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Mortgage Servicing - Schedule of Activity Related to MSRs - Fair Value Measurement Method (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Servicing Asset at Fair Value, Amount [Roll Forward]        
Beginning balance $ 2,485,679 $ 2,072,518 $ 2,250,147 $ 1,294,817
Sales of MSRs 3 0 149,360 0
Recognized on the sale of residential mortgage loans 70,225 66,420 176,190 136,482
Purchase of MSRs 75,461 36,153 159,123 806,469
Servicing transfers and adjustments (39,135) (4,706) (25,238) (6,841)
Changes in fair value:        
Changes in valuation inputs or assumptions 190,645 74,819 512,418 120,438
Realization of expected cash flows (68,653) (68,944) (209,055) (175,106)
Ending balance 2,714,225 2,176,260 2,714,225 2,176,260
Rithm        
Servicing Asset at Fair Value, Amount [Roll Forward]        
Servicing transfers and adjustments 39,000      
MSR Asset Vehicle LLC        
Changes in fair value:        
UPB of rights to MSRs sold 2,900,000   2,900,000  
Fair Value Agency Mortgage Servicing Rights        
Servicing Asset at Fair Value, Amount [Roll Forward]        
Beginning balance 1,816,604 1,408,420 1,571,837 578,957
Sales of MSRs 3 0 149,336 0
Recognized on the sale of residential mortgage loans 70,225 66,420 176,190 136,482
Purchase of MSRs 75,461 36,153 159,123 806,469
Servicing transfers and adjustments (39,052) 17 (24,331) 73
Changes in fair value:        
Changes in valuation inputs or assumptions 99,099 6,983 379,530 47,132
Realization of expected cash flows (46,891) (38,186) (137,564) (89,306)
Ending balance 1,975,449 1,479,807 1,975,449 1,479,807
Fair Value Non-Agency Mortgage Servicing Rights        
Servicing Asset at Fair Value, Amount [Roll Forward]        
Beginning balance 669,075 664,098 678,310 715,860
Sales of MSRs 0 0 24 0
Recognized on the sale of residential mortgage loans 0 0 0 0
Purchase of MSRs 0 0 0 0
Servicing transfers and adjustments (83) (4,723) (907) (6,913)
Changes in fair value:        
Changes in valuation inputs or assumptions 91,546 67,836 132,888 73,306
Realization of expected cash flows (21,762) (30,758) (71,491) (85,800)
Ending balance $ 738,776 $ 696,453 $ 738,776 $ 696,453