Fair Value Measurements - Financial Instruments Measured at Fair Value on a Recurring Basis (Details) - USD ($)
$ in Thousands |
Dec. 31, 2021 |
Dec. 31, 2020 |
| Financial assets: |
|
|
| Loans, at fair value |
$ 29,697
|
$ 45,000
|
| Derivative assets, at fair value |
250
|
258
|
| Financial liabilities: |
|
|
| Derivative liabilities, at fair value |
228
|
221
|
| Fair Value, Measurements, Recurring |
|
|
| Financial assets: |
|
|
| MSR financing receivables |
125,018
|
9,346
|
| Loans, at fair value |
29,697
|
45,000
|
| Derivative assets, at fair value |
250
|
258
|
| Other assets |
12,655
|
17,690
|
| Financial liabilities: |
|
|
| Derivative liabilities, at fair value |
228
|
221
|
| Fair Value, Measurements, Recurring | Fair Value, Inputs, Level 1 |
|
|
| Financial assets: |
|
|
| MSR financing receivables |
0
|
0
|
| Loans, at fair value |
0
|
0
|
| Derivative assets, at fair value |
20
|
0
|
| Other assets |
5,267
|
10,821
|
| Financial liabilities: |
|
|
| Derivative liabilities, at fair value |
0
|
0
|
| Fair Value, Measurements, Recurring | Fair Value, Inputs, Level 2 |
|
|
| Financial assets: |
|
|
| MSR financing receivables |
0
|
0
|
| Loans, at fair value |
0
|
0
|
| Derivative assets, at fair value |
230
|
258
|
| Other assets |
0
|
0
|
| Financial liabilities: |
|
|
| Derivative liabilities, at fair value |
228
|
221
|
| Fair Value, Measurements, Recurring | Fair Value, Inputs, Level 3 |
|
|
| Financial assets: |
|
|
| MSR financing receivables |
125,018
|
9,346
|
| Loans, at fair value |
29,697
|
45,000
|
| Derivative assets, at fair value |
0
|
0
|
| Other assets |
7,388
|
6,869
|
| Financial liabilities: |
|
|
| Derivative liabilities, at fair value |
0
|
0
|
| Fair Value, Measurements, Recurring | Agency MBS |
|
|
| Financial assets: |
|
|
| Trading securities |
483,927
|
970,880
|
| Fair Value, Measurements, Recurring | Agency MBS | Fair Value, Inputs, Level 1 |
|
|
| Financial assets: |
|
|
| Trading securities |
0
|
0
|
| Fair Value, Measurements, Recurring | Agency MBS | Fair Value, Inputs, Level 2 |
|
|
| Financial assets: |
|
|
| Trading securities |
483,927
|
970,880
|
| Fair Value, Measurements, Recurring | Agency MBS | Fair Value, Inputs, Level 3 |
|
|
| Financial assets: |
|
|
| Trading securities |
0
|
0
|
| Fair Value, Measurements, Recurring | Credit Securities |
|
|
| Financial assets: |
|
|
| Trading securities |
26,222
|
26,660
|
| Fair Value, Measurements, Recurring | Credit Securities | Fair Value, Inputs, Level 1 |
|
|
| Financial assets: |
|
|
| Trading securities |
0
|
0
|
| Fair Value, Measurements, Recurring | Credit Securities | Fair Value, Inputs, Level 2 |
|
|
| Financial assets: |
|
|
| Trading securities |
0
|
14,730
|
| Fair Value, Measurements, Recurring | Credit Securities | Fair Value, Inputs, Level 3 |
|
|
| Financial assets: |
|
|
| Trading securities |
26,222
|
11,930
|
| Fair Value, Measurements, Recurring | Variable Interest Entity, Primary Beneficiary |
|
|
| Financial assets: |
|
|
| Loans, at fair value |
7,442
|
93,283
|
| Financial liabilities: |
|
|
| Secured debt of consolidated VIE, at fair value |
508
|
93,627
|
| Fair Value, Measurements, Recurring | Variable Interest Entity, Primary Beneficiary | Fair Value, Inputs, Level 1 |
|
|
| Financial assets: |
|
|
| Loans, at fair value |
0
|
0
|
| Financial liabilities: |
|
|
| Secured debt of consolidated VIE, at fair value |
0
|
0
|
| Fair Value, Measurements, Recurring | Variable Interest Entity, Primary Beneficiary | Fair Value, Inputs, Level 2 |
|
|
| Financial assets: |
|
|
| Loans, at fair value |
0
|
0
|
| Financial liabilities: |
|
|
| Secured debt of consolidated VIE, at fair value |
0
|
93,051
|
| Fair Value, Measurements, Recurring | Variable Interest Entity, Primary Beneficiary | Fair Value, Inputs, Level 3 |
|
|
| Financial assets: |
|
|
| Loans, at fair value |
7,442
|
93,283
|
| Financial liabilities: |
|
|
| Secured debt of consolidated VIE, at fair value |
$ 508
|
$ 576
|