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Investments in MSR Financing Receivables (Tables)
 6 Months Ended
Jun. 30, 2022
Receivables [Abstract]  
Change in Fair Value of MSR Financing Receivables The following table presents activity related to the carrying value of the Company’s investments in MSR financing receivables for the periods indicated:

 

 

 

Three Months Ended June 30,

 

 

Six Months Ended June 30,

 

 

 

2022

 

 

2021

 

 

2022

 

 

2021

 

Balance at period beginning

 

$

139,225

 

 

$

36,005

 

 

$

125,018

 

 

$

9,346

 

Capital investments

 

 

18,032

 

 

 

39,278

 

 

 

21,219

 

 

 

59,622

 

Capital distributions

 

 

(49,432

)

 

 

—

 

 

 

(64,552

)

 

 

—

 

Accretion of interest income

 

 

3,983

 

 

 

1,390

 

 

 

7,365

 

 

 

1,748

 

Changes in valuation inputs and assumptions

 

 

8,452

 

 

 

(2,021

)

 

 

31,210

 

 

 

3,936

 

Balance at period end

 

$

120,260

 

 

$

74,652

 

 

$

120,260

 

 

$

74,652