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DEBT OBLIGATIONS - Schedule of Debt Obligations (Details) - USD ($)
9 Months Ended
Sep. 30, 2022
Dec. 31, 2021
Debt Instrument [Line Items]    
Outstanding Face Amount $ 23,421,033,000  
Carrying Value $ 23,308,911,000 $ 29,237,694,000
Weighted Average Funding Cost 3.65%  
Weighted Average Life (Years) 1 year 1 month 6 days  
MSR purchase price holdback $ 69,691,000 30,931,000
Secured Financing Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 13,657,210,000  
Carrying Value $ 13,655,247,000 20,592,884,000
Weighted Average Funding Cost 3.42%  
Weighted Average Life (Years) 3 months 18 days  
MSR purchase price holdback $ 54,000,000  
Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 9,763,823,000  
Carrying Value $ 9,653,664,000 8,644,810,000
Weighted Average Funding Cost 3.96%  
Weighted Average Life (Years) 2 years 3 months 18 days  
Warehouse Credit Facilities-Residential Mortgage Loans | Warehouse Credit Facilities    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 3,743,336,000  
Carrying Value $ 3,741,373,000 10,296,812,000
Weighted Average Funding Cost 3.96%  
Weighted Average Life (Years) 7 months 6 days  
Repurchase agreements $ 217,600,000  
Interest rate 4.00%  
Warehouse Credit Facilities-Residential Mortgage Loans | Warehouse Credit Facilities | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 21 years 4 months 24 days  
Outstanding Face of Collateral $ 4,454,467,000  
Amortized Cost Basis of Collateral 4,260,857,000  
Carrying Value of Collateral 4,112,852,000  
Warehouse Credit Facilities - Mortgage Loans Receivable | Warehouse Credit Facilities    
Debt Instrument [Line Items]    
Outstanding Face Amount 1,077,413,000  
Carrying Value $ 1,077,413,000 1,252,660,000
Weighted Average Funding Cost 5.65%  
Weighted Average Life (Years) 1 year  
Warehouse Credit Facilities - Mortgage Loans Receivable | Warehouse Credit Facilities | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 8 months 12 days  
Outstanding Face of Collateral $ 1,283,193,000  
Amortized Cost Basis of Collateral 1,283,193,000  
Carrying Value of Collateral 1,283,193,000  
Agency RMBS | Secured Financing Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 8,224,352,000  
Carrying Value $ 8,224,352,000 8,386,538,000
Weighted Average Funding Cost 2.75%  
Weighted Average Life (Years) 0 years  
Agency RMBS | Secured Financing Agreements | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 9 years 10 months 24 days  
Outstanding Face of Collateral $ 8,598,313,000  
Amortized Cost Basis of Collateral 8,582,299,000  
Carrying Value of Collateral 8,482,906,000  
Non-Agency RMBS | Secured Financing Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 612,109,000  
Carrying Value $ 612,109,000 656,874,000
Weighted Average Funding Cost 5.11%  
Weighted Average Life (Years) 10 months 24 days  
Non-Agency RMBS | Secured Financing Agreements | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 5 years 1 month 6 days  
Outstanding Face of Collateral $ 14,626,707,000  
Amortized Cost Basis of Collateral 930,056,000  
Carrying Value of Collateral 926,339,000  
SFR properties    
Debt Instrument [Line Items]    
Carrying Value 813,915,000 357,922,000
SFR properties | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 863,029,000  
Carrying Value $ 813,915,000 199,407,000
Weighted Average Funding Cost 3.60%  
Weighted Average Life (Years) 4 years 2 months 12 days  
SFR properties | Secured Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Amortized Cost Basis of Collateral $ 941,715,000  
Carrying Value of Collateral 941,715,000  
Excess MSRs    
Debt Instrument [Line Items]    
Carrying Value 228,497,000 237,835,000
Excess MSRs | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 228,497,000  
Carrying Value $ 228,497,000 237,835,000
Weighted Average Funding Cost 3.74%  
Weighted Average Life (Years) 2 years 10 months 24 days  
Excess MSRs | Secured Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 5 years 10 months 24 days  
Outstanding Face of Collateral $ 70,067,350,000  
Amortized Cost Basis of Collateral 263,278,000  
Carrying Value of Collateral 315,966,000  
MSRs | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 4,574,995,000  
Carrying Value $ 4,566,704,000 4,234,771,000
Weighted Average Funding Cost 4.91%  
Weighted Average Life (Years) 2 years 4 months 24 days  
MSRs | Secured Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 7 years 1 month 6 days  
Outstanding Face of Collateral $ 536,226,491,000  
Amortized Cost Basis of Collateral 6,764,622,000  
Carrying Value of Collateral 8,839,634,000  
Servicer Advance Investments | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 318,590,000  
Carrying Value $ 317,752,000 355,722,000
Weighted Average Funding Cost 1.23%  
