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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 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
Loans Held for Investment - Reverse Mortgages [Member]        
Total realized and unrealized gains and (losses):        
Change in fair value $ 2,700   $ 5,600  
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 5,726,917 $ 4,988,151 5,472,199 $ 4,715,831
Purchases, issuances, sales and settlements        
Purchases 0 0 0 0
Issuances 217,757 236,386 427,021 487,472
Sales 0 0 0 0
Settlements (127,884) (103,497) (232,514) (186,216)
Transfers to loans held for sale, at fair value (488) (257) (884) (441)
Transfers to other assets (36) (33) (155) (137)
Transfers to receivables, net (45) (22) (113) (72)
Purchases, issuances, sales and settlements, total 89,304 132,577 193,355 300,606
Total realized and unrealized gains and (losses):        
Change in fair value 56,186 [1] 23,030 206,853 [1] 127,321
Calls and other 0 0   0
Total realized and unrealized gains (losses) included in earnings 56,186 23,030 206,853 127,321
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 5,872,407 5,143,758 5,872,407 5,143,758
Level 3 [Member] | HMBS - Related Borrowings [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance (5,614,688) (4,838,193) (5,380,448) (4,601,556)
Purchases, issuances, sales and settlements        
Purchases 0 0 0 0
Issuances (214,543) (276,751) (425,106) (499,576)
Sales 0 0 0 0
Settlements 125,626 100,737 228,015 181,548
Transfers to other assets       0
Purchases, issuances, sales and settlements, total (88,917) (176,014) (197,091) (318,028)
Total realized and unrealized gains and (losses):        
Change in fair value (41,778) [1] (26,776) (167,844) [1] (121,399)
Calls and other 0 0   0
Total realized and unrealized gains (losses) included in earnings (41,778) (26,776) (167,844) (121,399)
Transfers in and / or out of Level 3 0 0 0 0
Ending balance (5,745,383) (5,040,983) (5,745,383) (5,040,983)
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 26,237   26,520  
Purchases, issuances, sales and settlements        
Settlements (913)   (1,196)  
Purchases, issuances, sales and settlements, total (913)   (1,196)  
Total realized and unrealized gains and (losses):        
Change in fair value [1] 0   0  
Total realized and unrealized gains (losses) included in earnings 0   0  
Ending balance 25,324   25,324  
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 (24,562)   (24,815)  
Purchases, issuances, sales and settlements        
Settlements 865   1,118  
Purchases, issuances, sales and settlements, total 865   1,118  
Total realized and unrealized gains and (losses):        
Change in fair value [1] 0   0  
Total realized and unrealized gains (losses) included in earnings 0   0  
Ending balance (23,697)   (23,697)  
Level 3 [Member] | Mortgage-Backed Securities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 1,786 1,679 1,502 1,592
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 228 [1] 53 512 [1] 140
Calls and other 0 0   0
Total realized and unrealized gains (losses) included in earnings 228 53 512 140
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 2,014 1,732 2,014 1,732
Level 3 [Member] | Financing Liability - MSRs Pledged [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance (951,216) (715,924) (1,032,856) (508,291)
Purchases, issuances, sales and settlements        
Purchases 0 0 (876) 0
Issuances (299) 0 0 (279,586)
Sales 0 0 0 0
Settlements 53,288 49,962 103,417 104,509
Transfers to other assets       0
Purchases, issuances, sales and settlements, total 52,989 49,962 102,541 (175,077)
Total realized and unrealized gains and (losses):        
Change in fair value 50,745 [1] (8,069) 76,982 [1] 8,642
Calls and other 2,569 1,412 8,420 2,107
Total realized and unrealized gains (losses) included in earnings 53,314 (6,657) 85,402 10,749
Transfers in and / or out of Level 3 0 0 0 0
Ending balance (844,913) (672,619) (844,913) (672,619)
Level 3 [Member] | Derivatives [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 276 1,866 678 2,056
Purchases, issuances, sales and settlements        
Purchases 0 95 0 95
Issuances 0 0 0 0
Sales 0 0 0 0
Settlements 0 0 0 (371)
Transfers to other assets       0
Purchases, issuances, sales and settlements, total 0 95 0 (276)
Total realized and unrealized gains and (losses):        
Change in fair value (229) [1] (304) (631) [1] (123)
Calls and other 0 0   0
Total realized and unrealized gains (losses) included in earnings (229) (304) (631) (123)
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 47 1,657 47 1,657
Level 3 [Member] | MSRs [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 1,400,191 1,074,247 1,457,149 671,962
Purchases, issuances, sales and settlements        
Purchases 61,080 3,507 117,000 5,885
Issuances 0 (617) 0 (2,375)
Sales (3) (24) (570) (155)
Settlements (1,367) 0 (4,680) 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 59,710 2,866 111,750 422,280
Total realized and unrealized gains and (losses):        
Change in fair value (147,268) [1] (33,118) (256,266) [1] (50,247)
Calls and other 0 0   0
Total realized and unrealized gains (losses) included in earnings (147,268) (33,118) (256,266) (50,247)
Transfers in and / or out of Level 3 0 0 0 0
Ending balance $ 1,312,633 $ 1,043,995 $ 1,312,633 $ 1,043,995
[1] The Change in fair value adjustments on Loans held for investment for the three and six months ended June 30, 2019 include $2.7 million and $5.6 million, respectively, in connection with the fair value election for future draw commitments on HECM reverse mortgage loans purchased or originated after December 31, 2018.