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Fair Value - Schedule of Reconciliation of Changes in Fair Value of Level 3 Assets and Liabilities (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2019
Mar. 31, 2018
Loans Held for Investment - Reverse Mortgages [Member]    
Total realized and unrealized gains and (losses):    
Change in fair value $ 2,900  
Level 3 [Member] | Loans Held for Investment - Reverse Mortgages [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 5,472,199 $ 4,715,831
Purchases, issuances, sales and settlements    
Purchases 0 0
Issuances 209,264 251,086
Sales 0 0
Settlements (104,630) (82,719)
Transfers to loans held for sale, at fair value (396) (184)
Transfers to other assets (119) (104)
Transfers to receivables, net (68) (50)
Purchases, issuances, sales and settlements, total 104,051 168,029
Total realized and unrealized gains and (losses):    
Change in fair value 150,667 [1] 104,291
Calls and other 0 0
Total realized and unrealized gains (losses) included in earnings 150,667 104,291
Transfers in and / or out of Level 3 0 0
Ending balance 5,726,917 4,988,151
Level 3 [Member] | HMBS - Related Borrowings [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance (5,380,448) (4,601,556)
Purchases, issuances, sales and settlements    
Purchases 0 0
Issuances (210,563) (222,825)
Sales 0 0
Settlements 102,389 80,811
Purchases, issuances, sales and settlements, total (108,174) (142,014)
Total realized and unrealized gains and (losses):    
Change in fair value (126,066) [1] (94,623)
Calls and other 0 0
Total realized and unrealized gains (losses) included in earnings (126,066) (94,623)
Transfers in and / or out of Level 3 0 0
Ending balance (5,614,688) (4,838,193)
Level 3 [Member] | Loans Held for Inv. - Restricted for Securitization Investors [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 26,520  
Purchases, issuances, sales and settlements    
Settlements (283)  
Purchases, issuances, sales and settlements, total (283)  
Total realized and unrealized gains and (losses):    
Change in fair value [1] 0  
Total realized and unrealized gains (losses) included in earnings 0  
Ending balance 26,237  
Level 3 [Member] | Financing Liability Owed to Securitization Investors [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance (24,815)  
Purchases, issuances, sales and settlements    
Settlements 253  
Purchases, issuances, sales and settlements, total 253  
Total realized and unrealized gains and (losses):    
Change in fair value [1] 0  
Total realized and unrealized gains (losses) included in earnings 0  
Ending balance (24,562)  
Level 3 [Member] | Mortgage-Backed Securities [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 1,502 1,592
Purchases, issuances, sales and settlements    
Purchases 0 0
Issuances 0 0
Sales 0 0
Settlements 0 0
Purchases, issuances, sales and settlements, total 0 0
Total realized and unrealized gains and (losses):    
Change in fair value 284 [1] 87
Calls and other 0 0
Total realized and unrealized gains (losses) included in earnings 284 87
Transfers in and / or out of Level 3 0 0
Ending balance 1,786 1,679
Level 3 [Member] | Financing Liability - MSRs Pledged [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance (1,032,856) (508,291)
Purchases, issuances, sales and settlements    
Purchases (577) 0
Issuances 0 (279,586)
Sales 0 0
Settlements 50,129 54,547
Purchases, issuances, sales and settlements, total 49,552 (225,039)
Total realized and unrealized gains and (losses):    
Change in fair value 26,237 [1] 16,712
Calls and other 5,851 694
Total realized and unrealized gains (losses) included in earnings 32,088 17,406
Transfers in and / or out of Level 3 0 0
Ending balance (951,216) (715,924)
Level 3 [Member] | Derivatives [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 678 2,056
Purchases, issuances, sales and settlements    
Purchases 0 0
Issuances 0 0
Sales 0 0
Settlements 0 (371)
Purchases, issuances, sales and settlements, total 0 (371)
Total realized and unrealized gains and (losses):    
Change in fair value (402) [1] 181
Calls and other 0 0
Total realized and unrealized gains (losses) included in earnings (402) 181
Transfers in and / or out of Level 3 0 0
Ending balance 276 1,866
Level 3 [Member] | MSRs [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 1,457,149 671,962
Purchases, issuances, sales and settlements    
Purchases 55,920 2,378
Issuances 0 (1,758)
Sales (567) (131)
Settlements (3,313) 0
Transfers from MSRs carried at amortized cost, net of valuation allowance   418,925
Purchases, issuances, sales and settlements, total 52,040 419,414
Total realized and unrealized gains and (losses):    
Change in fair value (108,998) [1] (17,129)
Calls and other 0 0
Total realized and unrealized gains (losses) included in earnings (108,998) (17,129)
Transfers in and / or out of Level 3 0 0
Ending balance $ 1,400,191 $ 1,074,247
[1] The Change in fair value adjustments on Loans held for investment for the three months ended March 31, 2019 include $2.9 million in connection with the fair value election for future draw commitments on HECM reverse mortgage loans purchased or originated after December 31, 2018.