Annual report pursuant to Section 13 and 15(d)

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

v3.24.0.1
Fair Value - Weighted Average Unobservable Assumptions Used In The Fair Value Measurements (Details)
Dec. 31, 2023
Dec. 31, 2022
Weighted Average | Discount rate    
Unobservable Assumptions    
Retained bonds, measurement input 0.067 0.069
Weighted Average | Discount rate | TRA obligation    
Unobservable Assumptions    
Deferred purchase price liabilities, measurement input 0.330 0.483
Weighted Average | Discount rate | MSR    
Unobservable Assumptions    
Mortgage servicing rights, measurement input   0.101
Weighted Average | WAL (in years)    
Unobservable Assumptions    
Retained bonds, measurement input 4.9 4.9
Weighted Average | Weighted average CPR | MSR    
Unobservable Assumptions    
Mortgage servicing rights, measurement input   0.064
Weighted Average | Loans held for investment, subject to HMBS related obligations | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.201 0.219
Weighted Average | Loans held for investment, subject to HMBS related obligations | Loss frequency    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.045 0.041
Weighted Average | Loans held for investment, subject to HMBS related obligations | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.035 0.027
Weighted Average | Loans held for investment, subject to HMBS related obligations | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.050 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 | HECM buyouts - securitized (nonperforming) | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.398 0.392
Weighted Average | HECM buyouts - securitized (nonperforming) | Loss frequency    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.510 0.517
Weighted Average | HECM buyouts - securitized (nonperforming) | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.064 0.052
Weighted Average | HECM buyouts - securitized (nonperforming) | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.086 0.087
Weighted Average | HECM buyouts - securitized (performing) | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.151 0.152
Weighted Average | HECM buyouts - securitized (performing) | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.069 0.048
Weighted Average | HECM buyouts - securitized (performing) | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.082 0.082
Weighted Average | HECM buyouts - securitized (performing) | WAL (in years)    
Unobservable Assumptions    
Loans held-for-investment, measurement input 7.4 8.0
Weighted Average | Non-agency reverse mortgage loans - securitized | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.147 0.143
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 0.069 0.071
Weighted Average | Non-agency reverse mortgage loans - securitized | WAL (in years)    
Unobservable Assumptions    
Loans held-for-investment, measurement input 9.7 9.7
Weighted Average | Non-agency reverse mortgage loans - securitized | LTV    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.459 0.431
Weighted Average | Non-agency reverse mortgage loans - securitized | HPA    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.033 0.038
Weighted Average | Commercial mortgage loans - securitized | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.165 0.175
Weighted Average | Commercial mortgage loans - securitized | SMM    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.107 0.112
Weighted Average | Commercial mortgage loans - securitized | Loss rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.010 0.005
Weighted Average | Inventory buyouts | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.415 0.413
Weighted Average | Inventory buyouts | Loss frequency    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.482 0.476
Weighted Average | Inventory buyouts | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.051 0.056
Weighted Average | Inventory buyouts | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.086 0.087
Weighted Average | Non-agency reverse mortgage loans | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.144 0.138
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 0.069 0.071
Weighted Average | Non-agency reverse mortgage loans | WAL (in years)    
Unobservable Assumptions    
Loans held-for-investment, measurement input 12.1 12.0
Weighted Average | Non-agency reverse mortgage loans | LTV    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.338 0.364
Weighted Average | Non-agency reverse mortgage loans | HPA    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.031 0.036
Weighted Average | Commercial mortgage loans | CPR    
Unobservable Assumptions    
Loans held-for-sale, measurement input   0.192
Weighted Average | Commercial mortgage loans | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.132 0.164
Loans held-for-sale, measurement input   0.094
Weighted Average | Commercial mortgage loans | SMM    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.736 0.096
Weighted Average | Commercial mortgage loans | CDR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.256 0.010
Loans held-for-sale, measurement input   0.010
Weighted Average | HMBS related obligations | CPR    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.238 0.218
Weighted Average | HMBS related obligations | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.050 0.050
Weighted Average | Performing/Nonperforming HECM securitizations | CPR    
Unobservable Assumptions    
Long-term debt, measurement input 0.219 0.211
Weighted Average | Performing/Nonperforming HECM securitizations | Discount rate    
Unobservable Assumptions    
Long-term debt, measurement input 0.100 0.086
Weighted Average | Performing/Nonperforming HECM securitizations | WAL (in years)    
