XML 41 R30.htm IDEA: XBRL DOCUMENT v3.10.0.1
Securitizations and Variable Interest Entities (Tables)
 6 Months Ended
Jun. 30, 2018
Transfers and Servicing [Abstract]  
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:
 
Three Months Ended June 30,
 
Six Months Ended June 30,
2018
 
2017
 
2018
 
2017
Proceeds received from securitizations
$
338,199

 
$
1,022,152

 
$
715,698

 
$
2,024,149

Servicing fees collected
10,077

 
9,843

 
20,425

 
19,950

Purchases of previously transferred assets, net of claims reimbursed
(659
)
 
(1,737
)
 
(2,829
)
 
(2,724
)
 
$
347,617

 
$
1,030,258

 
$
733,294

 
$
2,041,375
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 unpaid principal balance (UPB) of the transferred loans:
 
June 30, 2018
 
December 31, 2017
Carrying value of assets
 
 
 
MSRs, at fair value
$
113,329

 
$
227

MSRs, at amortized cost
—

 
97,832

Advances and match funded advances
60,350

 
57,636

UPB of loans transferred
11,288,337

 
12,077,635

Maximum exposure to loss
$
11,462,016

 
$
12,233,330