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Fair Value Measurements - Carrying Amounts and Estimated Fair Values of Financial Instruments (Details) - USD ($)
$ in Thousands
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Assets:        
Restricted cash $ 16,636 $ 16,808 $ 10,837  
Loans held for sale, at fair value 18,081      
Loans held for investment, net 3,169,280 3,272,390    
Loans held for investment, at fair value 450,732 276,095    
Mortgage servicing rights 9,143 9,238   $ 7,152
Liabilities:        
Secured financing, net 210,155 209,846    
Securitizations, net 2,657,469 2,736,290    
Carrying Value        
Assets:        
Cash 39,397 45,248    
Restricted cash 16,636 16,808    
Loans held for sale, at fair value 18,081      
Loans held for investment, net 3,169,280 3,272,390    
Loans held for investment, at fair value 450,732 276,095    
Accrued interest receivables 20,931 20,463    
Mortgage servicing rights 9,143 9,238    
Liabilities:        
Secured financing, net 210,155 209,846    
Warehouse repurchase facilities, net 298,313 330,814    
Securitizations, net 2,657,469 2,736,290    
Securitizations, at fair value 194,941      
Accrued interest payable 13,078 16,369    
Estimate of Fair Value Measurement        
Assets:        
Cash 39,397 45,248    
Restricted cash 16,636 16,808    
Loans held for sale, at fair value 18,081      
Loans held for investment, net 3,039,847 3,201,850    
Loans held for investment, at fair value 450,732 276,095    
Accrued interest receivables 20,931 20,463    
Mortgage servicing rights 9,143 9,238    
Liabilities:        
Secured financing, net 212,475 211,854    
Warehouse repurchase facilities, net 298,313 330,814    
Securitizations, net 2,422,432 2,522,010    
Securitizations, at fair value 194,941      
Accrued interest payable 13,078 16,369    
Level 1 | Estimate of Fair Value Measurement        
Assets:        
Cash 39,397 45,248    
Restricted cash 16,636 16,808    
Accrued interest receivables 20,931 20,463    
Liabilities:        
Accrued interest payable 13,078 16,369    
Level 2 | Estimate of Fair Value Measurement        
Assets:        
Loans held for sale, at fair value 18,081      
Liabilities:        
Warehouse repurchase facilities, net 298,313 330,814    
Level 3 | Estimate of Fair Value Measurement        
Assets:        
Loans held for investment, net 3,039,847 3,201,850    
Loans held for investment, at fair value 450,732 276,095    
Mortgage servicing rights 9,143 9,238    
Liabilities:        
Secured financing, net 212,475 211,854    
Securitizations, net 2,422,432 $ 2,522,010    
Securitizations, at fair value $ 194,941