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FAIR VALUE MEASUREMENTS - Estimated Fair Values of Financial Instruments (Details) - USD ($) $ in Thousands | Jun. 30, 2024 | Mar. 31, 2024 | Dec. 31, 2023 | Jun. 30, 2023 | Mar. 31, 2023 | Dec. 31, 2022
--- | --- | --- | --- | --- | --- | ---
Loans |  |  |  |  |  |  |
Mortgage servicing rights | $ 2,785,614 | $ 2,651,279 | $ 2,122,196 |  | $ 2,018,896 | $ 1,790,980 | $ 1,748,209
Derivative assets |  |  |  |  |  |  |
Interest rate swaps | 187,868 |  | 162,557 | [1] |  |  |
Liabilities |  |  |  |  |  |  |
Participations issued | 1,144,821 |  | 1,103,835 | [1] |  |  |
U.S. Treasury securities sold, not yet purchased | 1,974,602 |  | 2,132,751 |  |  |  |
Derivative liabilities |  |  |  |  |  |  |
Interest rate swaps | 15,314 |  | 83,051 |  |  |  |
Residential mortgage loans |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Residential mortgage loans | 20,495,040 |  | 15,660,706 |  |  |  |
Fair Value, Measurements, Recurring |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Agency mortgage-backed securities | 64,390,905 |  | 66,308,788 |  |  |  |
Credit risk transfer securities | 838,437 |  | 974,059 |  |  |  |
Loans |  |  |  |  |  |  |
Mortgage servicing rights | 2,785,614 |  | 2,122,196 |  |  |  |
Derivative assets |  |  |  |  |  |  |
Other derivatives | 171,044 |  | 136,213 |  |  |  |
Total assets | 90,513,275 |  | 87,559,024 |  |  |  |
Liabilities |  |  |  |  |  |  |
Debt issued by securitization vehicles | 15,831,915 |  | 11,600,338 |  |  |  |
Participations issued | 1,144,821 |  | 1,103,835 |  |  |  |
U.S. Treasury securities sold, not yet purchased | 1,974,602 |  | 2,132,751 |  |  |  |
Derivative liabilities |  |  |  |  |  |  |
Interest rate swaps | 15,314 |  | 83,051 |  |  |  |
Other derivatives | 85,515 |  | 219,244 |  |  |  |
Total liabilities | 19,052,167 |  | 15,139,219 |  |  |  |
Fair Value, Measurements, Recurring | Assets transferred or pledged to securitization vehicles |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Assets transferred or pledged to securitization vehicles | 17,946,812 |  | 13,307,622 |  |  |  |
Fair Value, Measurements, Recurring | Non-Agency mortgage-backed securities |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Mortgage-backed securities | 1,702,859 |  | 2,108,274 |  |  |  |
Fair Value, Measurements, Recurring | Commercial mortgage-backed securities |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Mortgage-backed securities | 112,552 |  | 222,444 |  |  |  |
Fair Value, Measurements, Recurring | Residential mortgage loans |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Residential mortgage loans | 2,548,228 |  | 2,353,084 |  |  |  |
Fair Value, Measurements, Recurring | Interest rate swaps |  |  |  |  |  |  |
Derivative assets |  |  |  |  |  |  |
Interest rate swaps | 16,824 |  | 26,344 |  |  |  |
Fair Value, Measurements, Recurring | Level 1 |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Agency mortgage-backed securities | 0 |  | 0 |  |  |  |
Credit risk transfer securities | 0 |  | 0 |  |  |  |
Loans |  |  |  |  |  |  |
Mortgage servicing rights | 0 |  | 0 |  |  |  |
Derivative assets |  |  |  |  |  |  |
Other derivatives | 1,723 |  | 0 |  |  |  |
Total assets | 1,723 |  | 0 |  |  |  |
Liabilities |  |  |  |  |  |  |
Debt issued by securitization vehicles | 0 |  | 0 |  |  |  |
Participations issued | 0 |  | 0 |  |  |  |
U.S. Treasury securities sold, not yet purchased | 1,974,602 |  | 2,132,751 |  |  |  |
Derivative liabilities |  |  |  |  |  |  |
Interest rate swaps | 0 |  | 0 |  |  |  |
Other derivatives | 81,730 |  | 179,835 |  |  |  |
Total liabilities | 2,056,332 |  | 2,312,586 |  |  |  |
Fair Value, Measurements, Recurring | Level 1 | Assets transferred or pledged to securitization vehicles |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Assets transferred or pledged to securitization vehicles | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 1 | Non-Agency mortgage-backed securities |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Mortgage-backed securities | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 1 | Commercial mortgage-backed securities |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Mortgage-backed securities | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 1 | Residential mortgage loans |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Residential mortgage loans | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 1 | Interest rate swaps |  |  |  |  |  |  |
