XML 66 R55.htm IDEA: XBRL DOCUMENT v3.7.0.1
Securitized Loans Held for Investment - Collateral Characteristics (Detail) - Securitized Loans Held for Investment at Fair Value - Seasoned Subprime Residential Mortgage Loans
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2017
USD ($)
point
loan
Dec. 31, 2016
USD ($)
point
loan
Securitized Loans Held For Investment By Consolidated Variable Interest Entities [Line Items]    
Number of loans | loan 140,899 95,155
Weighted average maturity (years) 19 years 19 years 9 months 18 days
Weighted average loan to value 87.30% 86.90%
Weighted average FICO | point 640 627
Weighted average loan balance (in thousands) | $ $ 90 $ 93
Weighted average percentage owner occupied 97.00% 96.60%
Weighted average percentage single family residence 86.00% 85.00%
California    
Securitized Loans Held For Investment By Consolidated Variable Interest Entities [Line Items]    
Weighted average geographic concentration of top four states 9.20% 10.00%
Florida    
Securitized Loans Held For Investment By Consolidated Variable Interest Entities [Line Items]    
Weighted average geographic concentration of top four states 6.80% 6.70%
Ohio    
Securitized Loans Held For Investment By Consolidated Variable Interest Entities [Line Items]    
Weighted average geographic concentration of top four states 6.40% 6.50%
Pennsylvania    
Securitized Loans Held For Investment By Consolidated Variable Interest Entities [Line Items]    
Weighted average geographic concentration of top four states 5.50%  
Virginia    
Securitized Loans Held For Investment By Consolidated Variable Interest Entities [Line Items]    
Weighted average geographic concentration of top four states 5.50% 5.90%
North Carolina    
Securitized Loans Held For Investment By Consolidated Variable Interest Entities [Line Items]    
Weighted average geographic concentration of top four states   5.10%