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Fair Value - Schedule of Reconciliation of Changes in Fair Value of Level 3 Assets and Liabilities (Details) - Level 3 [Member] - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
Jun. 30, 2018
Jun. 30, 2017
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance $ 511,826 $ 380,842 $ 281,594 $ 343,662
Purchases, issuances, sales and settlements        
Purchases 3,602 0 5,980 0
Issuances (40,982) (7,023) (294,065) 32,603
Sales (24) (2) (155) (230)
Settlements 47,202 5,005 99,470 16,813
Transfers from MSRs carried at amortized cost, net of valuation allowance     418,925  
Transfers to loans held for sale, at fair value (257)   (441)  
Transfers to other assets (33) (1,423) (137) (1,423)
Transfers to receivables, net (22)   (72)  
Purchases, issuances, sales and settlements, total 9,486 (3,443) 229,505 47,763
Total realized and unrealized gains and (losses):        
Change in fair value (45,184) (19,683) (35,666) (33,709)
Calls and other 1,412   2,107  
Total realized and unrealized gains (losses) included in earnings (43,772)   (33,559)  
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 477,540 357,716 477,540 357,716
Loans Held for Investment [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 4,988,151 3,916,387 4,715,831 3,565,716
Purchases, issuances, sales and settlements        
Purchases 0 0 0 0
Issuances 236,386 351,392 487,472 698,473
Sales 0 0 0 0
Settlements (103,497) (112,279) (186,216) (192,569)
Transfers to loans held for sale, at fair value (257)   (441)  
Transfers to other assets (33) (1,423) (137) (1,423)
Transfers to receivables, net (22)   (72)  
Purchases, issuances, sales and settlements, total 132,577 237,690 300,606 504,481
Total realized and unrealized gains and (losses):        
Change in fair value 23,030 69,699 127,321 153,579
Calls and other 0      
Total realized and unrealized gains (losses) included in earnings 23,030   127,321  
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 5,143,758 4,223,776 5,143,758 4,223,776
HMBS - Related Borrowings [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance (4,838,193) (3,739,265) (4,601,556) (3,433,781)
Purchases, issuances, sales and settlements        
Purchases 0 0 0 0
Issuances (276,751) (357,704) (499,576) (664,453)
Sales 0 0 0 0
Settlements 100,737 101,132 181,548 176,231
Transfers to other assets       0
Purchases, issuances, sales and settlements, total (176,014) (256,572) (318,028) (488,222)
Total realized and unrealized gains and (losses):        
Change in fair value (26,776) (65,789) (121,399) (139,623)
Calls and other 0      
Total realized and unrealized gains (losses) included in earnings (26,776)   (121,399)  
Transfers in and / or out of Level 3 0 0 0 0
Ending balance (5,040,983) (4,061,626) (5,040,983) (4,061,626)
Mortgage-Backed Securities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 1,679 8,658 1,592 8,342
Purchases, issuances, sales and settlements        
Purchases 0 0 0 0
Issuances 0 0 0 0
Sales 0 0 0 0
Settlements 0 0 0 0
Transfers to other assets       0
Purchases, issuances, sales and settlements, total 0 0 0 0
Total realized and unrealized gains and (losses):        
Change in fair value 53 328 140 644
Calls and other 0      
Total realized and unrealized gains (losses) included in earnings 53   140  
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 1,732 8,986 1,732 8,986
Financing Liability - MSRs Pledged [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance (715,924) (459,187) (508,291) (477,707)
Purchases, issuances, sales and settlements        
Purchases 0 0 0 0
Issuances 0 0 (279,586) 0
Sales 0 0 0 0
Settlements 49,962 16,194 104,509 33,193
Transfers to other assets       0
Purchases, issuances, sales and settlements, total 49,962 16,194 (175,077) 33,193
Total realized and unrealized gains and (losses):        
Change in fair value (8,069) 1,986 8,642 3,507
Calls and other 1,412   2,107  
Total realized and unrealized gains (losses) included in earnings (6,657)   10,749  
Transfers in and / or out of Level 3 0 0 0 0
Ending balance (672,619) (441,007) (672,619) (441,007)
Derivatives [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 1,866 2,262 2,056 1,836
Purchases, issuances, sales and settlements        
Purchases 95 0 95 0
Issuances 0 0 0 0
Sales 0 0 0 0
Settlements 0 (42) (371) (42)
Transfers to other assets       0
Purchases, issuances, sales and settlements, total 95 (42) (276) (42)
Total realized and unrealized gains and (losses):        
Change in fair value (304) (283) (123) 143
Calls and other 0      
Total realized and unrealized gains (losses) included in earnings (304)   (123)  
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 1,657 1,937 1,657 1,937
MSRs [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 1,074,247 651,987 671,962 679,256
Purchases, issuances, sales and settlements        
Purchases 3,507 0 5,885 0
Issuances (617) (711) (2,375) (1,417)
Sales (24) (2) (155) (230)
Settlements 0 0 0 0
Transfers from MSRs carried at amortized cost, net of valuation allowance     418,925  
Transfers to other assets       0
Purchases, issuances, sales and settlements, total 2,866 (713) 422,280 (1,647)
Total realized and unrealized gains and (losses):        
Change in fair value (33,118) (25,624) (50,247) (51,959)
Calls and other 0      
Total realized and unrealized gains (losses) included in earnings (33,118)   (50,247)  
Transfers in and / or out of Level 3 0 0 0 0
Ending balance $ 1,043,995 $ 625,650 $ 1,043,995 $ 625,650