XML 79 R68.htm IDEA: XBRL DOCUMENT v3.23.2
MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Investment in MSRs (Details) - USD ($)
$ in Thousands
6 Months Ended
Jun. 30, 2023
Dec. 31, 2022
Servicing Asset at Amortized Cost [Line Items]    
Weighted Average Life (Years) 1 year 2 months 12 days  
Carrying Value $ 8,688,556 $ 8,889,403
Residential mortgage loan repurchase liability [1] 1,296,097 $ 1,219,890
Mortgage Servicing Rights and Mortgage Servicing Rights Financing Receivable    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Residential Mortgage Loans $ 532,392,018  
Weighted Average Life (Years) 7 years 4 months 24 days  
Carrying Value $ 8,688,556  
MSRs | Weighted Average    
Servicing Asset at Amortized Cost [Line Items]    
Discount rate 8.50%  
MSRs | Minimum    
Servicing Asset at Amortized Cost [Line Items]    
Discount rate 7.80%  
MSRs | Maximum    
Servicing Asset at Amortized Cost [Line Items]    
Discount rate 10.80%  
Agency | MSRs    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Residential Mortgage Loans $ 357,246,649  
Weighted Average Life (Years) 7 years 7 months 6 days  
Carrying Value $ 5,703,219  
Non-Agency | MSRs    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Residential Mortgage Loans $ 51,345,436  
Weighted Average Life (Years) 6 years 8 months 12 days  
Carrying Value $ 722,415  
Ginnie Mae | MSRs    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Residential Mortgage Loans $ 123,799,933  
Weighted Average Life (Years) 7 years 2 months 12 days  
Carrying Value $ 2,262,922  
[1] See Note 5 for details.