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Residential Whole Loans - Carrying Value (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2016
Sep. 30, 2015
Sep. 30, 2016
Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest component of expected cash flows (accretable yield) $ (28,801) $ (3,620) $ (98,550) $ (34,901)
Residential whole loans held at carrying value excluded, purchase transaction not occurred 111,200   111,200  
QTD        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Contractually required principal and interest 121,818 10,646 121,818 10,646
Contractual cash flows not expected to be collected (non-accretable yield) (31,648) (1,313)    
Expected cash flows to be collected 90,170 9,333 90,170 9,333
Interest component of expected cash flows (accretable yield) (28,801) (3,620)    
Fair value at the date of acquisition 61,369 5,713 61,369 5,713
YTD        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Contractually required principal and interest 363,144 103,950 363,144 103,950
Contractual cash flows not expected to be collected (non-accretable yield)     (66,685) (18,465)
Expected cash flows to be collected 296,459 85,485 296,459 85,485
Interest component of expected cash flows (accretable yield)     (98,550) (34,901)
Fair value at the date of acquisition $ 197,909 $ 50,584 $ 197,909 $ 50,584