XML 61 R46.htm IDEA: XBRL DOCUMENT v3.8.0.1
Variable Interest Entities Investment Portfolio (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2017
USD ($)
item
loan
Dec. 31, 2016
USD ($)
item
loan
Residential Portfolio Segment Current Coupon Rate One    
Variable Interest Entity [Line Items]    
Number of Loans | loan 142 59
Principal balance | $ $ 55,593 $ 23,318
Original LTV 55.50% 54.80%
Original FICO Score | item 751 732
Expected Life (in years) 1 year 8 months 12 days 1 year 4 months 24 days
Contractual maturity (in years) 29 years 1 month 6 days 26 years 6 months
Interest Rate 3.90% 4.20%
Residential Portfolio Segment Current Coupon Rate Two    
Variable Interest Entity [Line Items]    
Number of Loans | loan 338 180
Principal balance | $ $ 125,860 $ 69,930
Original LTV 56.90% 57.10%
Original FICO Score | item 725 728
Expected Life (in years) 1 year 4 months 24 days 1 year 6 months
Contractual maturity (in years) 26 years 6 months 27 years 3 months 18 days
Interest Rate 4.50% 4.60%
Residential Portfolio Segment Current Coupon Rate Three    
Variable Interest Entity [Line Items]    
Number of Loans | loan 132 231
Principal balance | $ $ 48,553 $ 91,440
Original LTV 58.20% 55.50%
Original FICO Score | item 728 723
Expected Life (in years) 1 year 7 months 6 days 1 year 7 months 6 days
Contractual maturity (in years) 27 years 27 years 1 month 6 days
Interest Rate 5.20% 5.00%
Residential Portfolio Segment Current Coupon Rate Four    
Variable Interest Entity [Line Items]    
Number of Loans | loan 4 5
Principal balance | $ $ 2,264 $ 3,077
Original LTV 71.10% 71.20%
Original FICO Score | item 758 738
Expected Life (in years) 1 year 3 months 18 days 1 year 3 months 18 days
Contractual maturity (in years) 20 years 6 months 21 years 1 month 6 days
Interest Rate 6.30% 6.30%
Residential Bridge Loan Current Coupon Rate One    
Variable Interest Entity [Line Items]    
Number of Loans | loan 9  
Principal balance | $ $ 4,016  
Original LTV 64.50%  
Contractual maturity (in years) 10 months 24 days  
Interest Rate 5.90%  
Residential Bridge Loan Current Coupon Rate Two    
Variable Interest Entity [Line Items]    
Number of Loans | loan 64  
Principal balance | $ $ 18,420  
Original LTV 67.80%  
Contractual maturity (in years) 10 months 17 days  
Interest Rate 6.70%  
Residential Bridge Loan Current Coupon Rate Three    
Variable Interest Entity [Line Items]    
Number of Loans | loan 98  
Principal balance | $ $ 25,608  
Original LTV 66.40%  
Contractual maturity (in years) 9 months 15 days  
Interest Rate 7.60%  
Residential Bridge Loan Current Coupon Rate Four    
Variable Interest Entity [Line Items]    
Number of Loans | loan 56  
Principal balance | $ $ 19,728  
Original LTV 70.30%  
Contractual maturity (in years) 11 months 27 days  
Interest Rate 8.90%  
Residential Bridge Loan Current Coupon Rate Five    
Variable Interest Entity [Line Items]    
Number of Loans | loan 67  
Principal balance | $ $ 25,001  
Original LTV 73.30%  
Contractual maturity (in years) 6 months 24 days  
Interest Rate 9.70%  
Residential Bridge Loan Current Coupon Rate Six    
Variable Interest Entity [Line Items]    
Number of Loans | loan 36  
Principal balance | $ $ 10,656  
Original LTV 75.40%  
Contractual maturity (in years) 5 months  
Interest Rate 10.80%  
Residential Bridge Loan Current Coupon Rate Seven    
Variable Interest Entity [Line Items]    
Number of Loans | loan 2  
Principal balance | $ $ 919  
Original LTV 89.80%  
Contractual maturity (in years) 8 months 6 days  
Interest Rate 11.40%  
Residential Bridge Loan Current Coupon Rate Eight    
Variable Interest Entity [Line Items]    
Number of Loans | loan 8  
Principal balance | $ $ 1,520  
Original LTV 73.80%  
Contractual maturity (in years) 5 months 27 days  
Interest Rate 18.00%  
Residential Whole-Loans    
