XML 82 R70.htm IDEA: XBRL DOCUMENT v3.8.0.1
Fair Value of Financial Instruments - Embedded Derivatives Level 3 Roll Forward (Detail) - Embedded Credit Derivative - GSE CRT - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]    
Beginning balance $ 45,400 $ 17,095
Unrealized credit derivative gains (losses), net (2,468) 14,148
Ending balance $ 42,932 $ 31,243