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Fair Value of Financial Instruments - Changes in Level 3 Assets and Liabilities Measured at Fair Value on Recurring Basis (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Point Noncontrolling Interest    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2022 $ 22,329  
Acquisitions 0  
Principal paydowns 0  
Gains (losses) in net income, net 768  
Other settlements, net 0  
Ending balance - March 31. 2023 23,097  
ABS Issued    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2022 7,424,132  
Acquisitions 594,327  
Principal paydowns (181,696)  
Gains (losses) in net income, net 131,372  
Other settlements, net 0  
Ending balance - March 31. 2023 7,968,135  
Residential Loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2022 5,613,157  
Acquisitions 51,816  
Acquisitions 53,000 $ 2,120,000
Originations 0  
Sales (163,695)  
Principal paydowns (111,710)  
Gains (losses) in net income, net 103,660  
Unrealized losses in OCI, net 0  
Other settlements, net (400)  
Ending balance - March 31, 2023 5,492,828  
Business purpose loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2022 5,332,586  
Acquisitions 0  
Originations 438,390  
Sales (205,135)  
Principal paydowns (248,311)  
Gains (losses) in net income, net 52,015  
Unrealized losses in OCI, net 0  
Other settlements, net (4,896)  
Ending balance - March 31, 2023 5,364,649  
Consolidated Agency multifamily loans    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2022 424,552  
Acquisitions 0  
Originations 0  
Sales 0  
Principal paydowns (2,113)  
Gains (losses) in net income, net 4,160  
Unrealized losses in OCI, net 0  
Other settlements, net 0  
Ending balance - March 31, 2023 426,599  
Trading Securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2022 108,329  
Acquisitions 1,700  
Originations 0  
Sales (3,509)  
Principal paydowns (115)  
Gains (losses) in net income, net 1,961  
Unrealized losses in OCI, net 0  
Other settlements, net 0  
Ending balance - March 31, 2023 108,366  
Available-for-sale securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2022 132,146  
Acquisitions 0  
Originations 0  
Sales (2,150)  
Principal paydowns (139)  
Gains (losses) in net income, net 263  
Unrealized losses in OCI, net 4,860  
Other settlements, net 0  
Ending balance - March 31, 2023 134,980  
Servicer Advance Investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2022 269,259  
Acquisitions 0  
Originations 0  
Sales 0  
Principal paydowns (7,529)  
Gains (losses) in net income, net (1,352)  
Unrealized losses in OCI, net 0  
Other settlements, net 0  
Ending balance - March 31, 2023 260,378  
Excess MSRs    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2022 39,035  
Acquisitions 0  
Originations 0  
Sales 0  
Principal paydowns 0  
Gains (losses) in net income, net (228)  
Unrealized losses in OCI, net 0  
Other settlements, net 0  
Ending balance - March 31, 2023 38,807  
HEIs    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2022 403,462  
Acquisitions 16,559  
Acquisitions 17,000  
Originations 0  
Sales 0  
Principal paydowns (7,754)  
Gains (losses) in net income, net 4,516  
Unrealized losses in OCI, net 0  
Other settlements, net 0  
Ending balance - March 31, 2023 416,783  
MSRs    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2022 31,576  
Acquisitions 0  
Acquisitions   $ 6,000
Originations 0  
Sales (272)  
Principal paydowns (70)  
Gains (losses) in net income, net (676)  
Unrealized losses in OCI, net 0  
Other settlements, net 0  
Ending balance - March 31, 2023 30,558  
Derivatives    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance - December 31, 2022 322  
Acquisitions 0  
Principal paydowns 0  
Gains (losses) in net income, net 88  
Other settlements, net 57  
Ending balance - March 31, 2023 $ 353