Variable Interest Entity [Line Items]    
Number of Loans | loan 616 475
Principal balance | $ $ 232,270 $ 187,765
Original LTV 57.00% 56.30%
Original FICO Score | item 734 726
Expected Life (in years) 1 year 6 months 1 year 6 months
Contractual maturity (in years) 27 years 1 month 6 days 27 years
Interest Rate 4.50% 4.80%
Residential Portfolio Segment With No Fico Score    
Variable Interest Entity [Line Items]    
Number of Loans | loan 141 153
Principal balance | $ $ 56,500 $ 66,700
VIE | Residential Bridge Loans    
Variable Interest Entity [Line Items]    
Number of Loans | loan 340  
Principal balance | $ $ 105,868  
Original LTV 70.10%  
Contractual maturity (in years) 9 months  
Interest Rate 8.60%  
Maximum | Residential Portfolio Segment Current Coupon Rate One    
Variable Interest Entity [Line Items]    
Interest Rate 4.00% 4.00%
Maximum | Residential Portfolio Segment Current Coupon Rate Two    
Variable Interest Entity [Line Items]    
Interest Rate 5.00% 5.00%
Maximum | Residential Portfolio Segment Current Coupon Rate Three    
Variable Interest Entity [Line Items]    
Interest Rate 6.00% 6.00%
Maximum | Residential Portfolio Segment Current Coupon Rate Four    
Variable Interest Entity [Line Items]    
Interest Rate 7.00% 7.00%
Maximum | Residential Bridge Loan Current Coupon Rate One    
Variable Interest Entity [Line Items]    
Interest Rate 6.00%  
Maximum | Residential Bridge Loan Current Coupon Rate Two    
Variable Interest Entity [Line Items]    
Interest Rate 7.00%  
Maximum | Residential Bridge Loan Current Coupon Rate Three    
Variable Interest Entity [Line Items]    
Interest Rate 8.00%  
Maximum | Residential Bridge Loan Current Coupon Rate Four    
Variable Interest Entity [Line Items]    
Interest Rate 9.00%  
Maximum | Residential Bridge Loan Current Coupon Rate Five    
Variable Interest Entity [Line Items]    
Interest Rate 10.00%  
Maximum | Residential Bridge Loan Current Coupon Rate Six    
Variable Interest Entity [Line Items]    
Interest Rate 11.00%  
Maximum | Residential Bridge Loan Current Coupon Rate Seven    
Variable Interest Entity [Line Items]    
Interest Rate 12.00%  
Maximum | Residential Bridge Loan Current Coupon Rate Eight    
Variable Interest Entity [Line Items]    
Interest Rate 18.00%  
Minimum | Residential Portfolio Segment Current Coupon Rate One    
Variable Interest Entity [Line Items]    
Interest Rate 3.01% 3.01%
Minimum | Residential Portfolio Segment Current Coupon Rate Two    
Variable Interest Entity [Line Items]    
Interest Rate 4.01% 4.01%
Minimum | Residential Portfolio Segment Current Coupon Rate Three    
Variable Interest Entity [Line Items]    
Interest Rate 5.01% 5.01%
Minimum | Residential Portfolio Segment Current Coupon Rate Four    
Variable Interest Entity [Line Items]    
Interest Rate 6.01% 6.01%
Minimum | Residential Bridge Loan Current Coupon Rate One    
Variable Interest Entity [Line Items]    
Interest Rate 5.01%  
Minimum | Residential Bridge Loan Current Coupon Rate Two    
Variable Interest Entity [Line Items]    
Interest Rate 6.01%  
Minimum | Residential Bridge Loan Current Coupon Rate Three    
Variable Interest Entity [Line Items]    
Interest Rate 7.01%  
Minimum | Residential Bridge Loan Current Coupon Rate Four    
Variable Interest Entity [Line Items]    
Interest Rate 8.01%  
Minimum | Residential Bridge Loan Current Coupon Rate Five    
Variable Interest Entity [Line Items]    
Interest Rate 9.01%  
Minimum | Residential Bridge Loan Current Coupon Rate Six    
Variable Interest Entity [Line Items]    
Interest Rate 10.01%  
Minimum | Residential Bridge Loan Current Coupon Rate Seven    
Variable Interest Entity [Line Items]    
Interest Rate 11.01%  
Minimum | Residential Bridge Loan Current Coupon Rate Eight    
Variable Interest Entity [Line Items]    
Interest Rate 17.01%