Annual report pursuant to Section 13 and 15(d)

Residential Mortgage Loans Held-for-Investment in Securitization Trusts, at Fair Value (Tables)

v3.6.0.2
Residential Mortgage Loans Held-for-Investment in Securitization Trusts, at Fair Value (Tables)
12 Months Ended
Dec. 31, 2016
Residential Mortgage Loans Held-for-Investment [Abstract]  
Schedule of Residential Mortgage Loans Held-for-Investment Reconciliation [Table Text Block]
The following table presents the carrying value of the Company’s residential mortgage loans held-for-investment in securitization trusts as of December 31, 2016 and December 31, 2015:
(in thousands)
December 31,
2016
 
December 31,
2015
Unpaid principal balance
$
3,234,044

 
$
3,143,515

Fair value adjustment
37,273

 
30,212

Carrying value
$
3,271,317

 
$
3,173,727