XML 84 R72.htm IDEA: XBRL DOCUMENT v3.7.0.1
Real Estate Securities - Additional Information (Details)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2017
USD ($)
Investment
Jun. 30, 2016
USD ($)
Jun. 30, 2017
USD ($)
Investment
Jun. 30, 2016
USD ($)
Dec. 31, 2016
USD ($)
Investment
Investment Holdings [Line Items]          
Trading securities pledged as collateral $ 348,000   $ 348,000    
Trading securities 668,561   668,561   $ 445,687
Trading securities acquired 107,000 $ 83,000 261,000 $ 133,000  
Trading securities sold 51,000 18,000 60,000 236,000  
Increase (decrease) in valuation of trading securities (19,000) (400) (30,000) 4,000  
Available-for-sale securities purchased 2,000 2,000 27,000 18,000  
Available-for-sale securities sold 19,000 89,000 38,000 215,000  
Net realized gains on AFS securities $ 3,000 9,000 $ 8,000 18,000  
Number of AFS securities (in investments) | Investment 178   178   186
Number of securities in unrealized loss position (in investments) | Investment 15   15   19
Number of securities in a continuous unrealized loss position for twelve consecutive months or longer (in investments) | Investment 10   10   10
Investment fair value changes, net $ 8,115 (11,066) $ 9,666 (30,604)  
Other than temporary impairment recognized in AOCI 300 2,000 400 2,000  
Residential          
Investment Holdings [Line Items]          
Gross unrealized losses 2,466   2,466   $ 3,169
Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 619,928   619,928   408,620
Subordinate Securities | Residential          
Investment Holdings [Line Items]          
Gross unrealized losses 639   $ 639   1,240
Re-REMIC          
Investment Holdings [Line Items]          
Number Of Re-REMICs exchanged during the period (in investments) | Investment     2    
Fair value of equity trading securities 12,000   $ 12,000    
Re-REMIC | Residential          
Investment Holdings [Line Items]          
Gross unrealized losses 0   0   0
Trading securities | Residential Subordinate Securities          
Investment Holdings [Line Items]          
Unpaid principal balance 628,000   628,000   434,000
CRT securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 230,000   230,000   152,000
Sequoia securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 41,000   41,000   15,000
Other third party securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 179,000   179,000   149,000
Third-party multifamily mortgage-backed securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 170,000   170,000   $ 92,000
Residential          
Investment Holdings [Line Items]          
Marketable securities, less than five years 100   100    
Marketable securities, due from five to ten years 500   500    
Residential | AFS securities retained, at fair value          
Investment Holdings [Line Items]          
Securities pledged as collateral 215,000   215,000    
Reclassification out of Accumulated Other Comprehensive Income | Net Unrealized Gains on Available-for-Sale Securities          
Investment Holdings [Line Items]          
Other than temporary impairment 500 3,000   3,000  
Investment fair value changes, net $ (128) $ (305) (245) $ (305)  
Other-than-temporary impairments related to AFS securities     $ 600