XML 82 R63.htm IDEA: XBRL DOCUMENT v3.19.1
Fair Value Measurements - Summary of Changes in Level 3 Fair Value Category (Detail) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2019
Mar. 31, 2018
Dec. 31, 2018
Dec. 31, 2017
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value $ 71,855 $ 77,630 $ 72,071 $ 808,557
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss) 0 0    
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings 383 35,184    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Gain (Loss) Included in Other Comprehensive Income (Loss) (270) (52,508)    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0 0    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Issuances 0 0    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales 0 0    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements (329) (713,603)    
Non-Agency RMBS [Member]        
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value 0 5,309 0 736,017
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss) 0 0    
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings 0 34,727    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Gain (Loss) Included in Other Comprehensive Income (Loss) 0 (52,138)    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0 0    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales 0 0    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements 0 (713,297)    
Residential Mortgage-Backed Securities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Issuances 0 0    
Asset-backed Securities [Member]        
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value 71,855 72,321 72,071 72,540
Fair Value, Liabilities Measured on Recurring Basis, Change in Unrealized Gain (Loss) 0 0    
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings 383 457    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Gain (Loss) Included in Other Comprehensive Income (Loss) (270) (370)    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases 0 0    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Issuances 0 0    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales 0 0    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements (329) (306)    
Interest Rate Swap [Member] | Interest Rate Swap [Member]        
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability 54,111 50,926 47,460 61,374
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held 7,714 (9,029)    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings 7,714 (9,029)    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss 0 0    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases 0 0    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues 0 0    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales 0 0    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements 1,063 1,419    
Credit Derivative [Member] | Credit Derivative [Member]        
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability (1,077) (1,018) (1,459) (566)
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held 382 (452)    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings 473 (346)    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss 0 0    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases 0 0    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues 0 0    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales 0 0    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements 91 106    
Derivative [Member]        
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability 53,034 49,908 46,001 60,808
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held 8,096 (9,481)    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings 8,187 (9,375)    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss 0 0    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Purchases 0 0    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Issues 0 0    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Sales 0 0    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements 1,154 1,525    
Level 3 [Member]        
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability 7,138,755 11,950,737 6,930,446 12,561,185
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held 159,875 (121,468)    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings 160,349 (86,178)    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss 134,688 378,151    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements 86,728 902,421    
Level 3 [Member] | Investments [Member]        
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability 71,855 77,630 72,071 808,557
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings 383 35,184    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss (270) (52,508)    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements 329 713,603    
Level 3 [Member] | Other Assets [Member]        
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability 4,148 5,621 4,516 5,979
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held (368) (358)    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings (368) (358)    
Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member] | Derivative Financial Instruments, Liabilities [Member]        
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability 53,034 49,908 46,001 60,808
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held 8,096 (9,481)    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings 8,187 (9,375)    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements 1,154 1,525    
Variable Interest Entity, Primary Beneficiary [Member] | Level 3 [Member] | Long-term Debt [Member]        
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability (224,447) (2,696,516) (217,092) (2,757,688)
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held (3,053) 159,985    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings (3,053) 159,985    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss (4,302) (103,877)    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements 0 (5,064)    
Variable Interest Entity, Primary Beneficiary [Member] | Level 3 [Member] | Loans Receivable [Member] | Loans [Member]        
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability 4,375,761 11,558,331 4,287,664 11,529,384
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held 88,281 (202,588)    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings 88,281 (202,588)    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss 85,061 423,892    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Settlements 85,245 192,357    
Variable Interest Entity, Primary Beneficiary [Member] | Level 3 [Member] | Corporate Debt Securities [Member] | Investments Contract [Member]        
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability 2,858,404 2,955,763 $ 2,737,286 $ 2,914,145
Fair Value Asset Or Liability Measured On Recurring Basis Change In Unrealized Gains Losses Still Held 66,919 (69,026)    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Earnings 66,919 (69,026)    
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Or Liability Gain Loss Included In Other Comprehensive Income Loss $ 54,199 $ 110,644