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Fair Value of Financial Instruments - Changes in Level 3 Assets and Liabilities Measured at Fair Value on Recurring Basis (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2022
Point Noncontrolling Interest    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   $ 17,035
Acquisitions   0
Principal paydowns   0
Gains (losses) in net income (loss), net   6,218
Other settlements, net   0
Ending balance - June 30, 2022 $ 23,253 23,253
ABS Issued    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   8,843,147
Acquisitions   952,711
Principal paydowns   (925,650)
Gains (losses) in net income (loss), net   (876,255)
Other settlements, net   0
Ending balance - June 30, 2022 7,993,953 7,993,953
Residential Loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   7,592,398
Acquisitions   3,247,960
Originations   0
Sales   (3,050,759)
Principal paydowns   (551,470)
Gains (losses) in net income (loss), net   (657,601)
Unrealized losses in OCI, net   0
Other settlements, net   (1,962)
Ending balance - June 30, 2022 6,578,566 6,578,566
Business purpose loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   4,790,989
Acquisitions   122,065
Originations   1,721,032
Sales   (331,750)
Principal paydowns   (719,690)
Gains (losses) in net income (loss), net   (378,745)
Unrealized losses in OCI, net   0
Other settlements, net   (963)
Ending balance - June 30, 2022 5,202,938 5,202,938
Consolidated Agency multifamily loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   473,514
Acquisitions   0
Originations   0
Sales   0
Principal paydowns   (3,971)
Gains (losses) in net income (loss), net   (26,429)
Unrealized losses in OCI, net   0
Other settlements, net   0
Ending balance - June 30, 2022 443,114 443,114
Trading Securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   170,619
Acquisitions   5,006
Originations   0
Sales   (23,329)
Principal paydowns   (1,018)
Gains (losses) in net income (loss), net   (17,498)
Unrealized losses in OCI, net   0
Other settlements, net   0
Ending balance - June 30, 2022 133,780 133,780
AFS Securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   206,792
Acquisitions   10,000
Originations   0
Sales   0
Principal paydowns   (25,015)
Gains (losses) in net income (loss), net   11,730
Unrealized losses in OCI, net   (53,009)
Other settlements, net   0
Ending balance - June 30, 2022 150,498 150,498
Servicer Advance Investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   350,923
Acquisitions   0
Originations   0
Sales   0
Principal paydowns   (71,401)
Gains (losses) in net income (loss), net   (6,312)
Unrealized losses in OCI, net   0
Other settlements, net   0
Ending balance - June 30, 2022 273,210 273,210
Excess MSRs    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   44,231
Acquisitions   0
Originations   0
Sales   0
Principal paydowns   0
Gains (losses) in net income (loss), net   (3,428)
Unrealized losses in OCI, net   0
Other settlements, net   0
Ending balance - June 30, 2022 40,803 40,803
HEIs    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   192,740
Acquisitions   97,389
Originations   0
Sales   0
Principal paydowns   (25,826)
Gains (losses) in net income (loss), net   12,063
Unrealized losses in OCI, net   0
Other settlements, net   0
Ending balance - June 30, 2022 276,366 276,366
MSRs    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   25,101
Acquisitions 3,000 8,293
Originations   0
Sales   (2,231)
Principal paydowns   (30)
Gains (losses) in net income (loss), net   6,875
Unrealized losses in OCI, net   0
Other settlements, net   (3,579)
Ending balance - June 30, 2022 34,429 34,429
Derivatives    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   4,130
Acquisitions   0
Principal paydowns   0
Gains (losses) in net income (loss), net   (51,265)
Other settlements, net   (48,615)
Ending balance - June 30, 2022 $ 1,480 $ 1,480