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Fair Value of Financial Instruments - Embedded Derivatives Fair Value Inputs (Detail) - Embedded Credit Derivative - GSE CRT - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2018
Dec. 31, 2017
Mar. 31, 2017
Dec. 31, 2016
Fair Value Inputs, Assets, Quantitative Information        
Net embedded derivative $ 42,932 $ 45,400 $ 31,243 $ 17,095
Market Comparables, Vendor Pricing and Internal Models | Level 3 | Minimum        
Fair Value Inputs, Assets, Quantitative Information        
Weighted average life 2 years 6 months 2 years 7 months    
Market Comparables, Vendor Pricing and Internal Models | Level 3 | Maximum        
Fair Value Inputs, Assets, Quantitative Information        
Weighted average life 6 years 7 months 6 years 9 months    
Market Comparables, Vendor Pricing and Internal Models | Level 3 | Weighted Average        
Fair Value Inputs, Assets, Quantitative Information        
Weighted average life 4 years 7 months 4 years 9 months