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Fair Value Measurements - Carrying Amounts and Estimated Fair Values of Financial Instruments (Details) - USD ($)
$ in Thousands
Sep. 30, 2023
Dec. 31, 2022
Sep. 30, 2022
Dec. 31, 2021
Assets:        
Restricted cash $ 17,703 $ 16,808 $ 14,533  
Loans held for sale, at fair value 19,536      
Loans held for investment, net 2,945,840 3,272,390    
Loans held for investment, at fair value 951,990 276,095    
Mortgage servicing rights 9,786 9,238   $ 7,152
Derivative assets 1,261      
Liabilities:        
Secured financing, net 210,774 209,846    
Carrying Value        
Assets:        
Cash 29,393 45,248    
Restricted cash 17,703 16,808    
Loans held for sale, at fair value 19,536      
Loans held for investment, net 2,945,840 3,272,390    
Loans held for investment, at fair value 951,990 276,095    
Accrued interest receivables 24,756 20,463    
Mortgage servicing rights 9,786 9,238    
Derivative assets 1,261      
Liabilities:        
Secured financing, net 210,774 209,846    
Warehouse repurchase facilities, net 215,176 330,814    
Securitized debt, net 2,504,334 2,736,290    
Securitized debt, at fair value 669,139      
Accrued interest payable 14,627 16,369    
Estimate of Fair Value Measurement        
Assets:        
Cash 29,393 45,248    
Restricted cash 17,703 16,808    
Loans held for sale, at fair value 19,536      
Loans held for investment, net 2,720,452 3,201,850    
Loans held for investment, at fair value 951,990 276,095    
Accrued interest receivables 24,756 20,463    
Mortgage servicing rights 9,786 9,238    
Derivative assets 1,261      
Liabilities:        
Secured financing, net 211,655 211,854    
Warehouse repurchase facilities, net 215,176 330,814    
Securitized debt, net 2,167,848 2,522,010    
Securitized debt, at fair value 669,139      
Accrued interest payable 14,627 16,369    
Level 1 | Estimate of Fair Value Measurement        
Assets:        
Cash 29,393 45,248    
Restricted cash 17,703 16,808    
Accrued interest receivables 24,756 20,463    
Liabilities:        
Accrued interest payable 14,627 16,369    
Level 2 | Estimate of Fair Value Measurement        
Assets:        
Loans held for sale, at fair value 19,536      
Derivative assets 1,261      
Liabilities:        
Secured financing, net 211,655      
Warehouse repurchase facilities, net 215,176 330,814    
Securitized debt, net 2,167,848      
Securitized debt, at fair value 669,139      
Level 3 | Estimate of Fair Value Measurement        
Assets:        
Loans held for investment, net 2,720,452 3,201,850    
Loans held for investment, at fair value 951,990 276,095    
Mortgage servicing rights $ 9,786 9,238    
Liabilities:        
Secured financing, net   211,854    
Securitized debt, net   $ 2,522,010