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Fair Value Measurements - Valuation of Financial Instruments that are Marked-to-Market on Recurring Basis (Detail) (USD $) In Thousands, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Assets
Mortgage-backed securities	$ 168,934	$ 102,105
Fair Value Measurements Recurring
Assets
Mortgage-backed securities	168,934	102,105
Derivative instruments	5,238	6,761
Total	174,172	108,866
Liabilities
Derivative instruments	(28,688)	(6,149)
Fair Value Measurements Recurring \| Level 1
Assets
Mortgage-backed securities	0	0
Derivative instruments	0	0
Total	0	0
Liabilities
Derivative instruments	0	0
Fair Value Measurements Recurring \| Level 2
Assets
Mortgage-backed securities	168,934	102,105
Derivative instruments	5,238	6,761
Total	174,172	108,866
Liabilities
Derivative instruments	(28,688)	(6,149)
Fair Value Measurements Recurring \| Level 3
Assets
Mortgage-backed securities	0	0
Derivative instruments	0	0
Total	0	0
Liabilities
Derivative instruments	$ 0	$ 0

Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.

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- Definition

Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

+ References+ Details