XML 55 R44.htm IDEA: XBRL DOCUMENT v3.10.0.1
Mortgage-Backed Securities - Non-Agency Securities Credit Losses (Detail) - Non-agency MBS - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
Jun. 30, 2018
Jun. 30, 2017
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]        
Cumulative credit loss beginning balance $ 586,056 $ 558,229 $ 591,521 $ 556,485
Additions:        
Other-than-temporary impairments not previously recognized 0 12,399 1,140 12,399
Reductions for securities sold or deconsolidated during the period (4,775) 0 (4,948) (7,443)
Increases related to other-than-temporary impairments on securities with previously recognized other-than-temporary impairments 9,131 1,109 9,149 17,835
Reductions for increases in cash flows expected to be collected over the remaining life of the securities (7,751) (99) (14,201) (7,638)
Cumulative credit impairment loss ending balance $ 582,661 $ 571,638 $ 582,661 $ 571,638