XML 73 R59.htm IDEA: XBRL DOCUMENT v3.19.1
Fair Value, Assets and Liabilities Measured at Fair Value on Recurring Basis (Details) - USD ($)
$ in Thousands
Dec. 31, 2018
Dec. 31, 2017
Dec. 31, 2016
[2]
Assets [Abstract]      
Derivative assets total $ 24,258 $ 13,830  
Servicing related assets [1] 294,907 122,806  
Liabilities [Abstract]      
Derivative liabilities total 3,816 344  
Level 3 [Member]      
Assets [Abstract]      
Total Assets 294,907 122,806  
Interest Rate Swaps [Member]      
Assets [Abstract]      
Derivative assets total 23,176 12,994  
Interest Rate Swaptions [Member]      
Assets [Abstract]      
Derivative assets total 170 802  
TBAs [Member]      
Assets [Abstract]      
Derivative assets total 168 34  
Treasury Futures [Member]      
Assets [Abstract]      
Derivative assets total 744    
Fair Value, Measurements, Recurring [Member] | Level 1 [Member]      
Assets [Abstract]      
RMBS total 0 0  
Derivative assets total 0 0  
Servicing related assets 0 0  
Total Assets 0 0  
Liabilities [Abstract]      
Derivative liabilities total 0 0  
Total Liabilities 0 0  
Fair Value, Measurements, Recurring [Member] | Level 2 [Member]      
Assets [Abstract]      
RMBS total 1,770,110 1,840,912  
Derivative assets total 24,258 13,830  
Servicing related assets 0 0  
Total Assets 1,794,368 1,854,742  
Liabilities [Abstract]      
Derivative liabilities total 3,816 344  
Total Liabilities 3,816 344  
Fair Value, Measurements, Recurring [Member] | Level 3 [Member]      
Assets [Abstract]      
RMBS total 0 0  
Derivative assets total 0 0  
Servicing related assets 294,907 122,806 [2] $ 61,263
Total Assets 294,907 122,806  
Liabilities [Abstract]      
Derivative liabilities total 0 0  
Total Liabilities 0 0  
Fair Value, Measurements, Recurring [Member] | Interest Rate Swaps [Member] | Level 1 [Member]      
Assets [Abstract]      
Derivative assets total 0 0  
Liabilities [Abstract]      
Derivative liabilities total 0 0  
Fair Value, Measurements, Recurring [Member] | Interest Rate Swaps [Member] | Level 2 [Member]      
Assets [Abstract]      
Derivative assets total 23,176 12,994  
Liabilities [Abstract]      
Derivative liabilities total 3,816 342  
Fair Value, Measurements, Recurring [Member] | Interest Rate Swaps [Member] | Level 3 [Member]      
Assets [Abstract]      
Derivative assets total 0 0  
Liabilities [Abstract]      
Derivative liabilities total 0 0  
Fair Value, Measurements, Recurring [Member] | Interest Rate Swaptions [Member] | Level 1 [Member]      
Assets [Abstract]      
Derivative assets total 0 0  
Fair Value, Measurements, Recurring [Member] | Interest Rate Swaptions [Member] | Level 2 [Member]      
Assets [Abstract]      
Derivative assets total 170 802  
Fair Value, Measurements, Recurring [Member] | Interest Rate Swaptions [Member] | Level 3 [Member]      
Assets [Abstract]      
Derivative assets total 0 0  
Fair Value, Measurements, Recurring [Member] | TBAs [Member] | Level 1 [Member]      
Assets [Abstract]      
Derivative assets total 0 0  
Liabilities [Abstract]      
Derivative liabilities total 0    
Fair Value, Measurements, Recurring [Member] | TBAs [Member] | Level 2 [Member]      
Assets [Abstract]      
Derivative assets total 168 34  
Liabilities [Abstract]      
Derivative liabilities total 0    
Fair Value, Measurements, Recurring [Member] | TBAs [Member] | Level 3 [Member]      
Assets [Abstract]      
Derivative assets total 0 0  
Liabilities [Abstract]      
Derivative liabilities total 0    
Fair Value, Measurements, Recurring [Member] | Treasury Futures [Member] | Level 1 [Member]      
Assets [Abstract]      
Derivative assets total 0    
Liabilities [Abstract]      
Derivative liabilities total 0 0  
Fair Value, Measurements, Recurring [Member] | Treasury Futures [Member] | Level 2 [Member]      
Assets [Abstract]      
Derivative assets total 744    
Liabilities [Abstract]      
Derivative liabilities total 0 2  
