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MBS, CRT Securities and MSR Related Assets (Purchase Discounts) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2018
Sep. 30, 2017
Sep. 30, 2018
Sep. 30, 2017
Changes in the components of the purchase discount on Non-Agency MBS        
Realized credit losses $ 0 $ 0 $ 0 $ 1,032
Discount Designated as Credit Reserve and OTTI | Non-Agency MBS        
Changes in the components of the purchase discount on Non-Agency MBS        
Balance at beginning of period (553,596) (626,498) (593,227) (694,241)
Impact of RMBS Issuer Settlement 0 0 0 0
Accretion of discount 0 0 0 0
Realized credit losses 12,042 13,982 31,443 39,445
Purchases (1,975) 0 (2,510) (484)
Sales 1,552 4,620 7,144 29,398
Net impairment losses recognized in earnings     0 (1,032)
Transfers/release of credit reserve 10,220 14,762 25,393 33,780
Balance at end of period (531,757) (593,134) (531,757) (593,134)
Accretable Discount | Non-Agency MBS        
Changes in the components of the purchase discount on Non-Agency MBS        
Balance at beginning of period (202,248) (257,967) (215,325) (278,191)
Impact of RMBS Issuer Settlement (2,734) 0 (14,822) 0
Accretion of discount 20,115 18,621 54,860 60,461
Realized credit losses 0 0 0 0
Purchases 1,368 (1,929) 1,856 (3,449)
Sales 1,974 11,244 7,079 10,166
Net impairment losses recognized in earnings     0 0
Transfers/release of credit reserve (10,220) (14,762) (25,393) (33,780)
Balance at end of period (191,745) $ (244,793) (191,745) $ (244,793)
Jp Morgan Chase        
Changes in the components of the purchase discount on Non-Agency MBS        
Proceeds from Legal Settlements     $ 12,100  
Lehman Brothers        
Changes in the components of the purchase discount on Non-Agency MBS        
Proceeds from Legal Settlements $ 2,700