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Securities, at Fair Value - Narrative (Details) - USD ($)
3 Months Ended 12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Mar. 31, 2020
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Sep. 30, 2022
Jun. 30, 2022
Mar. 31, 2022
Sep. 30, 2021
Jun. 30, 2021
Mar. 31, 2021
Debt Securities, Available-for-sale [Line Items]                        
Allowance for credit loss $ 35,314,000 $ 39,447,000   $ 35,314,000 $ 39,447,000 $ 86,833,000 $ 37,192,000 $ 36,927,000 $ 35,457,000 $ 44,102,000 $ 54,261,000 $ 63,244,000
Impairment and other net (loss)/gain on securities and other portfolio investments       25,067,000 (74,496,000) $ 350,567,000            
Term Notes backed by MSR Related Collateral                        
Debt Securities, Available-for-sale [Line Items]                        
Securities, at fair value 97,900,000 153,800,000   97,900,000 153,800,000              
Amortized costs 86,400,000 121,400,000   86,400,000 121,400,000              
Gross unrealized gains $ 11,500,000 $ 32,400,000   11,500,000 $ 32,400,000              
Weighted average yield 14.30% 10.30%                    
Weighted average to maturity 9 months 18 days 1 year 8 months 12 days                    
Impairment     $ 280,800,000                  
Non-Agency MBS                        
Debt Securities, Available-for-sale [Line Items]                        
Gross unrealized losses $ 0     0                
Allowance for credit loss $ 0     $ 0                
MBS and MSR-Related Assets                        
Debt Securities, Available-for-sale [Line Items]                        
Impairment and other net (loss)/gain on securities and other portfolio investments     $ 63,500,000