XML 54 R37.htm IDEA: XBRL DOCUMENT v3.10.0.1
Derivative Financial Instruments (Tables)
 9 Months Ended
Sep. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments
The following table provides the outstanding notional balances, fair values of outstanding positions and recorded gains/(losses).
 
 
 
Successor
 
Predecessor
 
 
 
September 30, 2018
 
For the Period August 1 - September 30, 2018
 
For the Period January 1 - July 31, 2018
 
Expiration
Dates
 
Outstanding
Notional
 
Fair
Value
 
Recorded (Losses)/Gains
Assets
 
 
 
 
 
 
 
 
 
Mortgage loans held for sale
 
 
 
 
 
 
 
 
 
Loan sale commitments
2018
 
$
428

 
$
6.9

 
(3.7
)
 
10.5

Derivative financial instruments
 
 
 
 
 
 
 
 
 
IRLCs
2018
 
1,765

 
57.8

 
(1.8
)
 
0.4

Forward sales of MBS
2018
 
3,040

 
12.2

 
9.0

 
0.9

LPCs
2018
 
228

 
1.7

 
0.5

 
0.3

Treasury futures(1)
2018
 
65

 
—

 
—

 
(1.8
)
Eurodollar futures(1)
2018-2021
 
20

 
—

 
—

 
—

Liabilities
 
 
 
 
 
 
 
 
 
Derivative financial instruments
 
 
 
 
 
 
 
 
 
IRLCs(1)
2018
 
3

 
—

 
—

 
—

Forward sales of MBS
2018
 
413

 
0.5

 
(1.4
)
 
(1.0
)
LPCs
2018
 
320

 
1.5

 
0.9

 
0.1

Treasury futures
2018
 
53

 
0.1

 
0.1

 
(1.3
)
Eurodollar futures(1)
2020-2021
 
6

 
—

 
—

 
—



 
 
 
Predecessor
 
 
 
September 30, 2017
 
Nine Months Ended September 30, 2017
 
Expiration
Dates
 
Outstanding
Notional
 
Fair
Value
 
Recorded Gains/(Losses)
Assets
 
 
 
 
 
 
 
Mortgage loans held for sale
 
 
 
 
 
 
 
Loan sale commitments(1)
2017
 
$
1

 
$
0.1

 
$
—

Derivative financial instruments
 
 
 
 
 
 
 
IRLCs
2017
 
2,531

 
68.7

 
(23.5
)
Forward sales of MBS
2017
 
2,524

 
4.7

 
(34.5
)
LPCs
2017
 
132

 
1.0

 
(0.9
)
Treasury futures
2017
 
255

 
2.0

 
2.0

Eurodollar futures(1)
2017-2021
 
11

 
—

 
—

Interest rate swaps(1)
2017
 
—

 
—

 
(0.1
)
Liabilities
 
 
 
 
 
 
 
Derivative financial instruments
 
 
 
 
 
 
 
IRLCs(1)
2017
 
7

 
—

 
1.1

Forward sales of MBS
2017
 
1,137

 
3.2

 
6.8

LPCs
2017
 
335

 
1.2

 
0.3

Treasury futures
2017
 
479

 
2.0

 
(2.0
)
Eurodollar futures(1)
2017-2021
 
45

 
—

 
—

Interest rate swaps(1)
2017
 
—

 
—

 
0.1


(1) Fair values or recorded gains/(losses) of derivative instruments are less than $0.1 for the specified dates.