XML 122 R112.htm IDEA: XBRL DOCUMENT v3.22.1
Asset-Backed Securities Issued - Components of Asset-Backed Securities Issued by Consolidated Securitization Entities Sponsored, Along With Other Selected Information (Details) - Asset-backed securities issued
Mar. 31, 2022
USD ($)
series
Dec. 31, 2021
USD ($)
series
Debt Instrument [Line Items]    
ABS Issued, Net $ 8,872,366,000 $ 9,253,557,000
Revision of Prior Period, Accounting Standards Update, Adjustment    
Debt Instrument [Line Items]    
ABS Issued, Net (491,704,000) 34,092,000
Certificates with principal balance    
Debt Instrument [Line Items]    
ABS Issued, Net 9,118,542,000 8,970,474,000
Interest-only certificates    
Debt Instrument [Line Items]    
ABS Issued, Net 245,528,000 248,991,000
Legacy Sequoia    
Debt Instrument [Line Items]    
ABS Issued, Net $ 220,301,000 $ 227,881,000
Number of series | series 20 20
Legacy Sequoia | Revision of Prior Period, Accounting Standards Update, Adjustment    
Debt Instrument [Line Items]    
ABS Issued, Net $ (23,899,000) $ (32,243,000)
Legacy Sequoia | Minimum    
Debt Instrument [Line Items]    
Range of weighted average interest rates, by series 0.57% 0.23%
Legacy Sequoia | Maximum    
Debt Instrument [Line Items]    
Range of weighted average interest rates, by series 2.05% 1.44%
Legacy Sequoia | Certificates with principal balance    
Debt Instrument [Line Items]    
ABS Issued, Net $ 243,879,000 $ 259,505,000
Legacy Sequoia | Interest-only certificates    
Debt Instrument [Line Items]    
ABS Issued, Net 321,000 619,000
Sequoia    
Debt Instrument [Line Items]    
ABS Issued, Net $ 3,627,920,000 $ 3,383,048,000
Number of series | series 17 16
Sequoia | Revision of Prior Period, Accounting Standards Update, Adjustment    
Debt Instrument [Line Items]    
ABS Issued, Net $ (288,847,000) $ (2,774,000)
Sequoia | Minimum    
Debt Instrument [Line Items]    
Range of weighted average interest rates, by series 2.46% 2.40%
Sequoia | Maximum    
Debt Instrument [Line Items]    
Range of weighted average interest rates, by series 5.03% 5.03%
Sequoia | Certificates with principal balance    
Debt Instrument [Line Items]    
ABS Issued, Net $ 3,868,206,000 $ 3,353,073,000
Sequoia | Interest-only certificates    
Debt Instrument [Line Items]    
ABS Issued, Net 48,561,000 32,749,000
CAFL    
Debt Instrument [Line Items]    
ABS Issued, Net $ 3,012,841,000 $ 3,474,898,000
Number of series | series 16 16
CAFL | Revision of Prior Period, Accounting Standards Update, Adjustment    
Debt Instrument [Line Items]    
ABS Issued, Net $ (156,196,000) $ 16,407,000
CAFL | Minimum    
Debt Instrument [Line Items]    
Range of weighted average interest rates, by series 2.64% 2.64%
CAFL | Maximum    
Debt Instrument [Line Items]    
Range of weighted average interest rates, by series 5.44% 5.24%
CAFL | Certificates with principal balance    
Debt Instrument [Line Items]    
ABS Issued, Net $ 2,998,376,000 $ 3,264,766,000
CAFL | Interest-only certificates    
Debt Instrument [Line Items]    
ABS Issued, Net 170,661,000 193,725,000
Freddie Mac SLST    
Debt Instrument [Line Items]    
ABS Issued, Net $ 1,470,043,000 $ 1,588,463,000
Number of series | series 3 3
Debt instrument, face amount $ 131,000,000 $ 145,000,000
Freddie Mac SLST | Revision of Prior Period, Accounting Standards Update, Adjustment    
Debt Instrument [Line Items]    
ABS Issued, Net $ (9,956,000) $ 41,111,000
Freddie Mac SLST | Minimum    
Debt Instrument [Line Items]    
Range of weighted average interest rates, by series 3.50% 3.50%
Freddie Mac SLST | Maximum    
Debt Instrument [Line Items]    
Range of weighted average interest rates, by series 4.75% 4.75%
Freddie Mac SLST | Certificates with principal balance    
Debt Instrument [Line Items]    
ABS Issued, Net $ 1,463,505,000 $ 1,535,638,000
Freddie Mac SLST | Interest-only certificates    
Debt Instrument [Line Items]    
ABS Issued, Net 16,494,000 11,714,000
Freddie Mac K-Series    
Debt Instrument [Line Items]    
ABS Issued, Net $ 419,883,000 $ 441,857,000
Range of weighted average interest rates, by series 3.55% 3.41%
Number of series | series 1 1
Freddie Mac K-Series | Revision of Prior Period, Accounting Standards Update, Adjustment    
Debt Instrument [Line Items]    
ABS Issued, Net $ (6,280,000) $ 12,973,000
Freddie Mac K-Series | Certificates with principal balance    
Debt Instrument [Line Items]    
ABS Issued, Net 416,672,000 418,700,000
Freddie Mac K-Series | Interest-only certificates    
Debt Instrument [Line Items]    
ABS Issued, Net 9,491,000 10,184,000
HEI    
Debt Instrument [Line Items]    
ABS Issued, Net $ 121,378,000 $ 137,410,000
Range of weighted average interest rates, by series 3.27% 3.31%
Number of series | series 1 1
HEI | Revision of Prior Period, Accounting Standards Update, Adjustment    
Debt Instrument [Line Items]    
ABS Issued, Net $ (6,526,000) $ (1,382,000)
HEI | Certificates with principal balance    
Debt Instrument [Line Items]    
ABS Issued, Net 127,904,000 138,792,000
HEI | Interest-only certificates    
Debt Instrument [Line Items]    
ABS Issued, Net 0 0
CoreVest    
Debt Instrument [Line Items]    
Debt instrument, face amount $ 270,000,000 $ 270,000,000