XML 43 R66.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Fair Value Measurements - Unobservable Inputs Assumptions - Securitized Debt (Detail) - Loans held for investment - Variable Interest Entities, Primary Beneficiary, Aggregated Disclosure - Level 3
Dec. 31, 2019
Dec. 31, 2018
Discount Rate | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.00 0.00
Discount Rate | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.10 0.10
Discount Rate | Weighted Average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.033 0.045
CPR | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.06 0.06
CPR | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.20 0.18
CPR | Weighted Average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.091 0.093
CDR | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.00 0.00
CDR | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.03 0.23
CDR | Weighted Average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.014 0.014
Loss Severity | Minimum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.30 0.30
Loss Severity | Maximum    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.75 0.65
Loss Severity | Weighted Average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.598 0.587