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Fair Value of Financial Instruments - Net Derivative Asset (Liability) Level 3 Roll Forward (Detail) - Embedded Credit Derivative - GSE CRT - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 22,771 $ 45,400
Unrealized gains/(losses), net (12,490) (22,629)
Ending balance 10,281 22,771
Unrealized losses on credit derivatives, net $ 12,500 $ 22,600