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Borrowings - Schedule of Financing Liabilities (Details) - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2020
Dec. 31, 2019
Jun. 30, 2020
Sep. 30, 2019
Jun. 30, 2019
Dec. 31, 2018
Debt Instrument [Line Items]            
HMBS-related borrowings $ 6,606,543 $ 6,063,435 $ 6,477,616 $ 5,903,965 $ 5,745,383 $ 5,380,448
Other financing liabilities, at fair value 588,321 972,595        
Total Financing liabilities 7,194,864 7,036,030        
Financing liability – MSRs pledged            
Debt Instrument [Line Items]            
Other financing liabilities, at fair value 577,309 950,593        
Financing liability – MSRs pledged | Original Rights to MSRs Agreements            
Debt Instrument [Line Items]            
Other financing liabilities, at fair value 577,309 603,046        
Financing liability – MSRs pledged | 2017 Agreements and New RMSR Agreements            
Debt Instrument [Line Items]            
Other financing liabilities, at fair value 0 35,445        
Financing liability – MSRs pledged | PMC MSR Agreements            
Debt Instrument [Line Items]            
Other financing liabilities, at fair value 0 312,102        
IndyMac Mortgage Loan Trust            
Debt Instrument [Line Items]            
Other financing liabilities, at fair value 0 9,794        
Residential Asset Securitization Trust            
Debt Instrument [Line Items]            
Other financing liabilities, at fair value 11,012 12,208        
Financing Liability Owed to Securitization Investors            
Debt Instrument [Line Items]            
Other financing liabilities, at fair value 11,012 22,002        
Secured Debt            
Debt Instrument [Line Items]            
Total Financing liabilities 290,671 372,015        
Secured Debt | Master Repurchase Agreement            
Debt Instrument [Line Items]            
Total Financing liabilities $ 0 $ 0        
London Interbank Offered Rate (LIBOR)            
Debt Instrument [Line Items]            
Basis spread on variable rate 0.15% 1.76%        
London Interbank Offered Rate (LIBOR) | Financing Liabilities            
Debt Instrument [Line Items]            
Basis spread on variable rate 2.60%          
London Interbank Offered Rate (LIBOR) | Secured Debt | Master Repurchase Agreement            
Debt Instrument [Line Items]            
Basis spread on variable rate 1.80%