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Residential Mortgage-Backed Securities - OTTI - Significant Inputs and Assumptions (Detail) (Non-Agency RMBS [Member])
3 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Minimum [Member]
   
Investment Holdings [Line Items]    
Loss Severity 41.00% 42.00%
60+ days delinquent 0.00% 0.00%
Credit Enhancement 0.00% [1] 0.00% [1]
3 Month CPR 0.00% 3.00%
12 Month CPR 12.00% 6.00%
Maximum [Member]
   
Investment Holdings [Line Items]    
Loss Severity 80.00% 71.00%
60+ days delinquent 41.00% 68.00%
Credit Enhancement 73.00% [1] 89.00% [1]
3 Month CPR 20.00% 63.00%
12 Month CPR 42.00% 38.00%
Weighted Average [Member]
   
Investment Holdings [Line Items]    
Loss Severity 56.00% 63.00%
60+ days delinquent 23.00% 30.00%
Credit Enhancement 13.00% [1] 17.00% [1]
3 Month CPR 16.00% 16.00%
12 Month CPR 17.00% 17.00%
[1] Calculated as the combined credit enhancement to the Re-REMIC and underlying from each of their respective capital structures.