Quarterly report pursuant to Section 13 or 15(d)

Fair Value - Weighted Average Unobservable Assumptions Used In The Fair Value Measurements (Details)

v3.24.3
Fair Value - Weighted Average Unobservable Assumptions Used In The Fair Value Measurements (Details)
Sep. 30, 2024
Dec. 31, 2023
Weighted Average | WAL (in years)    
Unobservable Assumptions    
Retained bonds, measurement input 4.8 4.9
Weighted Average | Discount rate    
Unobservable Assumptions    
Retained bonds, measurement input 0.068 0.067
Weighted Average | Discount rate | TRA obligation    
Unobservable Assumptions    
Deferred purchase price liabilities, measurement input 0.348 0.330
Weighted Average | Loans held for investment, subject to HMBS related obligations | WAL (in years)    
Unobservable Assumptions    
Loans held-for-investment, measurement input 3.3 3.4
Weighted Average | Loans held for investment, subject to HMBS related obligations | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.202 0.201
Weighted Average | Loans held for investment, subject to HMBS related obligations | Loss frequency    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.046 0.045
Weighted Average | Loans held for investment, subject to HMBS related obligations | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.035 0.035
Weighted Average | Loans held for investment, subject to HMBS related obligations | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.046 0.050
Weighted Average | Loans held for investment, subject to HMBS related obligations | Average draw rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.011 0.011
Weighted Average | Non-agency reverse mortgage loans - securitized | WAL (in years)    
Unobservable Assumptions    
Loans held-for-investment, measurement input 9.8 9.7
Weighted Average | Non-agency reverse mortgage loans - securitized | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.150 0.147
Weighted Average | Non-agency reverse mortgage loans - securitized | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.100 0.100
Weighted Average | Non-agency reverse mortgage loans - securitized | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.065 0.069
Weighted Average | Non-agency reverse mortgage loans - securitized | LTV    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.465 0.459
Weighted Average | Non-agency reverse mortgage loans - securitized | HPA    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.036 0.033
Weighted Average | HECM buyouts - securitized (performing) | WAL (in years)    
Unobservable Assumptions    
Loans held-for-investment, measurement input 7.1 7.4
Weighted Average | HECM buyouts - securitized (performing) | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.154 0.151
Weighted Average | HECM buyouts - securitized (performing) | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.056 0.069
Weighted Average | HECM buyouts - securitized (performing) | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.074 0.082
Weighted Average | HECM buyouts - securitized (nonperforming) | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.408 0.398
Weighted Average | HECM buyouts - securitized (nonperforming) | Loss frequency    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.480 0.510
Weighted Average | HECM buyouts - securitized (nonperforming) | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.062 0.064
Weighted Average | HECM buyouts - securitized (nonperforming) | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.078 0.086
Weighted Average | Commercial mortgage loans - securitized | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.195 0.165
Weighted Average | Commercial mortgage loans - securitized | SMM    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.083 0.107
Weighted Average | Commercial mortgage loans - securitized | Loss rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.081 0.010
Weighted Average | Non-agency reverse mortgage loans | WAL (in years)    
Unobservable Assumptions    
Loans held-for-investment, measurement input 9.2 12.1
Weighted Average | Non-agency reverse mortgage loans | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.175 0.144
Weighted Average | Non-agency reverse mortgage loans | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.100 0.100
Weighted Average | Non-agency reverse mortgage loans | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.065 0.069
Weighted Average | Non-agency reverse mortgage loans | LTV    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.356 0.338
Weighted Average | Non-agency reverse mortgage loans | HPA    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.034 0.031
Weighted Average | Inventory buyouts | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.414 0.415
Weighted Average | Inventory buyouts | Loss frequency    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.435 0.482
Weighted Average | Inventory buyouts | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.056 0.051
Weighted Average | Inventory buyouts | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.078 0.086
Weighted Average | Commercial mortgage loans | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.087 0.132
Weighted Average | Commercial mortgage loans | SMM    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0 0.736
