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v3.20.2

Fair Value Measurements - Unobservable Inputs (Details) - USD ($) | 9 Months Ended | 12 Months Ended
--- | --- | ---
Sep. 30, 2020 | Dec. 31, 2019
Minimum | Forward MSR |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |
Discount rate | 8.30% |
Prepayment speeds | 12.60% |
Cost to service per loan | $ 68 |
Minimum | IRLCs |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |
Value of servicing (basis points per loan) | (0.00004) |
Minimum | Excess spread financing |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |
Discount rate | 9.80% |
Prepayment speeds | 13.40% |
Recapture rate | 17.10% |
Average life | 5 years 2 months 12 days |
Minimum | MSR financing liability |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |
Advance financing and counterparty fee rates | 6.40% |
Annual advance recovery rates | 18.60% |
Maximum | Forward MSR |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |
Discount rate | 12.00% |
Prepayment speeds | 19.20% |
Cost to service per loan | $ 295 |
Maximum | IRLCs |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |
Value of servicing (basis points per loan) | 0.00021 |
Maximum | Excess spread financing |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |
Discount rate | 15.50% |
Prepayment speeds | 14.00% |
Recapture rate | 23.50% |
Average life | 5 years 6 months |
Maximum | MSR financing liability |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |
Advance financing and counterparty fee rates | 9.40% |
Annual advance recovery rates | 22.60% |
Weighted-average | Forward MSR |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |
Discount rate | 9.50% |
Prepayment speeds | 14.40% |
Cost to service per loan | $ 105 |
Weighted-average | IRLCs |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |
Value of servicing (basis points per loan) | 0.00012 |
Weighted-average | Excess spread financing |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |
Discount rate | 11.90% | 11.60%
Prepayment speeds | 13.60% | 12.60%
Recapture rate | 19.10% | 20.10%
Average life | 5 years 3 months 18 days | 5 years 9 months 18 days
Weighted-average | MSR financing liability |  |
Fair Value Measurement Inputs and Valuation Techniques [Line Items] |  |
Advance financing and counterparty fee rates | 8.20% | 8.90%
Annual advance recovery rates | 20.20% | 18.80%

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- Definition Weighted average life of securitized assets regardless of when the transfer occurred, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 20 -Section 50 -Paragraph 4 -Subparagraph (b)(2) -URI http://asc.fasb.org/extlink&oid=121570589&loc=d3e107314-111719 + Details
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- Definition Discount rate which is used to value residual cash flows generated by financial assets of a securitization, asset-backed financing arrangement, or similar transfer regardless of when the transfer occurred. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 20 -Section 50 -Paragraph 4 -Subparagraph (b)(1) -URI http://asc.fasb.org/extlink&oid=121570589&loc=d3e107314-111719 + Details
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