XML 105 R95.htm IDEA: XBRL DOCUMENT
v3.22.2.2

Fair Value of Financial Instruments - Level 3 Assets (Details) - Recurring basis - Level 3 - Residential whole loans, at fair value - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended
--- | --- | ---
Sep. 30, 2022 | Sep. 30, 2021 | Sep. 30, 2022 | Sep. 30, 2021
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | $ 5,252,047 | $ 2,003,580 | $ 4,222,584 | $ 1,216,902
Purchases and originations | 591,184 | 1,968,079 | 2,379,428 | 2,805,939
Draws | 106,633 | 11,152 | 250,455 | 11,575
Changes in fair value recorded in Net gain on residential whole loans measured at fair value through earnings | (241,093) | 20,494 | (623,012) | 58,807
Repayments | (236,236) | (65,985) | (718,983) | (130,488)
Sales and repurchases | 0 | 241 | (10,496) | 671
Transfer to REO | (9,565) | (6,978) | (37,006) | (32,823)
Balance at end of period | $ 5,462,970 | 3,930,583 | $ 5,462,970 | 3,930,583
Unsettled residential whole loans |  | $ 163,000 |  | $ 163,000

X
- Definition Fair Value, Measurement With Unobservable Inputs Reconciliation, Recurring Basis, Asset, Originations And Draws + References No definition available. + Details
Name: | mfa_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetOriginationsAndDraws
Namespace Prefix: | mfa_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Collection Of Principal + References No definition available. + Details
Name: | mfa_FairValueMeasurementwithUnobservableInputsReconciliationRecurringBasisAssetCollectionOfPrincipal
Namespace Prefix: | mfa_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Repurchases + References No definition available. + Details
Name: | mfa_FairValueMeasurementwithUnobservableInputsReconciliationRecurringBasisAssetValueRepurchases
Namespace Prefix: | mfa_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Unsettled Residential Whole Loans + References No definition available. + Details
Name: | mfa_UnsettledResidentialWholeLoans
Namespace Prefix: | mfa_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period. + References No definition available. + Details
Name: | us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Amount of gain (loss) recognized in income from asset measured at fair value on recurring basis using unobservable input (level 3). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c)(1) -URI https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of purchases of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c)(2) -URI https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Amount of transfer of financial instrument classified as an asset into (out of) level 3 of the fair value hierarchy. + References No definition available. + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Fair value of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c) -URI https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258 + Details
Name: | us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Details
Name: | us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=us-gaap_LoansReceivableMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |