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Fair Value - Significant unobservable inputs (Details)
3 Months Ended 12 Months Ended
Mar. 31, 2021
USD ($)
item
Dec. 31, 2020
USD ($)
item
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Domestic servicing rights $ 12,406,000 $ 13,202,000
Total Assets 79,702,323,000 80,873,509,000
Total Liabilities 74,847,538,000 76,010,933,000
Fair value measurements on recurring basis | Loans held-for-sale    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, fair value option 763,773,000 1,022,979,000
Fair value measurements on recurring basis | RMBS    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities 160,301,000 167,349,000
Fair value measurements on recurring basis | CMBS    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities 19,256,000 19,457,000
Fair value measurements on recurring basis | Domestic Servicing Rights    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Domestic servicing rights 12,406,000 13,202,000
Fair value measurements on recurring basis | Level III | Loans held-for-sale    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, fair value option $ 763,773,000 $ 1,022,979,000
Loans Held-for-sale, Valuation Technique [Extensible List] us-gaap:ValuationTechniqueDiscountedCashFlowMember us-gaap:ValuationTechniqueDiscountedCashFlowMember
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Minimum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, duration 7 years 7 years 3 months 18 days
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Minimum | FICO score    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, measurement input | item 519 519
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Minimum | LTV    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, measurement input 15 5
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Minimum | Purchase price    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, measurement input 85.6 84.4
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Minimum | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, measurement input 3.4 3.3
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Maximum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, duration 39 years 39 years 3 months 18 days
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Maximum | FICO score    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, measurement input | item 823 823
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Maximum | LTV    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, measurement input 94 94
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Maximum | Purchase price    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, measurement input 104.8 104.8
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Maximum | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, measurement input 9.5 9.7
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Weighted-average    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, duration 24 years 8 months 12 days 26 years 3 months 18 days
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Weighted-average | FICO score    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, measurement input (732) (727)
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Weighted-average | LTV    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, measurement input 66 68
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Weighted-average | Purchase price    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, measurement input 101.7 99.8
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Weighted-average | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loans held-for-sale, measurement input 5.5 5.9
Fair value measurements on recurring basis | Level III | RMBS    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities $ 160,301,000 $ 167,349,000
Debt Securities, Available-for-sale, Valuation Technique [Extensible List] us-gaap:ValuationTechniqueDiscountedCashFlowMember us-gaap:ValuationTechniqueDiscountedCashFlowMember
Loss severity for specified percentage of portfolio (as a percent) 14.00% 23.00%
Fair value measurements on recurring basis | Level III | RMBS | Minimum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loss severity for specified percentage of portfolio (as a percent) 45.00% 45.00%
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Constant prepayment rate    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 3.5 3.6
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Constant default rate    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 0.7 0.7
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Loss severity    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 0 0
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Delinquency rate    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 9 10
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Servicer advances    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 23 23
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Annual coupon deterioration    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 0.0 0.0
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Putback amount per projected total collateral loss    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 0 0
Fair value measurements on recurring basis | Level III | RMBS | Maximum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Loss severity for specified percentage of portfolio (as a percent) 80.00% 80.00%
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Constant prepayment rate    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 17.3 19.4
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Constant default rate    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 5.0 5.4
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Loss severity    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 84 85
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Delinquency rate    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 32 32
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Servicer advances    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 84 82
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Annual coupon deterioration    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 1.2 0.9
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Putback amount per projected total collateral loss    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 17 17
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Constant prepayment rate    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 7.4 7.6
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Constant default rate    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 2.2 2.4
