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Residential Mortgage Loans Held-For-Securitization - Carrying Value for Residential Mortgage Loans (Detail) - USD ($)
$ in Thousands
Jun. 30, 2020
Mar. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Carrying value [1] $ 367,539   $ 458,348  
Residential Mortgage Backed Securities        
Principal balance 127,782   148,908  
Unamortized premium, net of discount 3,384   4,014  
Allowance for loan losses (56) $ (56)    
Carrying value $ 131,110 $ 141,645 $ 152,922 $ 11,660
[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 June 30, 2020 and December 31, 2019, total assets of the consolidated VIEs were $369 million and $460 million (including accrued interest receivable of $1.3 million and $1.5 million), respectively (which is recorded above in the line item entitled “Interest receivable”), and total liabilities were $360 million and $450 million (including accrued interest payable of $1.2 million and $1.4 million), respectively (which is recorded in the line item above entitled “Accrued interest payable”). Please refer to Note 5, “Variable Interest Entities,” for further discussion.