Quarterly report pursuant to Section 13 or 15(d)

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

v3.22.2
Fair Value - Fair Value, Liabilities Measured On Recurring Basis, Unobservable Input Reconciliation (Details) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Mar. 31, 2021
Jun. 30, 2022
HMBS related obligations        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance $ (10,548,131) $ (9,926,132) $ (9,788,668) $ (10,422,358)
Total gains or losses included in earnings 93,095 (44,651) (41,434) 178,677
Purchases, settlements and transfers:        
Purchases and additions, net (992,053) (795,333) (602,172) (1,940,735)
Sales and settlements 701,210 597,892 506,142 1,438,537
Ending balance (10,745,879) (10,168,224) (9,926,132) (10,745,879)
Derivative liabilities        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance   (936) (1,084)  
Purchases, settlements and transfers:        
Sales and settlements   (175) 148  
Ending balance   (1,111) (936)  
Deferred purchase price liability        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance (7,852) (3,214) (3,842) (12,852)
Total gains or losses included in earnings 0 (1,760) (29)  
Purchases, settlements and transfers:        
Purchases and additions, net 0 (7,000)    
Sales and settlements 3,000 311 657 8,000
Ending balance (4,852) (11,663) (3,214) (4,852)
Nonrecourse debt        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance (6,032,156) (5,205,892) (5,257,754) (5,857,069)
Total gains or losses included in earnings 116,701 (32,601) (30,770) 222,041
Purchases, settlements and transfers:        
Purchases and additions, net (756,058) (796,376) (575,668) (1,804,557)
Sales and settlements 224,275 674,266 658,300 992,347
Ending balance (6,447,238) (5,360,603) (5,205,892) (6,447,238)
Nonrecourse commercial loan financing liability        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance (127,640)     (111,738)
Total gains or losses included in earnings (66)     188
Purchases, settlements and transfers:        
Purchases and additions, net (57,157)     (117,815)
Sales and settlements 22,399     66,901
Ending balance (162,464)     (162,464)
Nonrecourse MSR financing liability        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance (163,981) (22,051) (14,088) (142,435)
Total gains or losses included in earnings (337) 4,123 390 (16,375)
Purchases, settlements and transfers:        
Purchases and additions, net (1,050) (47,201) (8,353) (6,792)
Sales and settlements 22,986     23,220
Transfers in/(out) between categories 0     0
Ending balance (142,382) (65,129) $ (22,051) (142,382)
TRA Liability        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance (29,380)     (29,380)
Total gains or losses included in earnings 15,455 (860)   15,455
Purchases, settlements and transfers:        
Purchases and additions, net 0 (31,950)    
Sales and settlements 0      
Ending balance $ (13,925) $ (32,810)   $ (13,925)