XML 69 R61.htm IDEA: XBRL DOCUMENT v3.20.1
Residential Mortgage Securities and MSR-Related Assets (Interest Income) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Coupon interest $ 13,636 $ 24,628
Effective yield adjustment (4,775) (6,187)
Interest income 8,861 18,441
Legacy Non-Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Coupon interest 17,282 24,272
Effective yield adjustment 9,406 13,144
Interest income 26,688 37,416
RPL/NPL MBS    
Debt Securities, Available-for-sale [Line Items]    
Coupon interest 5,583 16,443
Effective yield adjustment 280 142
Interest income 5,863 16,585
Accretion Income 277 148
CRT securities    
Debt Securities, Available-for-sale [Line Items]    
Coupon interest 3,485 6,118
Effective yield adjustment (523) 82
Interest income 2,962 6,200
MSR-related assets    
Debt Securities, Available-for-sale [Line Items]    
Coupon interest 14,207 10,619
Effective yield adjustment 0 1
Interest income $ 14,207 $ 10,620