XML 68 R57.htm IDEA: XBRL DOCUMENT v3.21.2
Securities, at Fair Value (Interest Income) (Details) - USD ($)
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Debt Securities, Available-for-sale [Line Items]        
Interest income $ 15,345,000 $ 14,716,000 $ 31,804,000 $ 73,297,000
Agency MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 0 402,000 0 14,038,000
Effective yield adjustment 0 (412,000) 0 (5,186,000)
Interest income 0 (10,000) 0 8,852,000
Legacy Non-Agency MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 0 897,000 14,000 18,179,000
Effective yield adjustment 0 1,153,000 670,000 10,560,000
Interest income 0 2,050,000 684,000 28,739,000
Accretion Income     670,000  
RPL/NPL MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 21,000 1,228,000 373,000 6,811,000
Effective yield adjustment 1,000 77,000 8,136,000 355,000
Interest income 22,000 1,305,000 8,509,000 7,166,000
Accretion Income     8,100,000 277,000
CRT securities        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 923,000 1,622,000 1,844,000 5,107,000
Effective yield adjustment 1,043,000 8,000 1,787,000 (515,000)
Interest income 1,966,000 1,630,000 3,631,000 4,592,000
MSR-related assets        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 2,044,000 6,133,000 4,449,000 20,340,000
Effective yield adjustment 11,313,000 3,608,000 14,531,000 3,608,000
Interest income 13,357,000 $ 9,741,000 18,980,000 $ 23,948,000
Accretion Income $ 8,400,000   $ 8,400,000