XML 61 R51.htm IDEA: XBRL DOCUMENT v3.22.2.2
Residential Whole Loans - Interest Income Components (Details) - Residential whole loans, total or weighted average - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income $ 114,415 $ 79,602 $ 316,235 $ 213,156
Purchased Credit Deteriorated Loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 7,916 10,504 25,597 30,097
Performing        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 87,767 48,394 232,370 124,327
Performing | Non-QM loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 40,658 23,891 108,121 68,047
Performing | Residential transition loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 19,342 9,918 49,389 23,914
Performing | Single-family rental loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 18,998 9,497 48,737 23,484
Performing | Seasoned performing loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 1,227 1,728 3,392 5,260
Performing | Agency eligible investor loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 7,542 3,360 22,731 3,622
Nonperforming        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 18,732 20,704 58,268 58,732
Carrying Value        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 27,231 41,551 85,785 134,169
Carrying Value | Purchased Credit Deteriorated Loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 7,916 10,504 25,597 30,097
Carrying Value | Performing        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 19,315 31,047 60,188 104,072
Carrying Value | Performing | Non-QM loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 13,646 17,437 39,041 59,789
Carrying Value | Performing | Residential transition loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 784 5,808 5,621 19,429
Carrying Value | Performing | Single-family rental loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 3,658 6,074 12,134 19,594
Carrying Value | Performing | Seasoned performing loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 1,227 1,728 3,392 5,260
Carrying Value | Performing | Agency eligible investor loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 0 0 0 0
Carrying Value | Nonperforming        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 0 0 0 0
Fair Value        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 87,184 38,051 230,450 78,987
Fair Value | Purchased Credit Deteriorated Loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 0 0 0 0
Fair Value | Performing        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 68,452 17,347 172,182 20,255
Fair Value | Performing | Non-QM loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 27,012 6,454 69,080 8,258
Fair Value | Performing | Residential transition loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 18,558 4,110 43,768 4,485
Fair Value | Performing | Single-family rental loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 15,340 3,423 36,603 3,890
Fair Value | Performing | Seasoned performing loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 0 0 0 0
Fair Value | Performing | Agency eligible investor loans        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income 7,542 3,360 22,731 3,622
Fair Value | Nonperforming        
Accounts, Notes, Loans and Financing Receivable [Line Items]        
Interest income $ 18,732 $ 20,704 $ 58,268 $ 58,732