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FAIR VALUE MEASUREMENTS - Estimated Fair Values of Financial Instruments (Details) - USD ($) $ in Thousands | Sep. 30, 2024 | Jun. 30, 2024 | Dec. 31, 2023 | Sep. 30, 2023 | Jun. 30, 2023 | Dec. 31, 2022
--- | --- | --- | --- | --- | --- | ---
Loans |  |  |  |  |  |  |
Mortgage servicing rights | $ 2,693,057 | $ 2,785,614 | $ 2,122,196 |  | $ 2,234,813 | $ 2,018,896 | $ 1,748,209
Derivative assets |  |  |  |  |  |  |
Interest rate swaps | 59,071 |  | 162,557 | [1] |  |  |
Liabilities |  |  |  |  |  |  |
Participations issued | 467,006 |  | 1,103,835 | [1] |  |  |
U.S. Treasury securities sold, not yet purchased | 2,043,519 |  | 2,132,751 | [1] |  |  |
Derivative liabilities |  |  |  |  |  |  |
Interest rate swaps | 59,297 |  | 83,051 |  |  |  |
Residential mortgage loans |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Residential mortgage loans | 23,349,620 |  | 15,660,706 |  |  |  |
Fair Value, Measurements, Recurring |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Agency mortgage-backed securities | 69,150,399 |  | 66,308,788 |  |  |  |
Credit risk transfer securities | 826,841 |  | 974,059 |  |  |  |
Loans |  |  |  |  |  |  |
Mortgage servicing rights | 2,693,057 |  | 2,122,196 |  |  |  |
Derivative assets |  |  |  |  |  |  |
Other derivatives | 55,977 |  | 136,213 |  |  |  |
Total assets | 97,801,925 |  | 87,559,024 |  |  |  |
Liabilities |  |  |  |  |  |  |
Debt issued by securitization vehicles | 18,709,118 |  | 11,600,338 |  |  |  |
Participations issued | 467,006 |  | 1,103,835 |  |  |  |
U.S. Treasury securities sold, not yet purchased | 2,043,519 |  | 2,132,751 |  |  |  |
Derivative liabilities |  |  |  |  |  |  |
Interest rate swaps | 59,297 |  | 83,051 |  |  |  |
Other derivatives | 43,331 |  | 219,244 |  |  |  |
Total liabilities | 21,322,271 |  | 15,139,219 |  |  |  |
Fair Value, Measurements, Recurring | Assets transferred or pledged to securitization vehicles |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Assets transferred or pledged to securitization vehicles | 21,044,007 |  | 13,307,622 |  |  |  |
Fair Value, Measurements, Recurring | Non-Agency mortgage-backed securities |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Mortgage-backed securities | 1,616,696 |  | 2,108,274 |  |  |  |
Fair Value, Measurements, Recurring | Commercial mortgage-backed securities |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Mortgage-backed securities | 106,241 |  | 222,444 |  |  |  |
Fair Value, Measurements, Recurring | Residential mortgage loans |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Residential mortgage loans | 2,305,613 |  | 2,353,084 |  |  |  |
Fair Value, Measurements, Recurring | Interest rate swaps |  |  |  |  |  |  |
Derivative assets |  |  |  |  |  |  |
Interest rate swaps | 3,094 |  | 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 | 23,256 |  | 0 |  |  |  |
Total assets | 23,256 |  | 0 |  |  |  |
Liabilities |  |  |  |  |  |  |
Debt issued by securitization vehicles | 0 |  | 0 |  |  |  |
Participations issued | 0 |  | 0 |  |  |  |
U.S. Treasury securities sold, not yet purchased | 2,043,519 |  | 2,132,751 |  |  |  |
Derivative liabilities |  |  |  |  |  |  |
Interest rate swaps | 0 |  | 0 |  |  |  |
Other derivatives | 32,117 |  | 179,835 |  |  |  |
Total liabilities | 2,075,636 |  | 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 | 69,150,399 |  | 66,308,788 |  |  |  |
Credit risk transfer securities | 826,841 |  | 974,059 |  |  |  |
Loans |  |  |  |  |  |  |
Mortgage servicing rights | 0 |  | 0 |  |  |  |
Derivative assets |  |  |  |  |  |  |
Other derivatives | 32,721 |  | 136,213 |  |  |  |
Total assets | 95,085,612 |  | 85,436,828 |  |  |  |
Liabilities |  |  |  |  |  |  |
Debt issued by securitization vehicles | 18,709,118 |  | 11,600,338 |  |  |  |
Participations issued | 467,006 |  | 1,103,835 |  |  |  |
U.S. Treasury securities sold, not yet purchased | 0 |  | 0 |  |  |  |
Derivative liabilities |  |  |  |  |  |  |
Interest rate swaps | 59,297 |  | 83,051 |  |  |  |
Other derivatives | 11,214 |  | 39,409 |  |  |  |
Total liabilities | 19,246,635 |  | 12,826,633 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Assets transferred or pledged to securitization vehicles |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Assets transferred or pledged to securitization vehicles | 21,044,007 |  | 13,307,622 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Non-Agency mortgage-backed securities |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Mortgage-backed securities | 1,616,696 |  | 2,108,274 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Commercial mortgage-backed securities |  |  |  |  |  |  |
Assets |  |  |  |  |  |  |
Mortgage-backed securities | 106,241 |  | 222,444 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Residential mortgage loans |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |
Residential mortgage loans | 2,305,613 |  | 2,353,084 |  |  |  |
Fair Value, Measurements, Recurring | Level 2 | Interest rate swaps |  |  |  |  |  |  |
Derivative assets |  |  |  |  |  |  |
Interest rate swaps | 3,094 |  | 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 | 2,693,057 |  | 2,122,196 |  |  |  |
Derivative assets |  |  |  |  |  |  |
Other derivatives | 0 |  | 0 |  |  |  |
Total assets | 2,693,057 |  | 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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