Securitizations and Variable Interest Entities (Tables)

9 Months Ended

Sep. 30, 2016

Schedule of Cash Flows Related to Transfers Accounted for as Sales

The following table presents a summary of cash flows received from and paid to securitization trusts related to transfers accounted for as sales that were outstanding during the periods ended September 30:



	Three Months					Nine Months
	2016			2015		2016			2015
Proceeds received from securitizations	$	1,511,991		$	1,478,142	$	3,878,461		$	3,964,866
Servicing fees collected	3,768			5,973		10,441			25,066
Purchases of previously transferred assets, net of claims reimbursed	(271		)	1,512		(1,051		)	2,408
	$	1,515,488		$	1,485,627	$	3,887,851		$	3,992,340

Schedule of Assets That Relate to Continuing Involvement with Transferred Financial Assets with Servicing Rights and Maximum Exposure to Loss Including the Unpaid Principal Balance

The following table presents the carrying amounts of our assets that relate to our continuing involvement with forward loans that we have transferred with servicing rights retained as well as our maximum exposure to loss including the UPB of the transferred loans at the dates indicated:



	September 30, 2016		December 31, 2015
Carrying value of assets:
Mortgage servicing rights, at amortized cost	$	75,804	$	54,729
Mortgage servicing rights, at fair value	164		236
Advances and match funded advances	30,841		26,968
UPB of loans transferred	9,768,852		7,471,025
Maximum exposure to loss	$	9,875,661	$	7,552,958