Unobservable Assumptions    
Long-term debt, measurement input 0.9 1.6
Weighted Average | Securitized non-agency reverse | CPR    
Unobservable Assumptions    
Long-term debt, measurement input 0.147 0.165
Weighted Average | Securitized non-agency reverse | Discount rate    
Unobservable Assumptions    
Long-term debt, measurement input 0.070 0.072
Weighted Average | Securitized non-agency reverse | WAL (in years)    
Unobservable Assumptions    
Long-term debt, measurement input 4.5 6.4
Weighted Average | Nonrecourse commercial loan financing liability | Discount rate    
Unobservable Assumptions    
Long-term debt, measurement input 0.091 0.145
Weighted Average | Nonrecourse commercial loan financing liability | WAL (in years)    
Unobservable Assumptions    
Long-term debt, measurement input 1.8 4.3
Weighted Average | Nonrecourse commercial loan financing liability | Weighted average SMM    
Unobservable Assumptions    
Long-term debt, measurement input 0.333 0.153
Weighted Average | Nonrecourse MSR financing liability | Discount rate    
Unobservable Assumptions    
Servicing Liability, Measurement Input   0.102
Weighted Average | Nonrecourse MSR financing liability | Weighted average CPR    
Unobservable Assumptions    
Servicing Liability, Measurement Input   0.051
Minimum | Discount rate    
Unobservable Assumptions    
Retained bonds, measurement input (0.312) (0.168)
Minimum | WAL (in years)    
Unobservable Assumptions    
Retained bonds, measurement input 2.3 2.4
Minimum | Weighted average CPR | MSR    
Unobservable Assumptions    
Mortgage servicing rights, measurement input   0.010
Minimum | Loans held for investment, subject to HMBS related obligations | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.034 0.024
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 0.034 0.024
Minimum | HECM buyouts - securitized (performing) | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.034 0.024
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 (0.098) (0.101)
Minimum | Inventory buyouts | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.034 0.024
Minimum | Non-agency reverse mortgage loans | LTV    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.039 0.001
Minimum | Non-agency reverse mortgage loans | HPA    
Unobservable Assumptions    
Loans held-for-investment, measurement input (0.098) (0.101)
Minimum | Commercial mortgage loans | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.096 0.097
Loans held-for-sale, measurement input 0.083  
Minimum | Performing/Nonperforming HECM securitizations | CPR    
Unobservable Assumptions    
Long-term debt, measurement input 0.215 0.199
Minimum | Performing/Nonperforming HECM securitizations | WAL (in years)    
Unobservable Assumptions    
Long-term debt, measurement input   1.5
Minimum | Securitized non-agency reverse | CPR    
Unobservable Assumptions    
Long-term debt, measurement input 0.106 0.083
Minimum | Securitized non-agency reverse | WAL (in years)    
Unobservable Assumptions    
Long-term debt, measurement input 0.8 0.2
Minimum | Nonrecourse MSR financing liability | Discount rate    
Unobservable Assumptions    
Servicing Liability, Measurement Input   0.100
Minimum | Nonrecourse MSR financing liability | Weighted average CPR    
Unobservable Assumptions    
Servicing Liability, Measurement Input   0.008
Maximum | Discount rate    
Unobservable Assumptions    
Retained bonds, measurement input 0.123 0.122
Maximum | WAL (in years)    
Unobservable Assumptions    
Retained bonds, measurement input 23.4 24.1
Maximum | Weighted average CPR | MSR    
Unobservable Assumptions    
Mortgage servicing rights, measurement input   0.085
Maximum | Loans held for investment, subject to HMBS related obligations | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.129 0.121
Maximum | HECM buyouts - securitized (nonperforming) | Loss frequency    
Unobservable Assumptions    
Loans held-for-investment, measurement input 1.000 1
Maximum | HECM buyouts - securitized (nonperforming) | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.128 0.121
Maximum | HECM buyouts - securitized (performing) | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.128 0.121
Maximum | Non-agency reverse mortgage loans - securitized | LTV    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.796 0.747
Maximum | Non-agency reverse mortgage loans - securitized | HPA    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.076 0.073
Maximum | Inventory buyouts | Loss severity    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.128 0.121
Maximum | Non-agency reverse mortgage loans | LTV    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.538 0.679
Maximum | Non-agency reverse mortgage loans | HPA    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.076 0.073
Maximum | Commercial mortgage loans | Discount rate    
Unobservable Assumptions    
Loans held-for-investment, measurement input 0.200 0.258
Loans held-for-sale, measurement input 0.109  
Maximum | Performing/Nonperforming HECM securitizations | CPR    
Unobservable Assumptions    
Long-term debt, measurement input 0.223 0.222
Maximum | Performing/Nonperforming HECM securitizations | WAL (in years)    
Unobservable Assumptions    
Long-term debt, measurement input   1.6
Maximum | Securitized non-agency reverse | CPR    
Unobservable Assumptions    
Long-term debt, measurement input 0.223 0.461
Maximum | Securitized non-agency reverse | WAL (in years)    
Unobservable Assumptions    
Long-term debt, measurement input 11.2 11.7
Maximum | Nonrecourse MSR financing liability | Discount rate    
Unobservable Assumptions    
Servicing Liability, Measurement Input   0.120
Maximum | Nonrecourse MSR financing liability | Weighted average CPR    
Unobservable Assumptions    
Servicing Liability, Measurement Input   0.092