Fair Value, Measurements, Recurring [Member] | Treasury Futures [Member] | Level 3 [Member]      
Assets [Abstract]      
Derivative assets total 0    
Liabilities [Abstract]      
Derivative liabilities total 0 0  
Fair Value, Measurements, Recurring [Member] | CMOs [Member] | Level 1 [Member]      
Assets [Abstract]      
RMBS total 0 0  
Fair Value, Measurements, Recurring [Member] | CMOs [Member] | Level 2 [Member]      
Assets [Abstract]      
RMBS total 132,938 93,669  
Fair Value, Measurements, Recurring [Member] | CMOs [Member] | Level 3 [Member]      
Assets [Abstract]      
RMBS total 0 0  
Fair Value, Measurements, Recurring [Member] | Carrying Value [Member]      
Assets [Abstract]      
RMBS total 1,770,110 1,840,912  
Derivative assets total 24,258 13,830  
Servicing related assets 294,907 122,806  
Total Assets 2,089,275 1,977,548  
Liabilities [Abstract]      
Derivative liabilities total 3,816 344  
Total Liabilities 3,816 344  
Fair Value, Measurements, Recurring [Member] | Carrying Value [Member] | Interest Rate Swaps [Member]      
Assets [Abstract]      
Derivative assets total 23,176 12,994  
Liabilities [Abstract]      
Derivative liabilities total 3,816 342  
Fair Value, Measurements, Recurring [Member] | Carrying Value [Member] | Interest Rate Swaptions [Member]      
Assets [Abstract]      
Derivative assets total 170 802  
Fair Value, Measurements, Recurring [Member] | Carrying Value [Member] | TBAs [Member]      
Assets [Abstract]      
Derivative assets total 168 34  
Liabilities [Abstract]      
Derivative liabilities total 0    
Fair Value, Measurements, Recurring [Member] | Carrying Value [Member] | Treasury Futures [Member]      
Assets [Abstract]      
Derivative assets total 744    
Liabilities [Abstract]      
Derivative liabilities total 0 2  
Fair Value, Measurements, Recurring [Member] | Carrying Value [Member] | CMOs [Member]      
Assets [Abstract]      
RMBS total 132,938 93,669  
Fair Value, Measurements, Recurring [Member] | Fannie Mae [Member] | Level 1 [Member]      
Assets [Abstract]      
RMBS total 0 0  
Fair Value, Measurements, Recurring [Member] | Fannie Mae [Member] | Level 2 [Member]      
Assets [Abstract]      
RMBS total 1,178,164 1,233,699  
Fair Value, Measurements, Recurring [Member] | Fannie Mae [Member] | Level 3 [Member]      
Assets [Abstract]      
RMBS total 0 0  
Fair Value, Measurements, Recurring [Member] | Fannie Mae [Member] | Carrying Value [Member]      
Assets [Abstract]      
RMBS total 1,178,164 1,233,699  
Fair Value, Measurements, Recurring [Member] | Freddie Mac [Member] | Level 1 [Member]      
Assets [Abstract]      
RMBS total 0 0  
Fair Value, Measurements, Recurring [Member] | Freddie Mac [Member] | Level 2 [Member]      
Assets [Abstract]      
RMBS total 459,008 513,544  
Fair Value, Measurements, Recurring [Member] | Freddie Mac [Member] | Level 3 [Member]      
Assets [Abstract]      
RMBS total 0 0  
Fair Value, Measurements, Recurring [Member] | Freddie Mac [Member] | Carrying Value [Member]      
Assets [Abstract]      
RMBS total $ 459,008 $ 513,544  
RMBS [Member] | Level 2 [Member]      
Derivative Instruments Classified as Fair Value Assets and Liabilities [Abstract]      
Percentage of derivative instruments classified as fair value assets and liabilities 100.00% 100.00%  
MSRs [Member] | Level 3 [Member]      
Derivative Instruments Classified as Fair Value Assets and Liabilities [Abstract]      
Percentage of derivative instruments classified as fair value assets and liabilities 100.00% 100.00%  
Derivative Instruments [Member] | Level 2 [Member]      
Derivative Instruments Classified as Fair Value Assets and Liabilities [Abstract]      
Percentage of derivative instruments classified as fair value assets and liabilities 100.00% 100.00%  
[1] Carrying value represents the fair value of the pools (see Note 9).
[2] Includes the recapture agreement for each respective pool.