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Fair Value of Financial Instruments - Changes in Level 3 Assets and Liabilities Measured at Fair Value on Recurring Basis (Details)
$ in Thousands
3 Months Ended
Mar. 31, 2018
USD ($)
Asset-backed securities issued  
Liabilities  
Beginning balance $ 1,164,585
Acquisitions 441,741
Sales 0
Principal paydowns (84,974)
Gains (losses) in net income, net 20,735
Unrealized gains in OCI, net 0
Other settlements, net 0
Ending balance 1,542,087
Residential Loans  
Assets  
Beginning balance 5,114,317
Acquisitions 1,814,944
Sales (1,594,521)
Principal paydowns (175,525)
Gains (losses) in net income, net (12,502)
Unrealized losses in OCI, net 0
Other settlements, net (1,268)
Ending balance 5,145,445
Trading securities retained, at fair value  
Assets  
Beginning balance 968,844
Acquisitions 140,560
Sales (193,130)
Principal paydowns (5,834)
Gains (losses) in net income, net (3,008)
Unrealized losses in OCI, net 0
Other settlements, net 0
Ending balance 907,432
AFS Securities  
Assets  
Beginning balance 507,666
Acquisitions 3,905
Sales (50,742)
Principal paydowns (10,412)
Gains (losses) in net income, net 13,423
Unrealized losses in OCI, net (13,552)
Other settlements, net 0
Ending balance 450,288
MSRs  
Assets  
Beginning balance 63,598
Acquisitions 0
Sales 0
Principal paydowns 0
Gains (losses) in net income, net 2,898
Unrealized losses in OCI, net 0
Other settlements, net 0
Ending balance 66,496
Guarantee Asset  
Assets  
Beginning balance 2,869
Acquisitions 0
Sales 0
Principal paydowns 0
Gains (losses) in net income, net 186
Unrealized losses in OCI, net 0
Other settlements, net 0
Ending balance 3,055
Derivatives  
Assets  
Beginning balance 1,714
Acquisitions 0
Sales 0
Principal paydowns 0
Gains (losses) in net income, net (6,923)
Unrealized losses in OCI, net 0
Other settlements, net 5,335
Ending balance $ 126