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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 9 Months Ended
Sep. 30, 2022
Sep. 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   7,320
Other settlements, net   0
Ending balance - September 30, 2022 $ 24,355 24,355
ABS Issued    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   8,843,147
Acquisitions   1,205,289
Principal paydowns   (1,242,859)
Gains (losses) in net income (loss), net   (1,241,265)
Other settlements, net   0
Ending balance - September 30, 2022 7,564,312 7,564,312
Residential Loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   7,592,398
Acquisitions   3,585,882
Originations   0
Sales   (3,702,359)
Principal paydowns   (734,577)
Gains (losses) in net income (loss), net   (985,958)
Unrealized losses in OCI, net   0
Other settlements, net   (2,862)
Ending balance - September 30, 2022 5,752,524 5,752,524
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   181,814
Originations   2,291,192
Sales   (414,998)
Principal paydowns   (1,086,983)
Gains (losses) in net income (loss), net   (503,832)
Unrealized losses in OCI, net   0
Other settlements, net   (964)
Ending balance - September 30, 2022 5,257,218 5,257,218
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   (5,936)
Gains (losses) in net income (loss), net   (40,120)
Unrealized losses in OCI, net   0
Other settlements, net   0
Ending balance - September 30, 2022 427,458 427,458
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   (27,471)
Principal paydowns   (1,202)
Gains (losses) in net income (loss), net   (30,019)
Unrealized losses in OCI, net   0
Other settlements, net   0
Ending balance - September 30, 2022 116,933 116,933
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   (25,381)
Gains (losses) in net income (loss), net   12,560
Unrealized losses in OCI, net   (61,692)
Other settlements, net   0
Ending balance - September 30, 2022 142,279 142,279
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   (65,772)
Gains (losses) in net income (loss), net   (10,217)
Unrealized losses in OCI, net   0
Other settlements, net   0
Ending balance - September 30, 2022 274,934 274,934
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   (3,779)
Unrealized losses in OCI, net   0
Other settlements, net   0
Ending balance - September 30, 2022 40,452 40,452
HEIs    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   192,740
Acquisitions   176,439
Originations   0
Sales   0
Principal paydowns   (35,187)
Gains (losses) in net income (loss), net   6,445
Unrealized losses in OCI, net   0
Other settlements, net   0
Ending balance - September 30, 2022 340,437 340,437
MSRs    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2021   25,101
Acquisitions 0 8,293
Originations   0
Sales   (3,044)
Principal paydowns   (137)
Gains (losses) in net income (loss), net   9,336
Unrealized losses in OCI, net   0
Other settlements, net   (3,579)
Ending balance - September 30, 2022 35,970 35,970
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   (53,962)
Other settlements, net   (50,364)
Ending balance - September 30, 2022 $ 532 $ 532