Quarterly report pursuant to Section 13 or 15(d)

Fair Value, Measurement Inputs, Disclosure (Details)

v3.21.2
Fair Value, Measurement Inputs, Disclosure (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Jun. 30, 2021
Dec. 31, 2020
Sep. 30, 2020
Jun. 30, 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 74.60%          
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 $ 2,213,312 $ 2,020,106 $ 1,596,153 $ 1,257,503 $ 1,279,195 $ 1,909,444
Derivative assets, at fair value 53,044   95,937      
Derivative liabilities, at fair value 82,895   11,058      
Fair Value, Recurring [Member]            
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]            
Available-for-sale securities 6,664,744   14,650,922      
Mortgage servicing rights 2,213,312   1,596,153      
Derivative assets, at fair value 53,044   95,937      
Total assets 8,931,100   16,343,012      
Derivative liabilities, at fair value 82,895   11,058      
Total liabilities 82,895   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 2,556   33,737      
Total assets 2,556   33,737      
Derivative liabilities, at fair value 76,454   10,462      
Total liabilities 76,454   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 6,656,571   14,637,891      
Mortgage servicing rights 0   0      
Derivative assets, at fair value 50,488   62,200      
Total assets 6,707,059   14,700,091      
Derivative liabilities, at fair value 6,441   596      
Total liabilities 6,441   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 8,173   13,031      
Mortgage servicing rights 2,213,312   1,596,153      
Derivative assets, at fair value 0   0      
Total assets 2,221,485   1,609,184      
Derivative liabilities, at fair value 0   0      
Total liabilities $ 0   $ 0