XML 86 R72.htm IDEA: XBRL DOCUMENT v3.8.0.1
Real Estate Securities - Additional Information (Details)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2017
USD ($)
Investment
Sep. 30, 2016
USD ($)
Sep. 30, 2017
USD ($)
Investment
Sep. 30, 2016
USD ($)
Dec. 31, 2016
USD ($)
Investment
Investment Holdings [Line Items]          
Trading securities pledged as collateral $ 435,000   $ 435,000    
Trading securities 820,134   820,134   $ 445,687
Trading securities acquired 171,000 $ 65,000 432,000 $ 198,000  
Trading securities sold 25,000 2,000 85,000 238,000  
Increase (decrease) in valuation of trading securities 1,000 9,000 31,000 5,000  
Available-for-sale securities purchased 4,000 11,000 32,000 29,000  
Available-for-sale securities sold 23,000 26,000 61,000 241,000  
Net realized gains on AFS securities $ 2,000 2,000 $ 9,000 20,000  
Number of AFS securities (in investments) | Investment 173   173   186
Number of securities in unrealized loss position (in investments) | Investment 14   14   19
Number of securities in a continuous unrealized loss position for twelve consecutive months or longer (in investments) | Investment 6   6   10
Investment fair value changes, net $ 324 11,918 $ 9,990 (18,686)  
Other than temporary impairment recognized in AOCI 0   400 2,000  
Reclassification out of Accumulated Other Comprehensive Income | Net Unrealized Gains on Available-for-Sale Securities          
Investment Holdings [Line Items]          
Other than temporary impairment     600 (305)  
Investment fair value changes, net (3) $ 0 (248) $ 3,000  
Residential          
Investment Holdings [Line Items]          
Gross unrealized losses 2,345   2,345   $ 3,169
Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 757,367   757,367   408,620
Subordinate Securities | Residential          
Investment Holdings [Line Items]          
Gross unrealized losses 1,085   $ 1,085   1,240
Re-REMIC          
Investment Holdings [Line Items]          
Number Of Re-REMICs exchanged during the period (in investments) | Investment     3    
Fair value of equity trading securities 47,000   $ 47,000    
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 767,000   767,000   434,000
CRT securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 287,000   287,000   152,000
Sequoia securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 60,000   60,000   15,000
Other third party securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 167,000   167,000   149,000
Third-party multifamily mortgage-backed securities | Subordinate Securities          
Investment Holdings [Line Items]          
Trading securities 243,000   243,000   $ 92,000
Residential          
Investment Holdings [Line Items]          
Marketable securities, less than five years 100   100    
Marketable securities, due from five to ten years 400   400    
Residential | AFS securities retained, at fair value          
Investment Holdings [Line Items]          
Securities pledged as collateral $ 229,000   $ 229,000