XML 91 R80.htm IDEA: XBRL DOCUMENT v3.5.0.2
Real Estate Securities - Additional Information (Details)
3 Months Ended 9 Months Ended
Sep. 30, 2016
USD ($)
Investment
Sep. 30, 2015
USD ($)
Sep. 30, 2016
USD ($)
Investment
Sep. 30, 2015
USD ($)
Dec. 31, 2015
USD ($)
Investment
Investment Holdings [Line Items]          
Trading securities $ 341,269,000   $ 341,269,000   $ 404,011,000
Trading securities acquired 65,000,000 $ 9,000,000 198,000,000 $ 103,000,000  
Trading securities sold 2,000,000 2,000,000 238,000,000 81,000,000  
Increase (decrease) in valuation of trading securities 9,000,000 (9,000,000) 5,000,000 (16,000,000)  
Trading securities pledged as collateral 126,000,000   126,000,000    
Available-for-sale securities purchased 11,000,000 0 29,000,000 15,000,000  
Available-for-sale securities sold 26,000,000 35,000,000 241,000,000 237,000,000  
Net realized gains on AFS securities $ 2,000,000 4,000,000 $ 20,000,000 14,000,000  
Number of AFS securities | Investment 184   184   224
Number of securities in unrealized loss position | Investment 15   15   32
Number of securities in a continuous unrealized loss position for twelve consecutive months or longer | Investment 12   12   15
Other than temporary impairment $ 0   $ 3,000,000    
Investment fair value changes, net 11,918,000 (14,169,000) (18,686,000) (17,105,000)  
Other than temporary impairment recognized in AOCI 2,000,000   2,000,000    
Reclassification out of Accumulated Other Comprehensive Income | Net Unrealized Gains on Available-for-Sale Securities          
Investment Holdings [Line Items]          
Other than temporary impairment 0   300,000    
Investment fair value changes, net 0 $ 198,000 305,000 $ 198,000  
Reclassification out of Accumulated Other Comprehensive Income | Accumulated Net Investment Gain (Loss) Including Portion Attributable to Noncontrolling Interest          
Investment Holdings [Line Items]          
Investment fair value changes, net     0    
Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 316,777,000   316,777,000   $ 149,660,000
Interest Only Securities          
Investment Holdings [Line Items]          
Trading securities 24,000,000   24,000,000   37,000,000
Residential          
Investment Holdings [Line Items]          
Marketable securities, less than five years (less than) 1,000,000   1,000,000    
Marketable securities, due from five to ten years 1,000,000   1,000,000    
Residential | AFS securities retained, at fair value          
Investment Holdings [Line Items]          
Securities pledged as collateral 210,000,000   210,000,000    
CRT securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 134,000,000   134,000,000   48,000,000
Sequoia securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 12,000,000   12,000,000   259,000,000
Other third party securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 98,000,000   98,000,000   89,000,000
Commercial mortgage backed securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 73,000,000   73,000,000   8,000,000
Trading securities | Residential Senior Securities          
Investment Holdings [Line Items]          
Unpaid principal balance 0   0   217,000,000
Trading securities | Residential Subordinate Securities          
Investment Holdings [Line Items]          
Unpaid principal balance $ 332,000,000   $ 332,000,000   $ 168,000,000