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Borrowings - Schedule of Financing Liabilities (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2021
Mar. 31, 2021
Sep. 30, 2021
Jun. 30, 2021
Dec. 31, 2020
Sep. 30, 2020
Jun. 30, 2020
Dec. 31, 2019
Debt Instrument [Line Items]                
HMBS-related borrowings $ 6,782,564   $ 6,782,564 $ 6,823,911 $ 6,772,711 $ 6,606,543 $ 6,477,616 $ 6,063,435
Other financing liabilities, at fair value 710,911   710,911   576,722      
Total Financing liabilities 7,493,475   7,493,475   7,349,433      
Financing Liability - MSRs Pledged                
Debt Instrument [Line Items]                
Other financing liabilities, at fair value 702,907   702,907   566,952      
Residential Asset Securitization Trust                
Debt Instrument [Line Items]                
Other financing liabilities, at fair value 8,004   8,004   9,770      
Original Rights to MSRs Agreements | Financing Liability - MSRs Pledged                
Debt Instrument [Line Items]                
Other financing liabilities, at fair value 574,020   574,020   566,952      
MAV MSR Sale Agreements | Financing Liability - MSRs Pledged                
Debt Instrument [Line Items]                
Other financing liabilities, at fair value $ 128,887   $ 128,887   $ 0      
Minimum | Residential Asset Securitization Trust                
Debt Instrument [Line Items]                
Debt instrument, interest rate 4.25%   4.25%          
Maximum | Residential Asset Securitization Trust                
Debt Instrument [Line Items]                
Debt instrument, interest rate 5.75%   5.75%          
London Interbank Offered Rate (LIBOR)                
Debt Instrument [Line Items]                
Basis spread on variable rate   0.14% 0.08%          
London Interbank Offered Rate (LIBOR) | HMBS-Related Borrowings                
Debt Instrument [Line Items]                
Basis spread on variable rate     2.42%          
London Interbank Offered Rate (LIBOR) | Residential Asset Securitization Trust                
Debt Instrument [Line Items]                
Basis spread on variable rate 0.45%