XML 51 R40.htm IDEA: XBRL DOCUMENT v3.22.1
Basis of Presentation and Significant Accounting Policies (Details) - USD ($)
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Dec. 31, 2021
Risks and Uncertainties [Abstract]      
Percentage of active forbearance loan borrowers 1.30%    
Percentage of active forbearance loan borrowers paying monthly payment 10.60%    
Investments in RMBS [Abstract]      
Sale of RMBS, settled after period end $ (46,801,000) $ (16,702,000)  
Investments in MSRs [Abstract]      
Net interest income 3,879,000 1,847,000  
Servicing fee income 13,116,000 13,540,000  
Cash and Cash Equivalents and Restricted Cash [Abstract]      
Restricted cash 26,974,000   $ 12,861,000
Variation margin 64,300,000   45,600,000
Realized gain (loss) on RMBS, net [Abstract]      
Gain on RMBS 50,000 2,664,000  
Loss on RMBS (13,272,000) (570,000)  
Net realized gain (loss) on RMBS [1] (13,222,000) 2,094,000  
MSRs [Member]      
Investments in MSRs [Abstract]      
Net interest income 192,000 230,000  
Servicing fee income 494,000 $ 321,000  
Reserves for unrecoverable advances 0   0
Derivatives [Member]      
Cash and Cash Equivalents and Restricted Cash [Abstract]      
Restricted cash 0   664,000
Repurchase Agreements [Member]      
Cash and Cash Equivalents and Restricted Cash [Abstract]      
Restricted cash 27,000,000.0   12,200,000
Receivables and Other Assets [Member] | RMBS [Member]      
Investments in RMBS [Abstract]      
Income receivable $ 2,100,000   $ 2,300,000
[1] Reclassified from accumulated other comprehensive income into earnings.