XML 63 R52.htm IDEA: XBRL DOCUMENT v3.19.2
Residential Mortgage Securities and MSR-Related Assets (Interest Income) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
Agency MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest $ 22,938 $ 20,040 $ 47,566 $ 40,997
Effective yield adjustment (7,664) (6,870) (13,851) (12,534)
Interest income 15,274 13,170 33,715 28,463
Legacy Non-Agency MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 22,861 27,931 47,133 56,765
Effective yield adjustment 14,523 17,462 27,667 34,664
Interest income 37,384 45,393 74,800 91,429
Accretion Income 3,100   3,100  
RPL/NPL MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 14,635 9,588 31,078 19,641
Effective yield adjustment 8 62 150 75
Interest income 14,643 9,650 31,228 19,716
Accretion Income 148 40   1,200
CRT securities        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 5,477 7,854 11,595 16,227
Effective yield adjustment (383) 841 (301) 1,964
Interest income 5,094 8,695 11,294 18,191
MSR-related assets        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 12,300 5,081 22,886 12,598
Effective yield adjustment 38 1,138 72 1,244
Interest income $ 12,338 $ 6,219 $ 22,958 $ 13,842