XML 78 R64.htm IDEA: XBRL DOCUMENT v3.22.2.2
Fair Value Measurements - Unobservable Inputs (Details) - USD ($)
9 Months Ended 12 Months Ended
Sep. 30, 2022
Dec. 31, 2021
MSR(1)    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Average life(3) 8 years 5 years 9 months 18 days
Excess spread financing    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Average life(3) 6 years 7 months 6 days 5 years 4 months 24 days
Min | MSR(1)    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Discount rate 10.40% 9.50%
Prepayment speed 6.60% 11.70%
Cost to service per loan(2) $ 59 $ 59
Min | IRLCs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Value of servicing (reflected as a percentage of loan commitment) (0.003) (0.007)
Min | Excess spread financing    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Discount rate 10.00% 9.50%
Prepayment speed 6.60% 12.80%
Min | Mortgage servicing rights financing    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Advance financing and counterparty fee rates 5.00% 4.50%
Annual advance recovery rates 16.90% 19.20%
Max | MSR(1)    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Discount rate 13.70% 13.70%
Prepayment speed 13.30% 16.40%
Cost to service per loan(2) $ 128 $ 168
Max | IRLCs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Value of servicing (reflected as a percentage of loan commitment) 0.044 0.024
Max | Excess spread financing    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Discount rate 13.80% 13.80%
Prepayment speed 13.50% 15.20%
Max | Mortgage servicing rights financing    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Advance financing and counterparty fee rates 8.70% 7.90%
Annual advance recovery rates 22.90% 23.00%
Weighted Average | MSR(1)    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Discount rate 11.40% 10.90%
Prepayment speed 7.40% 13.00%
Cost to service per loan(2) $ 78 $ 77
Weighted Average | IRLCs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Value of servicing (reflected as a percentage of loan commitment) 0.021 0.014
Weighted Average | Excess spread financing    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Discount rate 11.30% 11.20%
Prepayment speed 9.50% 13.40%
Weighted Average | Mortgage servicing rights financing    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Advance financing and counterparty fee rates 7.30% 6.50%
Annual advance recovery rates 18.50% 21.30%