XML 55 R44.htm IDEA: XBRL DOCUMENT v3.19.1
Mortgage-Backed Securities - Continuous Unrealized Loss Position (Detail)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2019
USD ($)
item
Mar. 31, 2018
USD ($)
Dec. 31, 2018
USD ($)
item
Schedule Of Available For Sale Securities [Line Items]      
Unrealized gain (loss) on trading investments $ (14,900) $ 8,900  
Impairment charge   18  
Agency MBS      
Schedule Of Available For Sale Securities [Line Items]      
Less Than 12 Months Number of Securities | item 15   47
Less Than 12 Months Fair Value $ 190,147   $ 859,060
Less Than 12 Months Unrealized Losses $ (526)   $ (6,484)
12 Months or More Number of Securities | item 148   166
12 Months or More Fair Value $ 1,156,763   $ 1,301,348
12 Months or More Unrealized Losses $ (19,843)   $ (36,937)
Total Number of Securities | item 163   213
Total Fair Value $ 1,346,910   $ 2,160,408
Total Unrealized Losses (20,369)   $ (43,421)
Unrealized gain (loss) on trading investments $ 14,906 $ (8,890)  
Non-Agency MBS      
Schedule Of Available For Sale Securities [Line Items]      
Less Than 12 Months Number of Securities | item 36   56
Less Than 12 Months Fair Value $ 204,872   $ 329,108
Less Than 12 Months Unrealized Losses $ (3,523)   $ (5,886)
12 Months or More Number of Securities | item 13   12
12 Months or More Fair Value $ 73,560   $ 72,514
12 Months or More Unrealized Losses $ (5,161)   $ (5,304)
Total Number of Securities | item 49   68
Total Fair Value $ 278,432   $ 401,622
Total Unrealized Losses (8,684)   (11,190)
Trading Securities | Agency MBS      
Schedule Of Available For Sale Securities [Line Items]      
Unrealized gain (loss) on trading investments $ (1,000)   $ (15,900)