XML 27 R48.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Mortgage-Backed Securities - OTTI - Significant Inputs and Assumptions (Detail) - Non-Agency RMBS
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Weighted Average    
Investment Holdings [Line Items]    
Loss Severity 69.00% 59.00%
60 days delinquent 8.00% 13.00%
Credit Enhancement 0.00% 14.00%
3 Month Prepay Rate 8.00% 10.00%
12 Month Prepay Rate 9.00% 11.00%
Minimum    
Investment Holdings [Line Items]    
Loss Severity 53.00% 5.00%
60 days delinquent 2.00% 0.00%
Credit Enhancement 0.00% 0.00%
3 Month Prepay Rate 3.00% 0.00%
12 Month Prepay Rate 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 Prepay Rate 21.00% 39.00%
12 Month Prepay Rate 12.00% 28.00%