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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 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Loans Held for Investment - Reverse Mortgages [Member]        
Total realized and unrealized gains and (losses):        
Change in fair value $ 3,600   $ 9,200  
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 5,872,407 $ 5,143,758 5,472,199 $ 4,715,831
Purchases, issuances, sales and settlements        
Purchases 0 0 0 0
Issuances 248,877 223,563 675,898 711,035
Sales 0 0 0 0
Settlements (151,292) (110,584) (383,806) (296,800)
Transfers to loans held for sale, at fair value (521) (253) (1,405) (694)
Transfers to other assets (211) (170) (366) (307)
Transfers to receivables, net (89) (20) (202) (92)
Purchases, issuances, sales and settlements, total 96,764 112,536 290,119 413,142
Total realized and unrealized gains and (losses):        
Change in fair value 80,071 22,893 286,924 150,214
Calls and other 0 0   0
Total realized and unrealized gains (losses) included in earnings 80,071 22,893 286,924 150,214
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 6,049,242 5,279,187 6,049,242 5,279,187
Level 3 [Member] | HMBS - Related Borrowings [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance (5,745,383) (5,040,983) (5,380,448) (4,601,556)
Purchases, issuances, sales and settlements        
Purchases 0 0 0 0
Issuances (240,714) (229,169) (665,820) (728,745)
Sales 0 0 0 0
Settlements 149,079 108,790 377,094 290,338
Transfers to other assets       0
Purchases, issuances, sales and settlements, total (91,635) (120,379) (288,726) (438,407)
Total realized and unrealized gains and (losses):        
Change in fair value (66,947) (22,865) (234,791) (144,264)
Calls and other 0 0   0
Total realized and unrealized gains (losses) included in earnings (66,947) (22,865) (234,791) (144,264)
Transfers in and / or out of Level 3 0 0 0 0
Ending balance (5,903,965) (5,184,227) (5,903,965) (5,184,227)
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 25,324   26,520  
Purchases, issuances, sales and settlements        
Consolidation of mortgage-backed securitization trusts   28,373   28,373
Settlements (879)   (2,075)  
Transfers to other assets       0
Purchases, issuances, sales and settlements, total (879) 28,373 (2,075) 28,373
Total realized and unrealized gains and (losses):        
Change in fair value 0   0  
Total realized and unrealized gains (losses) included in earnings 0 0 0 0
Ending balance 24,445 28,373 24,445 28,373
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 (23,697)   (24,815)  
Purchases, issuances, sales and settlements        
Consolidation of mortgage-backed securitization trusts   (26,643)   (26,643)
Settlements 870   1,988  
Transfers to other assets       0
Purchases, issuances, sales and settlements, total 870 (26,643) 1,988 (26,643)
Total realized and unrealized gains and (losses):        
Change in fair value 0   0  
Total realized and unrealized gains (losses) included in earnings 0 0 0 0
Ending balance (22,827) (26,643) (22,827) (26,643)
Level 3 [Member] | Mortgage-Backed Securities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 2,014 1,732 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 22 (62) 534 78
Calls and other 0 0   0
Total realized and unrealized gains (losses) included in earnings 22 (62) 534 78
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 2,036 1,670 2,036 1,670
Level 3 [Member] | Financing Liability - MSRs Pledged [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance (844,913) (672,619) (1,032,856) (508,291)
Purchases, issuances, sales and settlements        
Purchases (345) 0 (1,221) 0
Issuances 0 0 0 (279,586)
Sales (11) 0 (11) 0
Settlements 53,756 49,620 157,173 154,129
Transfers to other assets       0
Purchases, issuances, sales and settlements, total 53,400 49,620 155,941 (125,457)
Total realized and unrealized gains and (losses):        
Change in fair value (200,703) 2,681 (123,721) 11,323
Calls and other 5,264 119 13,684 2,226
Total realized and unrealized gains (losses) included in earnings (195,439) 2,800 (110,037) 13,549
Transfers in and / or out of Level 3 0 0 0 0
Ending balance (986,952) (620,199) (986,952) (620,199)
Level 3 [Member] | Derivatives [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 47 1,657 678 2,056
Purchases, issuances, sales and settlements        
Purchases 0 0 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 0 0 (276)
Total realized and unrealized gains and (losses):        
Change in fair value (47) (446) (678) (569)
Calls and other 0 0   0
Total realized and unrealized gains (losses) included in earnings (47) (446) (678) (569)
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 0 1,211 0 1,211
Level 3 [Member] | MSRs [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 1,312,633 1,043,995 1,457,149 671,962
Purchases, issuances, sales and settlements        
Purchases 11,801 2,924 128,888 8,809
Issuances 0 1,930 0 (445)
Sales (15) (8,119) (585) (8,274)
Settlements (3,105) 0 (7,872) 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 8,681 (3,265) 120,431 419,015
Total realized and unrealized gains and (losses):        
Change in fair value 134,239 (41,448) (122,027) (91,695)
Calls and other 0 0   0
Total realized and unrealized gains (losses) included in earnings 134,239 (41,448) (122,027) (91,695)
Transfers in and / or out of Level 3 0 0 0 0
Ending balance $ 1,455,553 $ 999,282 $ 1,455,553 $ 999,282