XML 56 R45.htm IDEA: XBRL DOCUMENT v3.10.0.1
Mortgage-Backed Securities - OTTI - Significant Inputs and Assumptions (Detail) - Non-agency MBS
6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
Weighted Average    
Investment Holdings [Line Items]    
Loss Severity 66.00% 62.00%
60 days delinquent 23.00% 19.00%
Credit Enhancement 32.00% 19.00%
3 Month CPR 10.00% 12.00%
12 Month CPR 8.00% 11.00%
Minimum    
Investment Holdings [Line Items]    
Loss Severity 34.00% 28.00%
60 days delinquent 16.00% 11.00%
Credit Enhancement 0.00% 0.00%
3 Month CPR 0.00% 2.00%
12 Month CPR 1.00% 4.00%
Maximum    
Investment Holdings [Line Items]    
Loss Severity 132.00% 67.00%
60 days delinquent 30.00% 25.00%
Credit Enhancement 55.00% 38.00%
3 Month CPR 39.00% 24.00%
12 Month CPR 20.00% 19.00%