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Fair Value - Schedule of Fair Value Assets and Liabilities (Details) - USD ($)
$ in Thousands
Sep. 30, 2015
Dec. 31, 2014
Sep. 30, 2014
Dec. 31, 2013
Dec. 31, 2012
Dec. 31, 2011
Financial assets:            
Loans held for sale, at fair value $ 235,909 $ 401,120 $ 335,950 $ 503,753 $ 426,480 $ 0
Total Loans held for sale 526,972 488,612   566,660    
Financial liabilities:            
Match funded liabilities 1,589,846 2,090,247   2,364,814    
Financing liabilities:            
HMBS-related borrowings, at fair value   2,058,693   1,249,380    
Long-term debt, gross 2,953,518 2,258,641   1,266,973    
Other secured borrowings:            
Outstanding balance 1,001,070 1,733,691   1,777,669    
Senior unsecured notes 350,000 350,000   0    
MSRs:            
Mortgage servicing rights, at fair value 787,344 93,901   116,029    
Total MSRs 1,153,295 1,913,992   2,069,381    
Carrying Value [Member]            
Financial assets:            
Total Loans held for sale 526,972 488,612   566,660    
Financing liabilities:            
Total Financing liabilities   2,258,641   1,266,973    
Long-term debt, gross 2,953,518 2,258,641        
Other secured borrowings:            
Outstanding balance 1,001,070 1,733,691        
Total Other secured borrowings   1,733,691   1,777,669    
MSRs:            
Total MSRs 1,153,295 1,913,992   2,069,381    
Fair Value [Member]            
Financial assets:            
Total Loans held for sale 526,972 488,612   566,660    
Financing liabilities:            
Total Financing liabilities   2,248,341   1,266,973    
Long-term debt, gross 2,934,388 2,248,341        
Other secured borrowings:            
Outstanding balance 1,000,549 1,658,699        
Total Other secured borrowings   1,658,699   1,762,876    
MSRs:            
Total MSRs 1,191,877 2,331,604   2,557,748    
Level 2 [Member] | Carrying Value [Member]            
Financial assets:            
Loans held for sale, at fair value 235,909 401,120 [1],[2]   503,753 [1]    
Other secured borrowings:            
Senior secured term loan [3]   1,273,219   1,284,901    
Senior secured term loan 702,918 1,273,219 [4]        
Senior unsecured notes 350,000 350,000 [4]        
Senior unsecured notes [3]   350,000   0    
Level 2 [Member] | Fair Value [Member]            
Financial assets:            
Loans held for sale, at fair value 235,909 [2] 401,120 [1],[2]   503,753 [1]    
Other secured borrowings:            
Senior secured term loan [3]   1,198,227   1,270,108    
Senior secured term loan [4] 702,397 1,198,227        
Senior unsecured notes [4] 321,563 321,563        
Senior unsecured notes [3]   321,563   0    
Level 3 [Member] | Carrying Value [Member]            
Financial assets:            
Loans held for sale, at lower of cost or fair value 291,063 87,492 [5],[6]   62,907 [5]    
Loans held for investment - Reverse mortgages, at fair value 2,319,515 1,550,141 [1],[2]   618,018 [1]    
Advances and match funded advances 2,472,996 3,303,356 [3],[4]   3,443,215 [3]    
Receivables, net 361,572 270,596 [3],[4]   152,516 [3]    
Mortgage-backed securities, at fair value 8,541 7,335 [1],[2]   0 [1]    
Financial liabilities:            
Match funded liabilities 1,589,846 2,090,247 [3],[4]   2,364,814 [3]    
Financing liabilities:            
HMBS-related borrowings, at fair value 2,229,604 1,444,252 [1],[2]   615,576 [1]    
Financing liability - MSRs pledged 560,059 614,441 [1],[2]   633,804 [1]    
Other 163,855 199,948 [3],[4]   17,593 [3]    
Other secured borrowings:            
Other 298,152 460,472 [4]        
Other [3]   460,472   492,768    
MSRs:            
Mortgage servicing rights, at fair value 787,344 93,901 [2]   116,029    
Amortization method MSRs 365,951 1,820,091 [4],[7]   1,953,352    
Level 3 [Member] | Fair Value [Member]            
Financial assets:            
Loans held for sale, at lower of cost or fair value 291,063 [6] 87,492 [5],[6]   62,907 [5]    
Loans held for investment - Reverse mortgages, at fair value 2,319,515 [2] 1,550,141 [1],[2]   618,018 [1]    
Advances and match funded advances 2,472,996 [4] 3,303,356 [3],[4]   3,443,215 [3]    
Receivables, net 361,572 [4] 270,596 [3],[4]   152,516 [3]    
Mortgage-backed securities, at fair value 8,541 [2] 7,335 [1],[2]   0 [1]    
Financial liabilities:            
Match funded liabilities 1,589,901 [4] 2,090,247 [3],[4]   2,364,814 [3]    
Financing liabilities:            
HMBS-related borrowings, at fair value 2,229,604 [2] 1,444,252 [1],[2]   615,576 [1]    
Financing liability - MSRs pledged 560,059 [2] 614,441 [1],[2]   633,804 [1]    
Other 144,725 [4] 189,648 [3],[4]   17,593 [3]    
Other secured borrowings:            
Other [4] 298,152 460,472        
Other [3]   460,472   492,768    
MSRs:            
Mortgage servicing rights, at fair value 787,344 [2] 93,901 [2]   116,029    
Amortization method MSRs 404,533 2,237,703 [4],[7]   2,441,719    
Interest Rate Lock Commitments [Member] | Level 2 [Member] | Carrying Value [Member]            
Derivative financial instruments assets (liabilities):            
Interest Rate Lock Commitments (IRLCs) 10,010 6,065 [2]   8,433    
Interest Rate Lock Commitments [Member] | Level 2 [Member] | Fair Value [Member]            
Derivative financial instruments assets (liabilities):            
Interest Rate Lock Commitments (IRLCs) 10,010 [2] 6,065 [2]   8,433    
Forward Mortgage Backed Securities Trades [Member] | Level 1 [Member] | Carrying Value [Member]            
Derivative financial instruments assets (liabilities):            
Forward mortgage-backed securities (MBS) trades (3,438) (2,854) [2]   6,905    
Forward Mortgage Backed Securities Trades [Member] | Level 1 [Member] | Fair Value [Member]            
Derivative financial instruments assets (liabilities):            
Forward mortgage-backed securities (MBS) trades (3,438) [2] (2,854) [2]   6,905    
Interest Rate Cap [Member] | Level 3 [Member] | Carrying Value [Member]            
Derivative financial instruments assets (liabilities):            
Interest rate caps 1,501 567 [2]   442    
Interest Rate Cap [Member] | Level 3 [Member] | Fair Value [Member]            
Derivative financial instruments assets (liabilities):            
Interest rate caps $ 1,501 [2] $ 567 [2]   $ 442    
[1] Measured at fair value on a recurring basis.
[2] Measured at fair value on a recurring basis.
[3] Disclosed, but not carried, at fair value.
[4] Disclosed, but not carried, at fair value.
[5] Measured at fair value on a non-recurring basis.
[6] Measured at fair value on a non-recurring basis.
[7] The balance at September 30, 2015 includes our impaired government-insured stratum of amortization method MSRs, which is measured at fair value on a non-recurring basis. The carrying value of this stratum at September 30, 2015 was $144.2 million, net of a valuation allowance of $25.1 million.