XML 64 R52.htm IDEA: XBRL DOCUMENT v3.7.0.1
Fair Value - Schedule of Significant Assumptions used in Valuation (Details) - $ / loan
6 Months Ended 12 Months Ended
Jun. 30, 2017
Dec. 31, 2016
Loans Held for Investment [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Life 5 years 10 months 24 days 6 years 1 month 6 days
Weighted average prepayment speed 21.30% 20.90%
Weighted average discount rate 3.20% 3.30%
Loans Held for Investment [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Life 5 years 4 months 24 days 5 years 6 months
Weighted average prepayment speed 5.30% 5.20%
Loans Held for Investment [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Life 8 years 2 months 12 days 8 years 8 months 12 days
Weighted average prepayment speed 53.80% 53.80%
Mortgage Servicing Rights - Amortized Costs [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Weighted average prepayment speed 9.00% 8.90%
Weighted average delinquency rate 10.50% 11.10%
Advance financing cost 5 years 5 years
Interest rate for computing float earnings 5 years 5 years
Weighted average discount rate 9.10% 8.90%
Weighted average cost to service (in dollars) 107 108
Fair Value Agency Mortgage Servicing Rights [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Weighted average prepayment speed 8.50% 8.40%
Weighted average delinquency rate 0.70% 1.00%
Advance financing cost 5 years 5 years
Interest rate for computing float earnings 5 years 5 years
Weighted average discount rate 9.00% 9.00%
Weighted average cost to service (in dollars) 63 64
Fair Value Non-Agency Mortgage Servicing Rights [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Weighted average prepayment speed 16.40% 16.50%
Weighted average delinquency rate 29.20% 29.30%
Fair value input, interest rate 3.50% 3.50%
Weighted average discount rate 12.80% 14.90%
Weighted average cost to service (in dollars) 313 307
HMBS - Related Borrowings [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Life 5 years 5 years 1 month 6 days
Weighted average prepayment speed 21.30% 20.90%
Weighted average discount rate 2.60% 2.70%
HMBS - Related Borrowings [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Life 4 years 4 months 24 days 4 years 6 months
Weighted average prepayment speed 5.30% 5.20%
HMBS - Related Borrowings [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Life 8 years 2 months 12 days 8 years 8 months 12 days
Weighted average prepayment speed 53.80% 53.80%
Mortgage Servicing Rights Pledged [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Weighted average prepayment speed 16.80% 17.00%
Weighted average delinquency rate 29.60% 29.80%
Fair value input, interest rate 3.50% 3.50%
Weighted average discount rate 13.60% 14.90%
Weighted average cost to service (in dollars) 319 313
Automotive Dealer Financing Notes [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Life 2 months 21 days 2 months 21 days
Weighted average discount rate 10.00% 10.00%
Fair value inputs average note rate 8.30% 8.30%
Fair value inputs loan loss rate 21.90% 11.30%
London Interbank Offered Rate (LIBOR) [Member] | Fair Value Non-Agency Mortgage Servicing Rights [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Interest rate for computing float earnings 1 month 1 month
London Interbank Offered Rate (LIBOR) [Member] | Mortgage Servicing Rights Pledged [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Interest rate for computing float earnings 1 month 1 month