XML 89 R77.htm IDEA: XBRL DOCUMENT v3.10.0.1
Real Estate Securities - Components of Carrying Value (Which Equals Fair Value) of Residential Available for Sale Securities (Details) - Residential - USD ($)
$ in Thousands
Sep. 30, 2018
Dec. 31, 2017
Debt Securities, Available-for-sale [Line Items]    
Principal balance $ 465,084 $ 608,145
Credit reserve (41,074) (46,549)
Unamortized discount, net (160,799) (183,753)
Amortized cost 263,211 377,843
Gross unrealized gains 99,865 131,190
Gross unrealized losses (1,235) (1,367)
Carrying Value 361,841 507,666
Senior IO Securities    
Debt Securities, Available-for-sale [Line Items]    
Principal balance 119,254 189,125
Credit reserve (7,919) (8,756)
Unamortized discount, net (25,173) (44,041)
Amortized cost 86,162 136,328
Gross unrealized gains 29,134 44,771
Gross unrealized losses (668) (1,235)
Carrying Value 114,628 179,864
Mezzanine    
Debt Securities, Available-for-sale [Line Items]    
Principal balance 37,385 91,471
Credit reserve 0 0
Unamortized discount, net (3,843) (9,407)
Amortized cost 33,542 82,064
Gross unrealized gains 2,835 9,938
Gross unrealized losses 0 0
Carrying Value 36,377 92,002
Subordinate Securities    
Debt Securities, Available-for-sale [Line Items]    
Principal balance 308,445 327,549
Credit reserve (33,155) (37,793)
Unamortized discount, net (131,783) (130,305)
Amortized cost 143,507 159,451
Gross unrealized gains 67,896 76,481
Gross unrealized losses (567) (132)
Carrying Value $ 210,836 $ 235,800