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Schedule of Unobservable Inputs Used in Level 3 Valuation of Mortgage Loans Held for Investment (Details) - Level 3
3 Months Ended 12 Months Ended
Mar. 31, 2016
Dec. 31, 2015
Minimum | Mortgage Loans Held for Investment in Securitization Trusts, at Fair Value    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 2.70% 2.20%
Conditional refinance rate 13.90% 0.00%
Default rate 0.00% 0.00%
Loss severity 10.00% 0.00%
Maximum | Mortgage Loans Held for Investment in Securitization Trusts, at Fair Value    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 3.20% 3.60%
Conditional refinance rate 22.30% 21.30%
Default rate 1.80% 2.00%
Loss severity 22.80% 22.90%
Weighted Average | Mortgage Loans Held for Investment in Securitization Trusts, at Fair Value    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 3.00% 3.30%
Conditional refinance rate 17.20% 16.40%
Default rate 0.40% 0.50%
Loss severity 13.40% 14.40%
Mortgage Held for Investment, at Fair Value | Minimum    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 2.80% 3.00%
Conditional refinance rate 14.60% 13.60%
Default rate 0.00% 0.00%
Loss severity 10.00% 10.50%
Mortgage Held for Investment, at Fair Value | Maximum    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 3.10% 3.50%
Conditional refinance rate 21.50% 21.70%
Default rate 1.90% 2.10%
Loss severity 21.40% 22.20%
Mortgage Held for Investment, at Fair Value | Weighted Average    
Fair Value Inputs Assets Quantitative Information [Line Items]    
Discount rate 3.00% 3.30%
Conditional refinance rate 17.40% 16.40%
Default rate 0.40% 0.70%
Loss severity 13.30% 14.90%