XML 87 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
9 Months Ended
Sep. 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 - September 30, 2020 0
ABS Issued  
Liabilities  
Beginning balance - December 31, 2019 10,515,475
Acquisitions 1,137,656
Principal paydowns (1,035,359)
Deconsolidations (3,706,789)
Gains (losses) in net income (loss), net 58,393
Other settlements, net 0
Ending balance - September 30, 2020 6,969,376
Residential Loans  
Assets  
Beginning balance - December 31, 2019 7,714,745
Acquisitions 2,927,697
Originations 0
Sales (4,783,682)
Principal paydowns (1,210,117)
Deconsolidations 0
Gains (losses) in net income (loss), net (152,145)
Other settlements, net (1,599)
Ending balance - September 30, 2020 4,494,899
Business purpose residential loans  
Assets  
Beginning balance - December 31, 2019 3,506,743
Acquisitions 0
Originations 982,315
Sales (53,434)
Principal paydowns (489,243)
Deconsolidations 0
Gains (losses) in net income (loss), net 16,246
Other settlements, net (6,526)
Ending balance - September 30, 2020 3,956,101
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 (61,500)
Other settlements, net 0
Ending balance - September 30, 2020 491,415
Trading securities  
Assets  
Beginning balance - December 31, 2019 860,540
Acquisitions 96,318
Originations 0
Sales (579,466)
Principal paydowns (8,502)
Deconsolidations 0
Gains (losses) in net income (loss), net (224,728)
Other settlements, net 0
Ending balance - September 30, 2020 144,162
AFS Securities  
Assets  
Beginning balance - December 31, 2019 239,334
Acquisitions 56,664
Originations 0
Sales (55,193)
Principal paydowns (10,345)
Deconsolidations 0
Gains (losses) in net income (loss), net (23,287)
Other settlements, net 0
Ending balance - September 30, 2020 207,173
Servicer Advance Investments  
Assets  
Beginning balance - December 31, 2019 169,204
Acquisitions 179,419
Originations 0
Sales 0
Principal paydowns (83,124)
Deconsolidations 0
Gains (losses) in net income (loss), net (6,878)
Other settlements, net 0
Ending balance - September 30, 2020 258,621
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 (27,346)
Other settlements, net 0
Ending balance - September 30, 2020 14,878
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 (7,650)
Other settlements, net 0
Ending balance - September 30, 2020 35,070
Shared Home Appreciation Options  
Assets  
Beginning balance - December 31, 2019 45,085
Acquisitions 3,517
Originations 0
Sales 0
Principal paydowns (2,558)
Deconsolidations 0
Gains (losses) in net income (loss), net (4,286)
Other settlements, net 0
Ending balance - September 30, 2020 41,758
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 (1,107)
Other settlements, net 0
Ending balance - September 30, 2020 579
Derivatives  
Assets  
Beginning balance - December 31, 2019 8,860
Acquisitions 0
Principal paydowns 0
Deconsolidations 0
Gains (losses) in net income (loss), net 34,620
Other settlements, net (34,041)
Ending balance - September 30, 2020 $ 9,439