v3.22.4
Fair Value Measurements (Tables)
12 Months Ended
Dec. 31, 2022
Fair Value Disclosures [Abstract]  
Schedule of Financial Assets and Liabilities Measured at Fair Value on Recurring Basis
The following are the major categories of financial assets and liabilities measured at fair value on a recurring basis (in thousands):
 December 31, 2022
DescriptionLevel 1Level 2Level 3Total
Assets:
Mortgage loans at fair value$ $7,134,960 $ $7,134,960 
IRLCs  7,872 7,872 
FLSCs 74,997  74,997 
Investment securities at fair value, pledged 113,290  113,290 
Mortgage servicing rights  4,453,261 4,453,261 
Total assets$ $7,323,248 $4,461,133 $11,784,381 
Liabilities:
IRLCs$ $ $32,294 $32,294 
FLSCs 17,454  17,454 
Public and Private Warrants1,328 445  1,773 
Total liabilities$1,328 $17,899 $32,294 $51,521 
 December 31, 2021
DescriptionLevel 1Level 2Level 3Total
Assets:
Mortgage loans at fair value$— $16,909,901 $— $16,909,901 
IRLCs— — 24,899 24,899 
FLSCs— 42,457 — 42,457 
Investment securities at fair value, pledged— 152,263 — 152,263 
Mortgage servicing rights— — 3,314,952 3,314,952 
Total assets$— $17,104,621 $3,339,851 $20,444,472 
Liabilities:
IRLCs$— $— $11,138 $11,138 
FLSCs— 25,603 — 25,603 
Public and Private warrants6,286 3,170 — 9,456 
Total liabilities$6,286 $28,773 $11,138 $46,197 
Quantitative Information on Recurring Level 3 Fair Value Financial Instruments
The following table presents quantitative information about the inputs used in recurring Level 3 fair value financial instruments and the fair value measurements for IRLCs:

Unobservable Input - IRLCsDecember 31, 2022December 31, 2021
Pullthrough rate (weighted avg)77 %86 %
Fair Value, Liabilities Measured on Recurring and Nonrecurring Basis The following table presents the carrying amounts and estimated fair value of the Company's financial liabilities that are not measured at fair value on a recurring or nonrecurring basis (in thousands):
December 31, 2022December 31, 2021
Carrying AmountEstimated Fair ValueCarrying AmountEstimated Fair Value
2025 Senior Notes, due 11/15/25$793,703 $724,928 $791,513 $820,232 
2029 Senior Notes, due 4/15/29694,496 565,607 693,623 686,623 
2027 Senior Notes, due 6/15/27496,137 430,920 494,976 500,860 
$1,984,336 $1,721,455 $1,980,112 $2,007,715