XML 91 R79.htm IDEA: XBRL DOCUMENT v3.5.0.2
Real Estate Securities - Additional Information (Detail)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2016
USD ($)
Investment
Jun. 30, 2015
USD ($)
Jun. 30, 2016
USD ($)
Investment
Jun. 30, 2015
USD ($)
Dec. 31, 2015
USD ($)
Investment
Investment Holdings [Line Items]          
Trading securities $ 273,531   $ 273,531   $ 404,011
Trading securities acquired 83,000 $ 52,000 133,000 $ 75,000  
Trading securities sold 18,000 16,000 236,000 19,000  
Increase (decrease) in valuation of trading securities (400) (7,000) (4,000) (7,000)  
Trading securities pledged as collateral 125,000   125,000    
Available-for-sale securities purchased 2,000 5,000 18,000 15,000  
Available-for-sale securities sold 89,000 112,000 215,000 202,000  
Net realized gains on AFS securities $ 9,000 6,000 $ 18,000 10,000  
Number of AFS securities | Investment 183   183   224
Number of securities in unrealized loss position | Investment 17   17   32
Number of securities in a continuous unrealized loss position for twelve consecutive months or longer | Investment 10   10   15
Investment fair value changes, net $ (11,066) $ (1,788) $ (30,604) $ (2,936)  
Other than temporary impairment recognized in AOCI 2,000   2,000    
Reclassification out of Accumulated Other Comprehensive Income | Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]          
Investment Holdings [Line Items]          
Other than temporary impairment 3,000   3,000    
Senior Securities          
Investment Holdings [Line Items]          
Trading securities 23,132   23,132   $ 254,351
Interest Only Securities          
Investment Holdings [Line Items]          
Trading securities 23,000   23,000   37,000
Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 250,399   250,399   149,660
CRT securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 96,000   96,000   48,000
Commercial mortgage backed securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 48,000   48,000   8,000
Trading securities | Residential Senior Securities          
Investment Holdings [Line Items]          
Unpaid principal balance 0   0   217,000
Trading securities | Residential Subordinate Securities          
Investment Holdings [Line Items]          
Unpaid principal balance 273,000   273,000   $ 168,000
Residential          
Investment Holdings [Line Items]          
Marketable securities, less than five years (less than) 1,000   1,000    
Marketable securities, due from five to ten years 600   600    
Residential | Available-for-sale Securities          
Investment Holdings [Line Items]          
Securities pledged as collateral $ 321,000   $ 321,000