Weighted Average | Commercial mortgage loans | CDR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.092 0.256
Weighted Average | HMBS related obligations | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.236 0.238
Weighted Average | HMBS related obligations | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.045 0.050
Weighted Average | Securitized non-agency reverse | WAL (in years)    
Unobservable Assumptions    
Long-term debt, measurement input 3.2 4.5
Weighted Average | Securitized non-agency reverse | CPR    
Unobservable Assumptions    
Long-term debt, measurement input 0.174 0.147
Weighted Average | Securitized non-agency reverse | Discount rate    
Unobservable Assumptions    
Long-term debt, measurement input 0.063 0.070
Weighted Average | Performing/Nonperforming HECM securitizations | WAL (in years)    
Unobservable Assumptions    
Long-term debt, measurement input 0.2 0.9
Weighted Average | Performing/Nonperforming HECM securitizations | CPR    
Unobservable Assumptions    
Long-term debt, measurement input 0.350 0.219
Weighted Average | Performing/Nonperforming HECM securitizations | Discount rate    
Unobservable Assumptions    
Long-term debt, measurement input 0.099 0.100
Weighted Average | Nonrecourse commercial loan financing liability | WAL (in years)    
Unobservable Assumptions    
Long-term debt, measurement input 3.7 1.8
Weighted Average | Nonrecourse commercial loan financing liability | Discount rate    
Unobservable Assumptions    
Long-term debt, measurement input 0.084 0.091
Weighted Average | Nonrecourse commercial loan financing liability | Weighted average SMM    
Unobservable Assumptions    
Long-term debt, measurement input 0.185 0.333
Minimum | WAL (in years)    
Unobservable Assumptions    
Retained bonds, measurement input 2.2 2.3
Minimum | Discount rate    
Unobservable Assumptions    
Retained bonds, measurement input (0.014) (0.312)
Minimum | Loans held for investment, subject to HMBS related obligations | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.035 0.034
Minimum | Non-agency reverse mortgage loans - securitized | LTV    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.000 0.000
Minimum | Non-agency reverse mortgage loans - securitized | HPA    
Unobservable Assumptions    
Loans held-for-investment, measurement input (0.052) (0.098)
Minimum | HECM buyouts - securitized (performing) | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.035 0.034
Minimum | HECM buyouts - securitized (nonperforming) | Loss frequency    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.231 0.231
Minimum | HECM buyouts - securitized (nonperforming) | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.035 0.034
Minimum | Non-agency reverse mortgage loans | LTV    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.006 0.039
Minimum | Non-agency reverse mortgage loans | HPA    
Unobservable Assumptions    
Loans held-for-investment, measurement input (0.052) (0.098)
Minimum | Inventory buyouts | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.035 0.034
Minimum | Commercial mortgage loans | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.087 0.096
Minimum | Securitized non-agency reverse | WAL (in years)    
Unobservable Assumptions    
Long-term debt, measurement input 0.1 0.8
Minimum | Securitized non-agency reverse | CPR    
Unobservable Assumptions    
Long-term debt, measurement input 0.116 0.106
Minimum | Performing/Nonperforming HECM securitizations | CPR    
Unobservable Assumptions    
Long-term debt, measurement input 0.347 0.215
Maximum | WAL (in years)    
Unobservable Assumptions    
Retained bonds, measurement input 22.8 23.4
Maximum | Discount rate    
Unobservable Assumptions    
Retained bonds, measurement input 0.130 0.123
Maximum | Loans held for investment, subject to HMBS related obligations | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.150 0.129
Maximum | Non-agency reverse mortgage loans - securitized | LTV    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.972 0.796
Maximum | Non-agency reverse mortgage loans - securitized | HPA    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.086 0.076
Maximum | HECM buyouts - securitized (performing) | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.150 0.128
Maximum | HECM buyouts - securitized (nonperforming) | Loss frequency    
Unobservable Assumptions    
Loans held-for-investment, measurement input 1.000 1.000
Maximum | HECM buyouts - securitized (nonperforming) | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.150 0.128
Maximum | Non-agency reverse mortgage loans | LTV    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.681 0.538
Maximum | Non-agency reverse mortgage loans | HPA    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.078 0.076
Maximum | Inventory buyouts | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.150 0.128
Maximum | Commercial mortgage loans | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.124 0.200
Maximum | Securitized non-agency reverse | WAL (in years)    
Unobservable Assumptions    
Long-term debt, measurement input 11.0 11.2
Maximum | Securitized non-agency reverse | CPR    
Unobservable Assumptions    
Long-term debt, measurement input 0.645 0.223
Maximum | Performing/Nonperforming HECM securitizations | CPR    
Unobservable Assumptions    
Long-term debt, measurement input 0.352 0.223