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Mortgage-Backed Securities - OTTI - Significant Inputs and Assumptions (Detail) - Non-agency MBS
9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Weighted Average    
Investment Holdings [Line Items]    
Loss Severity 69.00% 63.00%
60 days delinquent 8.00% 21.00%
Credit Enhancement 0.00% 24.00%
3 Month CPR 8.00% 12.00%
12 Month CPR 9.00% 12.00%
Minimum    
Investment Holdings [Line Items]    
Loss Severity 53.00% 34.00%
60 days delinquent 2.00% 13.00%
Credit Enhancement 0.00% 0.00%
3 Month CPR 3.00% 0.00%
12 Month CPR 3.00% 1.00%
Maximum    
Investment Holdings [Line Items]    
Loss Severity 102.00% 132.00%
60 days delinquent 18.00% 30.00%
Credit Enhancement 0.00% 55.00%
3 Month CPR 21.00% 39.00%
12 Month CPR 12.00% 28.00%