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Fair Value of Financial Instruments - Quantitative Information about Significant Unobservable Inputs Used in Valuation of Level 3 Assets and Liabilities Measured at Fair Value (Details)
6 Months Ended
Jun. 30, 2017
USD ($)
$ / loan
Asset-backed securities issued  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value $ 692,606,000
Asset-backed securities issued | Minimum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Prepayment rate (annual CPR) (as a percent) 0.00%
Loss severity (as a percent) 20.00%
Discount rate (as a percent) 4.00%
Default rate (as a percent) 1.00%
Asset-backed securities issued | Maximum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Prepayment rate (annual CPR) (as a percent) 20.00%
Loss severity (as a percent) 32.00%
Discount rate (as a percent) 8.00%
Default rate (as a percent) 12.00%
Asset-backed securities issued | Weighted Average  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Prepayment rate (annual CPR) (as a percent) 16.00%
Loss severity (as a percent) 27.00%
Discount rate (as a percent) 5.00%
Default rate (as a percent) 7.00%
Residential Loans Priced To Securitization and Whole Loan Market, Uncommitted to Sell  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value $ 3,027,340,000
Residential Loans Priced To Securitization and Whole Loan Market, Uncommitted to Sell | Minimum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Whole loan spread to TBA (in dollars per loan) | $ / loan 2.59
Whole loan spread to swap rate (as a percent) 1.75%
Residential Loans Priced To Securitization and Whole Loan Market, Uncommitted to Sell | Maximum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Whole loan spread to TBA (in dollars per loan) | $ / loan 3.56
Whole loan spread to swap rate (as a percent) 2.80%
Residential Loans Priced To Securitization and Whole Loan Market, Uncommitted to Sell | Weighted Average  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Whole loan spread to TBA (in dollars per loan) | $ / loan 3.50
Whole loan spread to swap rate (as a percent) 2.78%
Residential Jumbo Hybrid Loans Priced To Whole Loan Market Uncommitted To Sell  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value $ 130,776,000
Residential Jumbo Hybrid Loans Priced To Whole Loan Market Uncommitted To Sell | Minimum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Whole loan spread to swap rate (as a percent) 1.10%
Prepayment rate (annual CPR) (as a percent) 15.00%
Residential Jumbo Hybrid Loans Priced To Whole Loan Market Uncommitted To Sell | Maximum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Whole loan spread to swap rate (as a percent) 2.00%
Prepayment rate (annual CPR) (as a percent) 15.00%
Residential Jumbo Hybrid Loans Priced To Whole Loan Market Uncommitted To Sell | Weighted Average  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Whole loan spread to swap rate (as a percent) 1.63%
Prepayment rate (annual CPR) (as a percent) 15.00%
Residential Loans Priced To Whole Loan Market and Committed to Sell  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value $ 38,409,000
Residential Loans Priced To Whole Loan Market and Committed to Sell | Minimum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Whole loan committed sales price (in dollars per loan) | $ / loan 102.63
Residential Loans Priced To Whole Loan Market and Committed to Sell | Maximum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Whole loan committed sales price (in dollars per loan) | $ / loan 102.63
Residential Loans Priced To Whole Loan Market and Committed to Sell | Weighted Average  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Whole loan committed sales price (in dollars per loan) | $ / loan 102.63
Residential Loans Held For Investment at Fair Value  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value $ 707,686,000
Residential loans, at lower of cost or fair value  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value $ 856,000
Residential loans, at lower of cost or fair value | Minimum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Loss severity (as a percent) 15.00%
Residential loans, at lower of cost or fair value | Maximum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Loss severity (as a percent) 30.00%
Residential loans, at lower of cost or fair value | Weighted Average  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Loss severity (as a percent) 20.00%
Investment Securities  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value $ 1,218,503,000
Investment Securities | Minimum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Prepayment rate (annual CPR) (as a percent) 0.00%
Loss severity (as a percent) 0.00%
Discount rate (as a percent) 3.00%
Default rate (as a percent) 0.00%
Investment Securities | Maximum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Prepayment rate (annual CPR) (as a percent) 28.00%
Loss severity (as a percent) 40.00%
Discount rate (as a percent) 13.00%
Default rate (as a percent) 33.00%
Investment Securities | Weighted Average  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Prepayment rate (annual CPR) (as a percent) 9.00%
Loss severity (as a percent) 23.00%
Discount rate (as a percent) 5.00%
Default rate (as a percent) 3.00%
MSRs  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value $ 63,770,000
MSRs | Minimum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Prepayment rate (annual CPR) (as a percent) 5.00%
Discount rate (as a percent) 10.00%
Per loan annual cost to service $ 82
MSRs | Maximum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Prepayment rate (annual CPR) (as a percent) 31.00%
Discount rate (as a percent) 18.00%
Per loan annual cost to service $ 82
MSRs | Weighted Average  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Prepayment rate (annual CPR) (as a percent) 10.00%
Discount rate (as a percent) 11.00%
Per loan annual cost to service $ 82
Guarantee asset  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value $ 3,288,000
Guarantee asset | Minimum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Prepayment rate (annual CPR) (as a percent) 13.00%
Discount rate (as a percent) 11.00%
Guarantee asset | Maximum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Prepayment rate (annual CPR) (as a percent) 13.00%
Discount rate (as a percent) 11.00%
Guarantee asset | Weighted Average  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Prepayment rate (annual CPR) (as a percent) 13.00%
Discount rate (as a percent) 11.00%
REO  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value $ 4,118,000
REO | Minimum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Loss severity (as a percent) 4.00%
REO | Maximum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Loss severity (as a percent) 100.00%
REO | Weighted Average  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Loss severity (as a percent) 30.00%
Loan purchase commitments  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Fair Value $ 1,120,000
Loan purchase commitments | Minimum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Whole loan spread to TBA (in dollars per loan) | $ / loan 2.59
Whole loan spread to swap rate (as a percent) 1.75%
Prepayment rate (annual CPR) (as a percent) 15.00%
MSR Multiple 0.6
Pull-through rate (as a percent) 10.00%
Whole loan spread to swap rate - hybrid (as a percent) 1.10%
Loan purchase commitments | Maximum  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Whole loan spread to TBA (in dollars per loan) | $ / loan 3.56
Whole loan spread to swap rate (as a percent) 2.80%
Prepayment rate (annual CPR) (as a percent) 15.00%
MSR Multiple 5.1
Pull-through rate (as a percent) 100.00%
Whole loan spread to swap rate - hybrid (as a percent) 1.90%
Loan purchase commitments | Weighted Average  
Fair Value Inputs, Assets, Quantitative Information [Line Items]  
Whole loan spread to TBA (in dollars per loan) | $ / loan 3.53
Whole loan spread to swap rate (as a percent) 2.79%
Prepayment rate (annual CPR) (as a percent) 15.00%
MSR Multiple 3.6
Pull-through rate (as a percent) 71.00%
Whole loan spread to swap rate - hybrid (as a percent) 1.43%