Annual report pursuant to Section 13 and 15(d)

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

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Fair Value - Fair Value, Liabilities Measured On Recurring Basis, Unobservable Input Reconciliation (Details) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended 12 Months Ended
Mar. 31, 2021
Dec. 31, 2021
Dec. 31, 2021
Dec. 31, 2020
HMBS related obligations        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance $ (9,788,668) $ (9,926,132) $ (9,788,668) $ (9,320,209)
Total gains or losses included in earnings (41,434) 62,306   (359,951)
Purchases, settlements and transfers:        
Purchases and additions, net (602,172) (2,491,919)   (2,051,953)
Sales and settlements 506,142 1,933,387   1,943,445
Ending balance (9,926,132) (10,422,358) (10,422,358) (9,788,668)
Derivative liabilities        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance (1,084) (936) (1,084) (68)
Total gains or losses included in earnings     (98) (834)
Purchases, settlements and transfers:        
Purchases and additions, net       (182)
Sales and settlements 148 1,034    
Ending balance (936) 0 0 (1,084)
Deferred purchase price liability        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance (3,842) (3,214) (3,842) (4,300)
Total gains or losses included in earnings (29) (2,240)   (3,014)
Purchases, settlements and transfers:        
Purchases and additions, net     (7,984) (138)
Sales and settlements 657 586   3,610
Ending balance (3,214) (12,852) (12,852) (3,842)
Nonrecourse debt        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance (5,257,754) (5,205,892) (5,257,754) (3,490,196)
Total gains or losses included in earnings (30,770) (74,333)   (294,802)
Purchases, settlements and transfers:        
Purchases and additions, net (575,668) (1,813,458)   (3,110,368)
Sales and settlements 658,300 1,236,614   1,637,612
Ending balance (5,205,892) (5,857,069) (5,857,069) (5,257,754)
Nonrecourse MSR financing liability        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance (14,088) (22,051) (14,088)  
Total gains or losses included in earnings 390 1,019   798
Purchases, settlements and transfers:        
Purchases and additions, net (8,353) (176,863)   (15,101)
Sales and settlements     64,106 215
Ending balance (22,051) (111,738) (111,738) $ (14,088)
Nonrecourse MSR financing liability        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance   (22,051)    
Total gains or losses included in earnings   (2,998)    
Purchases, settlements and transfers:        
Purchases and additions, net   (117,386)    
Sales and settlements   0    
Ending balance (22,051) (142,435) (142,435)  
TRA Liability        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Beginning balance   0    
Total gains or losses included in earnings   2,570    
Purchases, settlements and transfers:        
Purchases and additions, net   (31,950)    
Sales and settlements   0    
Ending balance $ 0 $ (29,380) $ (29,380)