Quarterly report pursuant to Section 13 or 15(d)

Schedule of Excess Mortgage Servicing Rights (MSRs) (Details)

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Schedule of Excess Mortgage Servicing Rights (MSRs) (Details) (USD $)
In Thousands, unless otherwise specified
 3 Months Ended
Mar. 31, 2013
Mar. 31, 2012
Weighted Average Yield 3.92% [1]  
Weighted Average Maturity (Years) 4 years 8 months [1],[2]  
Change in fair value of investments in excess mortgage servicing rights $ 1,858 $ 1,216
MSRs Pool 1
    
Unpaid Principal Balance 8,021,789  
Amortized Cost Basis 29,329 [3]  
Carrying Value 35,333 [4]  
Weighted Average Yield 18.00%  
Weighted Average Maturity (Years) 4 years 10 months [5]  
Change in fair value of investments in excess mortgage servicing rights 266 [6]  
MSR Pool 1 Recapture Agreement
    
Unpaid Principal Balance     
Amortized Cost Basis 3,676 [3]  
Carrying Value 4,355 [4]  
Weighted Average Yield 18.00%  
Weighted Average Maturity (Years) 11 years [5]  
Change in fair value of investments in excess mortgage servicing rights 174 [6]  
MSRs Pool 2
    
Unpaid Principal Balance 9,038,057  
Amortized Cost Basis 32,345 [3]  
Carrying Value 33,695 [4]  
Weighted Average Yield 17.30%  
Weighted Average Maturity (Years) 5 years [5]  
Change in fair value of investments in excess mortgage servicing rights 306 [6]  
MSR Pool 2 Recapture Agreement
    
Unpaid Principal Balance     
Amortized Cost Basis 4,108 [3]  
Carrying Value 4,880 [4]  
Weighted Average Yield 17.30%  
Weighted Average Maturity (Years) 12 years [5]  
Change in fair value of investments in excess mortgage servicing rights 591 [6]  
MSRs Pool 3
    
Unpaid Principal Balance 8,758,689  
Amortized Cost Basis 26,502 [3]  
Carrying Value 30,126 [4]  
Weighted Average Yield 17.60%  
Weighted Average Maturity (Years) 4 years 8 months [5]  
Change in fair value of investments in excess mortgage servicing rights 768 [6]  
MSR Pool 3 Recapture Agreement
    
Unpaid Principal Balance     
Amortized Cost Basis 4,598 [3]  
Carrying Value 4,552 [4]  
Weighted Average Yield 17.60%  
Weighted Average Maturity (Years) 11 years 5 months [5]  
Change in fair value of investments in excess mortgage servicing rights 30 [6]  
MSRs Pool 4
    
Unpaid Principal Balance 5,586,851  
Amortized Cost Basis 10,809 [3]  
Carrying Value 11,969 [4]  
Weighted Average Yield 17.90%  
Weighted Average Maturity (Years) 4 years 7 months [5]  
Change in fair value of investments in excess mortgage servicing rights 141 [6]  
MSR Pool 4 Recapture Agreement
    
Unpaid Principal Balance     
Amortized Cost Basis 2,763 [3]  
Carrying Value 2,705 [4]  
Weighted Average Yield 17.90%  
Weighted Average Maturity (Years) 11 years 1 month [5]  
Change in fair value of investments in excess mortgage servicing rights (43) [6]  
MSRs Pool 5
    
Unpaid Principal Balance 41,917,506  
Amortized Cost Basis 102,718 [3]  
Carrying Value 104,507 [4]  
Weighted Average Yield 17.50%  
Weighted Average Maturity (Years) 4 years 8 months [5]  
Change in fair value of investments in excess mortgage servicing rights (190) [6]  
MSR Pool 5 Recapture Agreement
    
Unpaid Principal Balance     
Amortized Cost Basis 8,460 [3]  
Carrying Value 4,433 [4]  
Weighted Average Yield 17.50%  
Weighted Average Maturity (Years) 11 years 8 months [5]  
Change in fair value of investments in excess mortgage servicing rights (185) [6]  
MSRs
    
Unpaid Principal Balance 73,322,892  
Amortized Cost Basis 225,308 [3]  
Carrying Value 236,555 [4]  
Weighted Average Yield 17.60%  
Weighted Average Maturity (Years) 5 years 5 months [5]  
Change in fair value of investments in excess mortgage servicing rights $ 1,858 [6]  
[1] (G) The total outstanding face amount of fixed rate securities was $0.5 billion, and of floating rate securities was $2.4 billion.
[2] (C) The weighted average maturity is based on the timing of expected principal reduction on the assets.
[3] (A) The amortized cost basis of the Recapture Agreements is determined based on the relative fair values of the Recapture Agreements and related Excess MSRs at the time they were acquired.
[4] (B) Carrying value represents the fair value of the pools or Recapture Agreements, as applicable.
[5] (C) The weighted average maturity represents the weighted average expected timing of the receipt of cash flows of each investment.
[6] (D) The portion of the change in fair value of the Recapture Agreement relating to loans recaptured to date is reflected in the respective pool.