Derivative and Hedging Instruments (Tables)

9 Months Ended

Sep. 30, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Terms of Interest Rate Cap Agreements

The following tables provide the terms of our interestrate cap agreements that were in effect as of September 30, 2017 and December 31, 2016:

(Dollars in millions)
As of September 30, 2017
Facility Amount		Facility Name	Purpose	Start	End	Notional		Cap Interest Rate (1)
$	400.0	Warehouse Facility II	Cap Floating Rate	06/2016	12/2017	$	325.0	5.50	%
100.0		Warehouse Facility IV	Cap Floating Rate	04/2016	04/2019	75.0		5.50	%
			Cap Floating Rate	05/2017	04/2021	25.0		6.50	%
						100.0
100.0		Warehouse Facility V	Cap Floating Rate	06/2015	07/2018	75.0		5.50	%
385.0		Term ABS 2016-1	Cap Floating Rate	04/2016	02/2019	385.0		5.00	%

(Dollars in millions)
As of December 31, 2016
Facility Amount		Facility Name	Purpose	Start	End	Notional		Cap Interest Rate (1)
$	400.0	Warehouse Facility II	Cap Floating Rate	06/2016	12/2017	$	325.0	5.50	%
75.0		Warehouse Facility IV	Cap Floating Rate	03/2014	03/2017	18.8		5.50	%
			Cap Floating Rate	04/2016	04/2019	56.2		5.50	%
						75.0
100.0		Warehouse Facility V	Cap Floating Rate	06/2015	07/2018	75.0		5.50	%
385.0		Term ABS 2016-1	Cap Floating Rate	04/2016	02/2019	385.0		5.00	%

(1) Rate excludes the spread over the LIBOR rate.