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Investment Securities - AFS and Fair Value Option (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2016
Jun. 30, 2015
Jun. 30, 2016
Jun. 30, 2015
Dec. 31, 2015
RMBS          
Unrealized Losses          
Portion of securities with variable rate $ 205,000   $ 205,000    
RMBS | Available-for-sale          
Investment Securities          
Cost of third party management 300 $ 400 700 $ 700  
Estimated Fair Value          
Securities with a loss less than 12 months 14,602   14,602   $ 17,026
Securities with a loss greater than 12 months 639   639   653
Unrealized Losses          
Securities with a loss less than 12 months (157)   (157)   (180)
Securities with a loss greater than 12 months (131)   (131)   (160)
Portion of securities with variable rate         $ 122,700
CMBS | Fair value option          
Unrealized Losses          
Fair value of investment securities before consolidation of VIEs 1,100,000   1,100,000    
Unpaid principal balance of investment securities before consolidation of VIEs 4,700,000   4,700,000    
Purchases in which fair value option was elected 54,800   101,300    
Purchase amount reflected as repayment of debt of consolidated VIEs 30,300   43,700    
CMBS, fair value option          
Unrealized Losses          
Portion of securities with variable rate $ 0   $ 0