XML 88 R73.htm IDEA: XBRL DOCUMENT v3.20.2
Fair Value of Financial Instruments - Changes in Level 3 Assets and Liabilities Measured at Fair Value on Recurring Basis (Details)
$ in Thousands
6 Months Ended
Jun. 30, 2020
USD ($)
Contingent Consideration  
Liabilities  
Beginning balance - December 31, 2019 $ 28,484
Acquisitions 0
Principal paydowns (13,353)
Deconsolidations 0
Gains (losses) in net income (loss), net (446)
Other settlements, net (14,685)
Ending balance - June 30, 2020 0
ABS Issued  
Liabilities  
Beginning balance - December 31, 2019 10,515,475
Acquisitions 827,645
Principal paydowns (673,324)
Deconsolidations (3,706,789)
Gains (losses) in net income (loss), net (106,921)
Other settlements, net 0
Ending balance - June 30, 2020 6,856,086
Residential Loans  
Assets  
Beginning balance - December 31, 2019 7,714,745
Acquisitions 2,751,590
Originations 0
Sales (4,695,048)
Principal paydowns (907,360)
Deconsolidations 0
Gains (losses) in net income (loss), net (328,313)
Other settlements, net (1,385)
Ending balance - June 30, 2020 4,534,229
Business purpose residential loans  
Assets  
Beginning balance - December 31, 2019 3,506,743
Acquisitions 0
Originations 721,054
Sales (44,172)
Principal paydowns (272,052)
Deconsolidations 0
Gains (losses) in net income (loss), net (121,961)
Other settlements, net (7,412)
Ending balance - June 30, 2020 3,782,200
Multifamily loans  
Assets  
Beginning balance - December 31, 2019 4,408,524
Acquisitions 0
Originations 0
Sales 0
Principal paydowns (5,830)
Deconsolidations (3,849,779)
Gains (losses) in net income (loss), net (63,840)
Other settlements, net 0
Ending balance - June 30, 2020 489,075
Trading securities  
Assets  
Beginning balance - December 31, 2019 860,540
Acquisitions 77,889
Originations 0
Sales (566,537)
Principal paydowns (8,114)
Deconsolidations 0
Gains (losses) in net income (loss), net (221,079)
Other settlements, net 0
Ending balance - June 30, 2020 142,699
AFS Securities  
Assets  
Beginning balance - December 31, 2019 239,334
Acquisitions 31,181
Originations 0
Sales (55,193)
Principal paydowns (8,293)
Deconsolidations 0
Gains (losses) in net income (loss), net (33,292)
Other settlements, net 0
Ending balance - June 30, 2020 173,737
Servicer Advance Investments  
Assets  
Beginning balance - December 31, 2019 169,204
Acquisitions 179,419
Originations 0
Sales 0
Principal paydowns (75,477)
Deconsolidations 0
Gains (losses) in net income (loss), net (6,198)
Other settlements, net 0
Ending balance - June 30, 2020 266,948
MSRs  
Assets  
Beginning balance - December 31, 2019 42,224
Acquisitions 0
Originations 0
Sales 0
Principal paydowns 0
Deconsolidations 0
Gains (losses) in net income (loss), net (22,563)
Other settlements, net 0
Ending balance - June 30, 2020 19,661
Excess MSRs  
Assets  
Beginning balance - December 31, 2019 31,814
Acquisitions 10,906
Originations 0
Sales 0
Principal paydowns 0
Deconsolidations 0
Gains (losses) in net income (loss), net (6,523)
Other settlements, net 0
Ending balance - June 30, 2020 36,197
Shared Home Appreciation Options  
Assets  
Beginning balance - December 31, 2019 45,085
Acquisitions 3,517
Originations 0
Sales 0
Principal paydowns (1,080)
Deconsolidations 0
Gains (losses) in net income (loss), net (6,671)
Other settlements, net 0
Ending balance - June 30, 2020 40,851
Shared Home Appreciation Options  
Assets  
Beginning balance - December 31, 2019 1,686
Acquisitions 0
Principal paydowns 0
Deconsolidations 0
Gains (losses) in net income (loss), net (916)
Other settlements, net 0
Ending balance - June 30, 2020 770
Derivatives  
Assets  
Beginning balance - December 31, 2019 8,860
Acquisitions 0
Principal paydowns 0
Deconsolidations 0
Gains (losses) in net income (loss), net 20,643
Other settlements, net (31,078)
Ending balance - June 30, 2020 $ (1,575)