Derivative assets |  |  |  |  |  |  |
Interest rate swaps | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Agency mortgage-backed securities | 64,390,905 |  | 66,308,788 |  |  |  |
Credit risk transfer securities | 838,437 |  | 974,059 |  |  |  |
Loans |  |  |  |  |  |  |
Mortgage servicing rights | 0 |  | 0 |  |  |  |
Derivative assets |  |  |  |  |  |  |
Other derivatives | 169,321 |  | 136,213 |  |  |  |
Total assets | 87,725,938 |  | 85,436,828 |  |  |  |
Liabilities |  |  |  |  |  |  |
Debt issued by securitization vehicles | 15,831,915 |  | 11,600,338 |  |  |  |
Participations issued | 1,144,821 |  | 1,103,835 |  |  |  |
U.S. Treasury securities sold, not yet purchased | 0 |  | 0 |  |  |  |
Derivative liabilities |  |  |  |  |  |  |
Interest rate swaps | 15,314 |  | 83,051 |  |  |  |
Other derivatives | 3,785 |  | 39,409 |  |  |  |
Total liabilities | 16,995,835 |  | 12,826,633 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Assets transferred or pledged to securitization vehicles |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Assets transferred or pledged to securitization vehicles | 17,946,812 |  | 13,307,622 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Non-Agency mortgage-backed securities |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Mortgage-backed securities | 1,702,859 |  | 2,108,274 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Commercial mortgage-backed securities |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Mortgage-backed securities | 112,552 |  | 222,444 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Residential mortgage loans |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Residential mortgage loans | 2,548,228 |  | 2,353,084 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Interest rate swaps |  |  |  |  |  |  |
Derivative assets |  |  |  |  |  |  |
Interest rate swaps | 16,824 |  | 26,344 |  |  |  |
Fair Value, Measurements, Recurring | Level 3 |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Agency mortgage-backed securities | 0 |  | 0 |  |  |  |
Credit risk transfer securities | 0 |  | 0 |  |  |  |
Loans |  |  |  |  |  |  |
Mortgage servicing rights | 2,785,614 |  | 2,122,196 |  |  |  |
Derivative assets |  |  |  |  |  |  |
Other derivatives | 0 |  | 0 |  |  |  |
Total assets | 2,785,614 |  | 2,122,196 |  |  |  |
Liabilities |  |  |  |  |  |  |
Debt issued by securitization vehicles | 0 |  | 0 |  |  |  |
Participations issued | 0 |  | 0 |  |  |  |
U.S. Treasury securities sold, not yet purchased | 0 |  | 0 |  |  |  |
Derivative liabilities |  |  |  |  |  |  |
Interest rate swaps | 0 |  | 0 |  |  |  |
Other derivatives | 0 |  | 0 |  |  |  |
Total liabilities | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 3 | Assets transferred or pledged to securitization vehicles |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Assets transferred or pledged to securitization vehicles | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 3 | Non-Agency mortgage-backed securities |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Mortgage-backed securities | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 3 | Commercial mortgage-backed securities |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Mortgage-backed securities | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 3 | Residential mortgage loans |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Residential mortgage loans | 0 |  | 0 |  |  |  |
Fair Value, Measurements, Recurring | Level 3 | Interest rate swaps |  |  |  |  |  |  |
Derivative assets |  |  |  |  |  |  |
Interest rate swaps | $ 0 |  | $ 0 |  |  |  |
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2023.

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