XML 95 R74.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Consolidated Securitization Vehicles and Other Variable Interest Entities - Narrative (Detail) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Non-Agency RMBS      
Variable Interest Entity [Line Items]      
Unconsolidated VIEs, individual investments (Less than $1 million) $ 2,000,000    
Unconsolidated VIEs, aggregate investment   $ 1,500,000  
Non-Agency RMBS | Minimum      
Variable Interest Entity [Line Items]      
Unconsolidated VIEs, individual investments (Less than $1 million) 1,000 1,000  
Non-Agency RMBS | Maximum      
Variable Interest Entity [Line Items]      
Unconsolidated VIEs, individual investments (Less than $1 million) 191,000 52,000  
Variable Interest Entities, Primary Beneficiary, Aggregated Disclosure      
Variable Interest Entity [Line Items]      
Assets 12,544,744 13,392,951  
Liabilities 8,064,235 8,652,158  
Variable Interest Entities, Not Primary Beneficiary, Aggregated Disclosure      
Variable Interest Entity [Line Items]      
Variable interest entity, reporting entity involvement, maximum loss exposure, amount 1,600,000 1,200,000  
Subprime | Residential Mortgage      
Variable Interest Entity [Line Items]      
Financing receivable, purchases $ 1,500,000 $ 2,200,000 $ 1,300,000