XML 88 R74.htm IDEA: XBRL DOCUMENT v3.8.0.1
Real Estate Securities - Components of Carrying Value (Which Equals Fair Value) of Residential Available for Sale Securities (Details) - USD ($)
$ in Thousands
Sep. 30, 2017
Dec. 31, 2016
Schedule of Available-for-sale Securities [Line Items]    
Carrying Value $ 536,138 $ 572,752
Senior IO Securities    
Schedule of Available-for-sale Securities [Line Items]    
Carrying Value 153,232 136,546
Re-REMIC    
Schedule of Available-for-sale Securities [Line Items]    
Carrying Value 39,033 85,479
Subordinate Securities    
Schedule of Available-for-sale Securities [Line Items]    
Carrying Value 343,873 350,727
Residential    
Schedule of Available-for-sale Securities [Line Items]    
Principal balance 644,051 700,829
Credit reserve (46,875) (47,473)
Unamortized discount, net (189,392) (198,112)
Amortized cost 407,784 455,244
Gross unrealized gains 130,699 120,677
Gross unrealized losses (2,345) (3,169)
Carrying Value 536,138 572,752
Residential | Senior IO Securities    
Schedule of Available-for-sale Securities [Line Items]    
Principal balance 156,936 148,862
Credit reserve (3,024) (4,814)
Unamortized discount, net (36,575) (41,877)
Amortized cost 117,337 102,171
Gross unrealized gains 37,155 36,304
Gross unrealized losses (1,260) (1,929)
Carrying Value 153,232 136,546
Residential | Re-REMIC    
Schedule of Available-for-sale Securities [Line Items]    
Principal balance 44,896 95,608
Credit reserve (5,810) (6,857)
Unamortized discount, net (10,412) (19,613)
Amortized cost 28,674 69,138
Gross unrealized gains 10,359 16,341
Gross unrealized losses 0 0
Carrying Value 39,033 85,479
Residential | Subordinate Securities    
Schedule of Available-for-sale Securities [Line Items]    
Principal balance 442,219 456,359
Credit reserve (38,041) (35,802)
Unamortized discount, net (142,405) (136,622)
Amortized cost 261,773 283,935
Gross unrealized gains 83,185 68,032
Gross unrealized losses (1,085) (1,240)
Carrying Value $ 343,873 $ 350,727