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Fair Value of Financial Instruments - Quantitative Information About Level 3 Fair Value Measurements (Detail) - Level 3
$ in Thousands
Dec. 31, 2019
USD ($)
year
Dec. 31, 2018
USD ($)
year
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation    
GSE CRT Embedded Derivatives | $ $ 10,281 $ 22,771
Measurement Input, Expected Term | Minimum    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation    
GSE CRT Embedded Derivatives, weighted average life 1.1 2.9
Measurement Input, Expected Term | Maximum    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation    
GSE CRT Embedded Derivatives, weighted average life 4.2 5.9
Measurement Input, Expected Term | Weighted Average    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation    
GSE CRT Embedded Derivatives, weighted average life | year 2.9 4.3