XML 74 R63.htm IDEA: XBRL DOCUMENT v3.19.2
Fair Value Measurements - Unobservable Inputs Assumptions - Securitized Debt (Detail) - Loans held for investment - Variable Interest Entities, Primary Beneficiary, Aggregated Disclosure - Level 3
Jun. 30, 2019
Dec. 31, 2018
Discount Rate | Weighted Average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.035 0.043
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
CPR | Weighted Average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.090 0.093
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 0.15 0.18
CDR | Weighted Average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.014 0.014
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 0.17 0.23
Loss Severity | Weighted Average    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.608 0.587
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