XML 67 R68.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Fair Value Measurements - Carrying and Fair Values (Detail) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securitized debt, collateralized by Non-Agency RMBS $ 133,557 $ 159,955
Carrying Amount | Level 2    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Repurchase agreements 13,427,545 14,030,465
Carrying Amount | Level 3    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securitized debt, collateralized by Non-Agency RMBS 133,557 159,955
Fair Value | Level 2    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Repurchase agreements 13,450,193 14,085,164
Fair Value | Level 3    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securitized debt, collateralized by Non-Agency RMBS $ 117,552 $ 140,711