766 $ 124,766    
Residential Mortgage Backed Securities | $50,000 and $100,000            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | item     29      
Interest Rate       5.89%    
Final Maturity Date 2048          
Face Amount $ 3,348 3,348 $ 3,348 $ 3,348    
Carrying value $ 3,348 3,348 $ 3,348 $ 3,348    
Residential Mortgage Backed Securities | $100,000 and $300,000            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | item     93      
Interest Rate       5.55%    
Final Maturity Date 2048          
Face Amount $ 23,635 23,635 $ 23,635 $ 23,635    
Carrying value $ 23,635 23,635 $ 23,635 $ 23,635    
Residential Mortgage Backed Securities | $300,001 and $500,000            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | item     86      
Interest Rate       5.30%    
Final Maturity Date 2048          
Face Amount $ 39,158 39,158 $ 39,158 $ 39,158    
Carrying value $ 39,158 39,158 $ 39,158 $ 39,158    
Residential Mortgage Backed Securities | $500,001 and $700,000            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | item     47      
Interest Rate       5.35%    
Final Maturity Date 2048          
Face Amount $ 29,757 29,757 $ 29,757 $ 29,757    
Carrying value $ 29,757 29,757 $ 29,757 $ 29,757    
Residential Mortgage Backed Securities | $700,001 and $900,000            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | item     16      
Interest Rate       5.59%    
Final Maturity Date 2048          
Face Amount $ 13,906 13,906 $ 13,906 $ 13,906    
Carrying value $ 13,906 13,906 $ 13,906 $ 13,906    
Residential Mortgage Backed Securities | $900,000            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | item     29      
Interest Rate       5.33%    
Final Maturity Date 2048          
Face Amount $ 39,104 39,104 $ 39,104 $ 39,104    
Carrying value 39,104 $ 39,104 $ 39,104 $ 39,104    
Residential Mortgage Backed Securities | Variable Interest Entities Primary Beneficiary            
Mortgage Loans on Real Estate [Line Items]            
Number of loans   704 704   829  
Interest Rate [2]       3.87%    
Application of December payments 10,907 $ 10,907 $ 10,907 $ 10,907    
Unamortized premium, net of discount 1,755 1,755 1,755 1,755 $ 3,321  
Allowance for loan losses (175) (175) (175) (175) (186) $ (203)
Face Amount 458,348 458,348 458,348 458,348    
Carrying value 458,348 [1] 458,348 [1] 458,348 [1] 458,348 [1] $ 549,016 [1] $ 639,351
Principal Amount Subject to Delinquent Principal or Interest [3] $ 1,045 $ 1,045 1,045 $ 1,045    
Residential Mortgage Backed Securities | Variable Interest Entities Primary Beneficiary | 30-year Fixed-rate MBS            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | loan   635        
Interest Rate [2]       3.93%    
Final Maturity Date [4] 2045          
Face Amount $ 406,064 $ 406,064 406,064 $ 406,064    
Carrying value 406,064 406,064 406,064 406,064    
Principal Amount Subject to Delinquent Principal or Interest [3] $ 1,045 $ 1,045 1,045 $ 1,045    
Residential Mortgage Backed Securities | Variable Interest Entities Primary Beneficiary | 20-year Fixed-rate MBS            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | loan   1        
Interest Rate [2]       4.00%    
Final Maturity Date [4] 2045          
Face Amount $ 733 $ 733 733 $ 733    
Carrying value $ 733 $ 733 733 $ 733    
Residential Mortgage Backed Securities | Variable Interest Entities Primary Beneficiary | 15-year fixed-rate MBS            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | loan   51        
Interest Rate [2]       3.13%    
Final Maturity Date [4] 2045          
Face Amount $ 26,520 $ 26,520 26,520 $ 26,520    
Carrying value $ 26,520 $ 26,520 26,520 $ 26,520    
Residential Mortgage Backed Securities | Variable Interest Entities Primary Beneficiary | 5- to 10-year hybrid ARMs            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | loan   17        
Interest Rate [2]       3.33%    
Final Maturity Date [4] 2045          
Face Amount $ 12,544 $ 12,544 12,544 $ 12,544    
Carrying value $ 12,544 $ 12,544 12,544 $ 12,544    
Residential Mortgage Backed Securities | Variable Interest Entities Primary Beneficiary | $100,000 and $300,000            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | loan   12        
Interest Rate [2]       3.93%    
Final Maturity Date [4] 2045          
Face Amount $ 2,846 $ 2,846 2,846 $ 2,846    
Carrying value $ 2,846 $ 2,846 2,846 $ 2,846    
Residential Mortgage Backed Securities | Variable Interest Entities Primary Beneficiary | $300,001 and $500,000            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | loan   197        
Interest Rate [2]       3.84%    
Final Maturity Date [4] 2045          
Face Amount $ 85,239 $ 85,239 85,239 $ 85,239    
Carrying value 85,239 85,239 85,239 85,239    
Principal Amount Subject to Delinquent Principal or Interest [3] $ 454 $ 454 454 $ 454    
Residential Mortgage Backed Securities | Variable Interest Entities Primary Beneficiary | $500,001 and $700,000            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | loan   294        
Interest Rate [2]       3.90%    
Final Maturity Date [4] 2045          
Face Amount $ 176,065 $ 176,065 176,065 $ 176,065    
Carrying value $ 176,065 $ 176,065 176,065 $ 176,065    
Residential Mortgage Backed Securities | Variable Interest Entities Primary Beneficiary | $700,001 and $900,000            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | loan   132        
Interest Rate [2]       3.87%    
Final Maturity Date [4] 2045          
Face Amount $ 103,286 $ 103,286 103,286 $ 103,286    
Carrying value 103,286 103,286 103,286 103,286    
Principal Amount Subject to Delinquent Principal or Interest [3] $ 591 $ 591 591 $ 591    
Residential Mortgage Backed Securities | Variable Interest Entities Primary Beneficiary | $900,000            
Mortgage Loans on Real Estate [Line Items]            
Number of loans | loan   69        
Interest Rate [2]       3.81%    
Final Maturity Date [4] 2045          
Face Amount $ 78,425 $ 78,425 78,425 $ 78,425    
Carrying value $ 78,425 $ 78,425 $ 78,425 $ 78,425    
[1] The consolidated balance sheets include assets of consolidated variable interest entities, or VIEs, that can only be used to settle obligations and liabilities of the VIEs for which creditors do not have recourse to the Company. At December 31, 2019 and December 31, 2018, total assets of the consolidated VIEs were $460 million and $551 million (including accrued interest receivable of $1.5 million and $1.8 million), respectively (which is recorded above in the line item “Interest and dividends receivable”), and total liabilities were $450 million and $541 million (including accrued interest payable of $1.4 million and $1.7 million), respectively (which is recorded above in the line item “Accrued interest payable”). Please refer to Note 5, “Variable Interest Entities,” for further discussion.
[2] This represents the weighted average net coupon rate.
[3] Does not include any amounts that are delinquent less than 90 days.
[4] Represents the Final Maturity Date of the securitization trusts.