XML 25 R60.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Fair Value, Assets and Liabilities Measured at Fair Value on Recurring Basis (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Assets [Abstract]    
Derivative assets total $ 18,289 $ 24,258
Servicing related assets [1] 291,111 294,907
Liabilities [Abstract]    
Derivative liabilities total 12,337 3,816
Level 3 [Member]    
Assets [Abstract]    
Total Assets 291,111 294,907
Interest Rate Swaps [Member]    
Assets [Abstract]    
Derivative assets total 17,921 23,176
Interest Rate Swaptions [Member]    
Assets [Abstract]    
Derivative assets total 368 170
TBAs [Member]    
Assets [Abstract]    
Derivative assets total 0 168
Treasury Futures [Member]    
Assets [Abstract]    
Derivative assets total   744
Fair Value, Measurements, Recurring [Member] | Level 1 [Member]    
Assets [Abstract]    
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]    
Derivative assets total 18,289 24,258
Servicing related assets 0 0
Total Assets 2,526,649 1,794,368
Liabilities [Abstract]    
Derivative liabilities total 12,337 3,816
Total Liabilities 12,337 3,816
Fair Value, Measurements, Recurring [Member] | Level 3 [Member]    
Assets [Abstract]    
Derivative assets total 0 0
Servicing related assets 291,111 294,907
Total Assets 291,111 294,907
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 17,921 23,176
Liabilities [Abstract]    
Derivative liabilities total 10,140 3,816
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 368 170
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
Liabilities [Abstract]    
Derivative liabilities total 0  
Fair Value, Measurements, Recurring [Member] | TBAs [Member] | Level 2 [Member]    
Assets [Abstract]    
Derivative assets total   168
Liabilities [Abstract]    
Derivative liabilities total 423  
Fair Value, Measurements, Recurring [Member] | TBAs [Member] | Level 3 [Member]    
Assets [Abstract]    
Derivative assets total   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  
Fair Value, Measurements, Recurring [Member] | Treasury Futures [Member] | Level 2 [Member]    
Assets [Abstract]    
Derivative assets total   744
Liabilities [Abstract]    
Derivative liabilities total 1,774  
Fair Value, Measurements, Recurring [Member] | Treasury Futures [Member] | Level 3 [Member]    
Assets [Abstract]    
Derivative assets total   0
Liabilities [Abstract]    
Derivative liabilities total 0  
Fair Value, Measurements, Recurring [Member] | Carrying Value [Member]    
Assets [Abstract]    
Derivative assets total 18,289 24,258
Servicing related assets 291,111 294,907
Total Assets 2,817,760 2,089,275
Liabilities [Abstract]    
Derivative liabilities total 12,337 3,816
Total Liabilities 12,337 3,816
Fair Value, Measurements, Recurring [Member] | Carrying Value [Member] | Interest Rate Swaps [Member]    
Assets [Abstract]    
Derivative assets total 17,921 23,176
Liabilities [Abstract]    
Derivative liabilities total 10,140 3,816
Fair Value, Measurements, Recurring [Member] | Carrying Value [Member] | Interest Rate Swaptions [Member]    
Assets [Abstract]    
Derivative assets total 368 170
Fair Value, Measurements, Recurring [Member] | Carrying Value [Member] | TBAs [Member]    
Assets [Abstract]    
Derivative assets total   168
Liabilities [Abstract]    
Derivative liabilities total 423  
Fair Value, Measurements, Recurring [Member] | Carrying Value [Member] | Treasury Futures [Member]    
Assets [Abstract]    
Derivative assets total   $ 744
Liabilities [Abstract]    
Derivative liabilities total $ 1,774  
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%
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Level 1 [Member]    
Assets [Abstract]    
RMBS total $ 0 $ 0
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Level 2 [Member]    
Assets [Abstract]    
RMBS total 2,508,360 1,770,110
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Level 3 [Member]    
Assets [Abstract]    
RMBS total 0 0
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | CMOs [Member] | Level 1 [Member]    
Assets [Abstract]    
RMBS total 0 0
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | CMOs [Member] | Level 2 [Member]    
Assets [Abstract]    
RMBS total 129,083 103,500
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | CMOs [Member] | Level 3 [Member]    
Assets [Abstract]    
RMBS total 0 0
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Private Label MBS [Member] | Level 1 [Member]    
Assets [Abstract]    
RMBS total 0 0
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Private Label MBS [Member] | Level 2 [Member]    
Assets [Abstract]    
RMBS total 32,193 29,438
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Private Label MBS [Member] | Level 3 [Member]    
Assets [Abstract]    
RMBS total 0 0
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Carrying Value [Member]    
Assets [Abstract]    
RMBS total 2,508,360 1,770,110
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Carrying Value [Member] | CMOs [Member]    
Assets [Abstract]    
RMBS total 129,083 103,500
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Carrying Value [Member] | Private Label MBS [Member]    
Assets [Abstract]    
RMBS total 32,193 29,438
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Fannie Mae [Member] | Level 1 [Member]    
Assets [Abstract]    
RMBS total 0 0
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Fannie Mae [Member] | Level 2 [Member]    
Assets [Abstract]    
RMBS total 1,619,233 1,178,164
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Fannie Mae [Member] | Level 3 [Member]    
Assets [Abstract]    
RMBS total 0 0
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Fannie Mae [Member] | Carrying Value [Member]    
Assets [Abstract]    
RMBS total 1,619,233 1,178,164
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Freddie Mac [Member] | Level 1 [Member]    
Assets [Abstract]    
RMBS total 0 0
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Freddie Mac [Member] | Level 2 [Member]    
Assets [Abstract]    
RMBS total 727,851 459,008
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Freddie Mac [Member] | Level 3 [Member]    
Assets [Abstract]    
RMBS total 0 0
RMBS [Member] | Fair Value, Measurements, Recurring [Member] | Freddie Mac [Member] | Carrying Value [Member]    
Assets [Abstract]    
RMBS total $ 727,851 $ 459,008
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 approximates the fair value of the pools (see Note 9).