XML 113 R94.htm IDEA: XBRL DOCUMENT v3.8.0.1
Fair Value Measurements - Valuation of Financial Instruments that are Marked-to-Market on Recurring Basis (Detail) - USD ($)
$ in Thousands
Dec. 31, 2017
Dec. 31, 2016
Assets    
Mortgage-backed securities $ 244,088 $ 208,603
Derivative instruments 0 0
Fair Value Measurements Recurring    
Assets    
Mortgage-backed securities 244,088 208,603
Derivative instruments 812 7,808
Total 244,900 216,411
Liabilities    
Derivative instruments (2,584) (25,937)
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 244,088 208,603
Derivative instruments 812 7,808
Total 244,900 216,411
Liabilities    
Derivative instruments (2,584) (25,937)
Fair Value Measurements Recurring | Level 3    
Assets    
Mortgage-backed securities 0 0
Derivative instruments 0 0
Total 0 0
Liabilities    
Derivative instruments $ 0 $ 0