Weighted Average Life (Years) 3 months 18 days  
Servicer Advance Investments | Secured Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 7 years 9 months 18 days  
Outstanding Face of Collateral $ 334,818,000  
Amortized Cost Basis of Collateral 358,225,000  
Carrying Value of Collateral $ 371,418,000  
Servicer Advances | Secured Notes and Bonds Payable | London Interbank Offered Rate (LIBOR) | Minimum    
Debt Instrument [Line Items]    
Variable interest rate spread 1.10%  
Servicer Advances | Secured Notes and Bonds Payable | London Interbank Offered Rate (LIBOR) | Maximum    
Debt Instrument [Line Items]    
Variable interest rate spread 3.50%  
Servicer Advances | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 2,127,691,000  
Carrying Value $ 2,123,593,000 2,355,969,000
Weighted Average Funding Cost 3.16%  
Weighted Average Life (Years) 1 year  
Face amount of debt at fixed rate $ 1,700,000,000  
Servicer Advances | Secured Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 8 months 12 days  
Outstanding Face of Collateral $ 2,525,729,000  
Amortized Cost Basis of Collateral 2,522,246,000  
Carrying Value of Collateral 2,522,246,000  
Residential Mortgage Loans | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 771,748,000  
Carrying Value $ 771,285,000 802,526,000
Weighted Average Funding Cost 2.17%  
Weighted Average Life (Years) 2 years 1 month 6 days  
Residential Mortgage Loans | Secured Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 28 years 2 months 12 days  
Outstanding Face of Collateral $ 789,890,000  
Amortized Cost Basis of Collateral 799,997,000  
Carrying Value of Collateral 799,997,000  
Consumer Loans    
Debt Instrument [Line Items]    
Carrying Value 320,001,000 458,580,000
Consumer Loans | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 355,211,000  
Carrying Value $ 320,001,000 458,580,000
Weighted Average Funding Cost 2.07%  
Weighted Average Life (Years) 3 years 3 months 18 days  
Consumer Loans | Secured Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 3 years 3 months 18 days  
Outstanding Face of Collateral $ 353,127,000  
Amortized Cost Basis of Collateral 365,989,000  
Carrying Value of Collateral 393,567,000  
Mortgage Loans Receivable    
Debt Instrument [Line Items]    
Carrying Value 1,589,330,000 1,252,660,000
Mortgage Loans Receivable | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 524,062,000  
Carrying Value $ 511,917,000 $ 0
Weighted Average Funding Cost 5.17%  
Weighted Average Life (Years) 4 years 1 month 6 days  
Mortgage Loans Receivable | Secured Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 7 months 6 days  
Outstanding Face of Collateral $ 576,851,000  
Amortized Cost Basis of Collateral 576,851,000  
Carrying Value of Collateral 576,851,000  
3.7% Secured Corporate Note | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 228,500,000  
3.7% Secured Corporate Note | Secured Notes and Bonds Payable | London Interbank Offered Rate (LIBOR)    
Debt Instrument [Line Items]    
Variable interest rate spread 3.70%  
2.5% To 3.5% Agency MSR Secured Note And Bond Payable | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 2,700,000,000  
2.5% To 3.5% Agency MSR Secured Note And Bond Payable | Secured Notes and Bonds Payable | London Interbank Offered Rate (LIBOR) | Minimum    
Debt Instrument [Line Items]    
Variable interest rate spread 2.50%  
2.5% To 3.5% Agency MSR Secured Note And Bond Payable | Secured Notes and Bonds Payable | London Interbank Offered Rate (LIBOR) | Maximum    
Debt Instrument [Line Items]    
Variable interest rate spread 3.50%  
3.0% To 5.4% Public Notes | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 1,900,000,000  
3.0% To 5.4% Public Notes | Secured Notes and Bonds Payable | Minimum    
Debt Instrument [Line Items]    
Interest rate 3.00%  
3.0% To 5.4% Public Notes | Secured Notes and Bonds Payable | Maximum    
Debt Instrument [Line Items]    
Interest rate 5.40%  
3.8% Asset-Backed Notes | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 21,800,000  
3.8% Asset-Backed Notes | Secured Notes and Bonds Payable | Maximum    
Debt Instrument [Line Items]    
Weighted Average Funding Cost 3.80%  
Revolving Warehouse Facility Backed Notes | Secured Notes and Bonds Payable | London Interbank Offered Rate (LIBOR)    
Debt Instrument [Line Items]    
Variable interest rate spread 1.10%  
Revolving Warehouse Facility Backed Notes | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 750,000,000  
Consumer Loan, UPB Class A | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Interest rate 2.00%  
Residential mortgage loan UPB and other collateral $ 302,200,000  
Consumer Loan, UPB Class B | Secured Notes and Bonds Payable    
Debt Instrument [Line Items]    
Interest rate 2.70%  
Residential mortgage loan UPB and other collateral $ 53,000,000