Quarterly report pursuant to Section 13 or 15(d)

Fair Value - Fair Value, Liabilities Measured On Recurring Basis, Unobservable Input Reconciliation (Details)

v3.22.1
Fair Value - Fair Value, Liabilities Measured On Recurring Basis, Unobservable Input Reconciliation (Details) - USD ($)
$ in Thousands
 3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
HMBS related obligations    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Beginning balance $ (10,422,358) $ (9,788,668)
Total gains or losses included in earnings 85,582 (41,434)
Purchases, settlements and transfers:    
Purchases and additions, net (948,682) (602,172)
Sales and settlements 737,327 506,142
Ending balance (10,548,131) (9,926,132)
Derivative liabilities    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Beginning balance   (1,084)
Purchases, settlements and transfers:    
Sales and settlements   148
Ending balance   (936)
Deferred purchase price liability    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Beginning balance (12,852) (3,842)
Total gains or losses included in earnings 0 (29)
Purchases, settlements and transfers:    
Sales and settlements 5,000 657
Ending balance (7,852) (3,214)
Nonrecourse debt    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Beginning balance (5,857,069) (5,257,754)
Total gains or losses included in earnings 105,340 (30,770)
Purchases, settlements and transfers:    
Purchases and additions, net (1,048,499) (575,668)
Sales and settlements 768,072 658,300
Ending balance (6,032,156) (5,205,892)
Nonrecourse commercial loan financing liability    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Beginning balance (111,738)  
Total gains or losses included in earnings 254  
Purchases, settlements and transfers:    
Purchases and additions, net (60,658)  
Sales and settlements 44,502  
Ending balance (127,640)  
Nonrecourse MSR financing liability    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Beginning balance (155,108) (14,088)
Total gains or losses included in earnings (16,038) 390
Purchases, settlements and transfers:    
Purchases and additions, net 7,165 (8,353)
Sales and settlements 0  
Transfers in/(out) between categories 0  
Ending balance (163,981) $ (22,051)
TRA Liability    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Beginning balance (29,380)  
Total gains or losses included in earnings 0  
Purchases, settlements and transfers:    
Purchases and additions, net 0  
Sales and settlements 0  
Ending balance $ (29,380)