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Fair Value of Financial Instruments - Changes in Level 3 Assets and Liabilities Measured at Fair Value on Recurring Basis (Details)
$ in Thousands
3 Months Ended
Mar. 31, 2024
USD ($)
HEI Securitization Non-Controlling Interest  
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2023 $ 59,752
Acquisitions 0
Principal paydowns 0
Gains (losses) in net income, net 5,126
Other settlements, net 0
Ending balance - March 31, 2024 64,878
ABS Issued  
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2023 9,151,263
Acquisitions 1,190,500
Principal paydowns (294,043)
Gains (losses) in net income, net (67,829)
Other settlements, net 0
Ending balance - March 31, 2024 9,979,891
Residential Consumer Loans  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2023 7,050,637
Acquisitions 1,005,659
Originations 0
Sales (199,338)
Principal paydowns (185,131)
Gains (losses) in net income, net (54,192)
Unrealized gains in OCI, net 0
Other settlements, net (1,043)
Ending balance - March 31, 2024 7,616,592
Residential investor loans  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2023 5,220,297
Acquisitions 15,677
Originations 311,119
Sales (59,377)
Principal paydowns (310,047)
Gains (losses) in net income, net 5,070
Unrealized gains in OCI, net 0
Other settlements, net (745)
Ending balance - March 31, 2024 5,181,994
Consolidated Agency multifamily loans  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2023 425,285
Acquisitions 0
Originations 0
Sales 0
Principal paydowns (2,150)
Gains (losses) in net income, net (347)
Unrealized gains in OCI, net 0
Other settlements, net 0
Ending balance - March 31, 2024 422,788
Trading Securities  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2023 40,424
Acquisitions 47,526
Originations
Sales 0
Principal paydowns (205)
Gains (losses) in net income, net 14,475
Unrealized gains in OCI, net 0
Other settlements, net 0
Ending balance - March 31, 2024 102,220
AFS Securities  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2023 87,373
Acquisitions 14,056
Originations
Sales 0
Principal paydowns (90)
Gains (losses) in net income, net 92
Unrealized gains in OCI, net 8,656
Other settlements, net 0
Ending balance - March 31, 2024 110,087
HEI  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2023 550,436
Acquisitions 307
Originations 0
Sales 0
Principal paydowns (11,565)
Gains (losses) in net income, net 21,567
Unrealized gains in OCI, net 0
Other settlements, net 0
Ending balance - March 31, 2024 560,745
Servicer Advance Investments  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2023 225,345
Acquisitions 0
Originations 0
Sales 0
Principal paydowns (8,678)
Gains (losses) in net income, net (634)
Unrealized gains in OCI, net 0
Other settlements, net 0
Ending balance - March 31, 2024 216,033
Excess MSRs  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2023 37,367
Acquisitions 0
Originations 0
Sales 0
Principal paydowns 0
Gains (losses) in net income, net (1,245)
Unrealized gains in OCI, net 0
Other settlements, net 0
Ending balance - March 31, 2024 36,122
MSRs and Other Investments  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2023 28,070
Acquisitions 176
Originations 0
Sales 0
Principal paydowns (69)
Gains (losses) in net income, net 2,464
Unrealized gains in OCI, net 0
Other settlements, net 0
Ending balance - March 31, 2024 30,641
Derivatives  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2023 8,104
Acquisitions 0
Principal paydowns 0
Gains (losses) in net income, net (6,744)
Other settlements, net (3,467)
Ending balance - March 31, 2024 $ (2,107)