XML 87 R76.htm IDEA: XBRL DOCUMENT v3.10.0.1
Derivative Instruments - Effect on Consolidated Financial Condition (Detail) - USD ($)
Jun. 30, 2018
Dec. 31, 2017
Derivatives, Fair Value [Line Items]    
Notional Amount Outstanding $ 8,365,100,000 $ 4,827,100,000
Derivatives, at fair value, net 129,341,000 48,914,000
Derivative Liabilities, Net Estimated Fair Value/Carrying Value 0 (320,000)
Interest Rate Swaps    
Derivatives, Fair Value [Line Items]    
Notional Amount Outstanding 7,692,400,000 3,816,400,000
Derivatives, at fair value, net 123,975,000 43,257,000
Derivative Liabilities, Net Estimated Fair Value/Carrying Value 0 0
Swaptions    
Derivatives, Fair Value [Line Items]    
Notional Amount Outstanding 53,000,000 391,000,000
Derivatives, at fair value, net 2,417,000 2,105,000
Derivative Liabilities, Net Estimated Fair Value/Carrying Value 0 (320,000)
Treasury Futures    
Derivatives, Fair Value [Line Items]    
Notional Amount Outstanding 619,700,000 619,700,000
Derivatives, at fair value, net 2,949,000 3,552,000
Derivative Liabilities, Net Estimated Fair Value/Carrying Value $ 0 $ 0