XML 37 R47.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Residential Mortgage Securities and MSR Related Assets (Unrealized Losses on Residential Mortgage Securities) (Details)
Dec. 31, 2019
USD ($)
security
Dec. 31, 2018
USD ($)
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 59,108,000  
Unrealized losses, less than 12 months $ 343,000  
Number of securities, less than 12 months | security 45  
Fair value, 12 months or more $ 792,787,000  
Unrealized losses, 12 months or more $ 18,475,000  
Number of securities, 12 months or more | security 385  
Fair Value $ 851,895,000  
Unrealized losses 18,818,000  
MBS and CRT securities 3,983,519,000 $ 6,509,333,000
Unrealized losses 18,818,000 63,783,000
Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months 59,108,000  
Unrealized losses, less than 12 months $ 343,000  
Number of securities, less than 12 months | security 45  
Fair value, 12 months or more $ 760,049,000  
Unrealized losses, 12 months or more $ 18,366,000  
Number of securities, 12 months or more | security 376  
Fair Value $ 819,157,000  
Unrealized losses 18,709,000  
MBS and CRT securities 1,664,582,000 2,698,213,000
Unrealized losses 18,709,000 49,498,000
Non-Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months 0  
Unrealized losses, less than 12 months $ 0  
Number of securities, less than 12 months | security 0  
Fair value, 12 months or more $ 7,734,000  
Unrealized losses, 12 months or more $ 18,000  
Number of securities, 12 months or more | security 2  
Fair Value $ 7,734,000  
Unrealized losses 18,000  
MBS and CRT securities 2,063,529,000 3,318,299,000
Unrealized losses 18,000 8,389,000
Expected to Recover Par    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months 0  
Unrealized losses, less than 12 months $ 0  
Number of securities, less than 12 months | security 0  
Fair value, 12 months or more $ 7,492,000  
Unrealized losses, 12 months or more $ 9,000  
Number of securities, 12 months or more | security 1  
Fair Value $ 7,492,000  
Unrealized losses 9,000  
MBS and CRT securities 725,668,000 1,527,700,000
Unrealized losses 9,000 7,620,000
Expected to Recover Less Than Par    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months 0  
Unrealized losses, less than 12 months $ 0  
Number of securities, less than 12 months | security 0  
Fair value, 12 months or more $ 242,000  
Unrealized losses, 12 months or more $ 9,000  
Number of securities, 12 months or more | security 1  
Fair Value $ 242,000  
Unrealized losses 9,000  
MBS and CRT securities 1,337,861,000 1,790,599,000
Unrealized losses 9,000 769,000
Total MBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months 59,108,000  
Unrealized losses, less than 12 months $ 343,000  
Number of securities, less than 12 months | security 45  
Fair value, 12 months or more $ 767,783,000  
Unrealized losses, 12 months or more $ 18,384,000  
Number of securities, 12 months or more | security 378  
Fair Value $ 826,891,000  
Unrealized losses 18,727,000  
MBS and CRT securities 3,728,111,000 6,016,512,000
Unrealized losses 18,727,000 57,887,000
CRT securities    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months 0  
Unrealized losses, less than 12 months $ 0  
Number of securities, less than 12 months | security 0  
Fair value, 12 months or more $ 25,004,000  
Unrealized losses, 12 months or more $ 91,000  
Number of securities, 12 months or more | security 7  
Fair Value $ 25,004,000  
Unrealized losses 91,000  
MBS and CRT securities 255,408,000 492,821,000
Unrealized losses 91,000 5,896,000
Agency MBS, Fair Value Option    
Debt Securities, Available-for-sale [Line Items]    
Unrealized losses 0 3,300,000
CRT in Loss Positions Only, Fair Value Option    
Debt Securities, Available-for-sale [Line Items]    
MBS and CRT securities 25,000,000.0  
Unrealized losses 91,000  
Fannie Mae | Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months 57,884,000  
Unrealized losses, less than 12 months $ 341,000  
Number of securities, less than 12 months | security 44  
Fair value, 12 months or more $ 605,765,000  
Unrealized losses, 12 months or more $ 14,400,000  
Number of securities, 12 months or more | security 275  
Fair Value $ 663,649,000  
Unrealized losses 14,741,000  
MBS and CRT securities 1,157,993,000 1,762,032,000
Unrealized losses 14,741,000 32,321,000
Freddie Mac | Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months 1,224,000  
Unrealized losses, less than 12 months $ 2,000  
Number of securities, less than 12 months | security 1  
Fair value, 12 months or more $ 154,284,000  
Unrealized losses, 12 months or more $ 3,966,000  
Number of securities, 12 months or more | security 101  
Fair Value $ 155,508,000  
Unrealized losses 3,968,000  
MBS and CRT securities 502,468,000 931,318,000
Unrealized losses $ 3,968,000 $ 17,177,000