Quarterly report pursuant to Section 13 or 15(d)

REAL ESTATE SECURITIES - Real Estate Securities Holdings (Details)

v3.4.0.3
REAL ESTATE SECURITIES - Real Estate Securities Holdings (Details)
$ in Thousands
 3 Months Ended
Mar. 31, 2016
USD ($)
contract
Dec. 31, 2015
USD ($)
Apr. 30, 2010
Secutiy
Schedule of Available-for-sale Securities [Line Items]      
Amortized Cost Basis $ 0    
Carrying Value 12,638 $ 59,034  
Total Securities, Pledged as Collateral      
Schedule of Available-for-sale Securities [Line Items]      
Outstanding Face Amount 363,080    
Before Impairment - Amortized Cost Basis 381,124    
Other Than Temporary Impairment - Amortized Cost Basis 0    
Amortized Cost Basis 381,124    
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax 82    
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax 0    
Carrying Value $ 381,206    
Number of Securities | contract 4    
Real Estate Securities Available For Sale      
Schedule of Available-for-sale Securities [Line Items]      
Before Impairment - Amortized Cost Basis $ 20,162    
Other Than Temporary Impairment - Amortized Cost Basis (19,476)    
Amortized Cost Basis 686    
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax 11,952    
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax 0    
Carrying Value $ 12,638    
Number of Securities | contract 7    
CMBS      
Schedule of Available-for-sale Securities [Line Items]      
Outstanding Face Amount $ 10,308    
Before Impairment - Amortized Cost Basis 10,308    
Other Than Temporary Impairment - Amortized Cost Basis (10,308)    
Amortized Cost Basis 0    
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax 0    
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax 0    
Carrying Value $ 0    
Number of Securities | contract 2    
Weighted Average Rating C    
Weighted average coupon rate of loans 2.45%    
Weighted Average Yield 0.00%    
Weighted Average Life (Years) 1 day    
Weighted Average Principal Subordination 0.00%    
Non-Agency RMBS      
Schedule of Available-for-sale Securities [Line Items]      
Outstanding Face Amount $ 4,000    
Before Impairment - Amortized Cost Basis 2,207    
Other Than Temporary Impairment - Amortized Cost Basis (1,521)    
Amortized Cost Basis 686    
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax 2,161    
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax 0    
Carrying Value $ 2,847    
Number of Securities | contract 1    
Weighted Average Rating C    
Weighted average coupon rate of loans 0.82%    
Weighted Average Yield 24.47%    
Weighted Average Life (Years) 10 years 7 months 6 days    
Weighted Average Principal Subordination 24.00%    
ABS - Small Business Loans      
Schedule of Available-for-sale Securities [Line Items]      
Outstanding Face Amount $ 8,464    
Before Impairment - Amortized Cost Basis 7,647    
Other Than Temporary Impairment - Amortized Cost Basis (7,647)    
Amortized Cost Basis 0    
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax 0    
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax 0    
Carrying Value $ 0    
Number of Securities | contract 1    
Weighted Average Rating C    
Weighted average coupon rate of loans 6.69%    
Weighted Average Yield 0.00%    
Weighted Average Life (Years) 1 day    
Weighted Average Principal Subordination 0.00%    
CDO      
Schedule of Available-for-sale Securities [Line Items]      
Outstanding Face Amount $ 14,699    
Before Impairment - Amortized Cost Basis 0    
Other Than Temporary Impairment - Amortized Cost Basis 0    
Amortized Cost Basis 0    
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax 9,791    
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax 0    
Carrying Value $ 9,791    
Number of Securities 2   2
Weighted Average Rating C    
Weighted average coupon rate of loans 1.84%    
Weighted Average Yield 0.00%    
Weighted Average Life (Years) 4 years 6 days    
Weighted Average Principal Subordination 26.60%    
Debt securities      
Schedule of Available-for-sale Securities [Line Items]      
Outstanding Face Amount $ 37,471    
Before Impairment - Amortized Cost Basis 20,162    
Other Than Temporary Impairment - Amortized Cost Basis (19,476)    
Amortized Cost Basis 686    
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax 11,952    
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax 0    
Carrying Value $ 12,638    
Number of Securities | contract 6    
Weighted Average Rating C    
Weighted average coupon rate of loans 2.99%    
Weighted Average Yield 24.47%    
Weighted Average Life (Years) 2 years 8 months 6 days    
Equity Securities      
Schedule of Available-for-sale Securities [Line Items]      
Before Impairment - Amortized Cost Basis $ 0    
Other Than Temporary Impairment - Amortized Cost Basis 0    
Amortized Cost Basis 0    
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax 0    
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax 0    
Carrying Value $ 0    
Number of Securities | contract 1    
FNMA/FHLMC      
Schedule of Available-for-sale Securities [Line Items]      
Outstanding Face Amount $ 363,080    
Before Impairment - Amortized Cost Basis 381,124    
Other Than Temporary Impairment - Amortized Cost Basis 0    
Amortized Cost Basis 381,124    
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax 82    
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax 0    
Carrying Value $ 381,206    
Number of Securities | contract 4    
Weighted Average Rating AAA    
Weighted average coupon rate of loans 3.50%    
Weighted Average Yield 2.99%    
Weighted Average Life (Years) 6 years 4 months 6 days