Quarterly report pursuant to Section 13 or 15(d)

Fair Value, Measurement Inputs, Disclosure (Details)

v3.21.1
Fair Value, Measurement Inputs, Disclosure (Details) - USD ($)
$ in Thousands
Mar. 31, 2021
Dec. 31, 2020
Mar. 31, 2020
Dec. 31, 2019
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Debt Securities, Available-for-sale, Categorized as Level 2 Assets 99.90%      
Debt Securities, Available-for-sale, Categorized as Level 3 Assets 0.10%      
Assets Reported at Fair Value, Debt Securities, Available-for-sale 84.20%      
Mortgage Servicing Rights Categorized as Level 3 Assets 100.00%      
Over-the-Counter Derivatives Categorized as Level 2 Assets (Liabilities) 100.00%      
Other RMBS Classified as Derivatives Categorized as Level 2 Assets 100.00%      
Other Derivatives Categorized as Level 1 Assets (Liabilities) 100.00%      
Mortgage servicing rights $ 2,091,761 $ 1,596,153 $ 1,505,163 $ 1,909,444
Derivative assets, at fair value 55,145 95,937    
Derivative liabilities, at fair value 16,162 11,058    
Fair Value, Recurring [Member]        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Available-for-sale securities 11,473,390 14,650,922    
Mortgage servicing rights 2,091,761 1,596,153    
Derivative assets, at fair value 55,145 95,937    
Total assets 13,620,296 16,343,012    
Derivative liabilities, at fair value 16,162 11,058    
Total liabilities 16,162 11,058    
Fair Value, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Available-for-sale securities 0 0    
Mortgage servicing rights 0 0    
Derivative assets, at fair value 761 33,737    
Total assets 761 33,737    
Derivative liabilities, at fair value 16,162 10,462    
Total liabilities 16,162 10,462    
Fair Value, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Available-for-sale securities 11,464,171 14,637,891    
Mortgage servicing rights 0 0    
Derivative assets, at fair value 54,384 62,200    
Total assets 11,518,555 14,700,091    
Derivative liabilities, at fair value 0 596    
Total liabilities 0 596    
Fair Value, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Available-for-sale securities 9,219 13,031    
Mortgage servicing rights 2,091,761 1,596,153    
Derivative assets, at fair value 0 0    
Total assets 2,100,980 1,609,184    
Derivative liabilities, at fair value 0 0    
Total liabilities $ 0 $ 0