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Investments in MSR Financing Receivables (Tables)
 9 Months Ended
Sep. 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 September 30,

 

 

Nine Months Ended September 30,

 

 

 

2022

 

 

2021

 

 

2022

 

 

2021

 

Balance at period beginning

 

$

120,260

 

 

$

74,652

 

 

$

125,018

 

 

$

9,346

 

Capital investments

 

 

40,474

 

 

 

35,601

 

 

 

61,693

 

 

 

95,223

 

Capital distributions

 

 

(4,049

)

 

 

(3,816

)

 

 

(68,601

)

 

 

(3,816

)

Accretion of interest income

 

 

3,608

 

 

 

1,945

 

 

 

10,973

 

 

 

3,693

 

Changes in valuation inputs and assumptions

 

 

4,292

 

 

 

4,452

 

 

 

35,502

 

 

 

8,388

 

Balance at period end

 

$

164,585

 

 

$

112,834

 

 

$

164,585

 

 

$

112,834