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Loss severity    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 17 20
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Delinquency rate    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 18 19
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Servicer advances    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 53 54
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Annual coupon deterioration    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 0.1 0.1
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Putback amount per projected total collateral loss    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 0.8 0.8
Fair value measurements on recurring basis | Level III | CMBS    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities $ 19,256,000 $ 19,457,000
Debt Securities, Available-for-sale, Valuation Technique [Extensible List] us-gaap:ValuationTechniqueDiscountedCashFlowMember us-gaap:ValuationTechniqueDiscountedCashFlowMember
Fair value measurements on recurring basis | Level III | CMBS | Minimum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale debt securities, term 0 years 0 years
Fair value measurements on recurring basis | Level III | CMBS | Minimum | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 0 0
Fair value measurements on recurring basis | Level III | CMBS | Maximum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale debt securities, term 7 years 7 months 6 days 7 years 7 months 6 days
Fair value measurements on recurring basis | Level III | CMBS | Maximum | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 298.5 536.6
Fair value measurements on recurring basis | Level III | CMBS | Weighted-average    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale debt securities, term 6 years 5 years 3 months 18 days
Fair value measurements on recurring basis | Level III | CMBS | Weighted-average | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Available-for-sale securities, measurement input 5.9 7.1
Fair value measurements on recurring basis | Level III | Domestic Servicing Rights    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Domestic servicing rights $ 12,406,000 $ 13,202,000
Servicing Asset, Valuation Technique [Extensible List] us-gaap:ValuationTechniqueDiscountedCashFlowMember us-gaap:ValuationTechniqueDiscountedCashFlowMember
Fair value measurements on recurring basis | Level III | Domestic Servicing Rights | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Servicing asset, measurement input 7.25  
Fair value measurements on recurring basis | Level III | Domestic Servicing Rights | Discount rate    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Servicing asset, measurement input 15 15
Fair value measurements on recurring basis | Level III | Domestic Servicing Rights | Weighted-average | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Servicing asset, measurement input 7.25 7.50
Fair value measurements on recurring basis | Level III | Domestic Servicing Rights | Weighted-average | Discount rate    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Servicing asset, measurement input 15 15
Fair value measurements on recurring basis | Level III | VIE Assets | Minimum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
VIE duration (in years) 0 years 0 years
Fair value measurements on recurring basis | Level III | VIE Assets | Minimum | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
VIE assets, measurement input 0 0
Fair value measurements on recurring basis | Level III | VIE Assets | Maximum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
VIE duration (in years) 20 years 7 months 6 days 16 years 3 months 18 days
Fair value measurements on recurring basis | Level III | VIE Assets | Maximum | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
VIE assets, measurement input 752.4 312.2
Fair value measurements on recurring basis | Level III | VIE Assets | Weighted-average    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
VIE duration (in years) 3 years 9 months 18 days 3 years 9 months 18 days
Fair value measurements on recurring basis | Level III | VIE Assets | Weighted-average | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
VIE assets, measurement input 16.9 14.3
Fair value measurements on recurring basis | Level III | VIE liabilities | Minimum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
VIE duration (in years) 0 years 0 years
Fair value measurements on recurring basis | Level III | VIE liabilities | Minimum | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
VIE liabilities, measurement input 0 0
Fair value measurements on recurring basis | Level III | VIE liabilities | Maximum    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
VIE duration (in years) 11 years 10 years 9 months 18 days
Fair value measurements on recurring basis | Level III | VIE liabilities | Maximum | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
VIE liabilities, measurement input 752.4 312.2
Fair value measurements on recurring basis | Level III | VIE liabilities | Weighted-average    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
VIE duration (in years)   3 years 9 months 18 days
Fair value measurements on recurring basis | Level III | VIE liabilities | Weighted-average | Debt yield    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
VIE liabilities, measurement input 17.3 14.4
Fair value measurements on recurring basis | Level III | VIE liabilities | Discounted cash flow | Weighted-average    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
VIE duration (in years) 3 years 8 months 12 days  
Primary beneficiary    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Total Assets $ 62,367,110,000 $ 64,238,328,000
Total Liabilities 60,896,709,000 62,776,371,000
Primary beneficiary | Fair value measurements on recurring basis | VIE Assets    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Total Assets 62,367,110,000 64,238,328,000
Primary beneficiary | Fair value measurements on recurring basis | VIE liabilities    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Total Liabilities 60,896,709,000 62,776,371,000
Primary beneficiary | Fair value measurements on recurring basis | Level III | VIE Assets    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Total Assets $ 62,367,110,000 $ 64,238,328,000
Derivative Asset, Valuation Technique [Extensible List] us-gaap:ValuationTechniqueDiscountedCashFlowMember us-gaap:ValuationTechniqueDiscountedCashFlowMember
Primary beneficiary | Fair value measurements on recurring basis | Level III | VIE liabilities    
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis    
Total Liabilities $ 2,227,428,000 $ 2,019,876,000
Derivative Liability, Valuation Technique [Extensible List] us-gaap:ValuationTechniqueDiscountedCashFlowMember us-gaap:ValuationTechniqueDiscountedCashFlowMember