XML 66 R55.htm IDEA: XBRL DOCUMENT v3.21.2
Securities, at Fair Value (Narrative) (Details) - USD ($)
3 Months Ended 9 Months Ended
Dec. 31, 2020
Sep. 30, 2021
Sep. 30, 2020
Mar. 31, 2020
Sep. 30, 2021
Sep. 30, 2020
Jun. 30, 2021
Mar. 31, 2021
Jun. 30, 2020
Dec. 31, 2019
Debt Securities, Available-for-sale [Line Items]                    
Minimum term of fixed rate mortgages underlying MBS         15 years          
Maximum term of fixed rate mortgages underlying MBS         30 years          
Allowance for loan loss $ 86,833,000 $ 44,102,000 $ 106,246,000 $ 218,011,000 $ 44,102,000 $ 106,246,000 $ 54,261,000 $ 63,244,000 $ 136,589,000 $ 3,025,000
Impairment and other gains and losses on securities available-for-sale and other assets   (10,000,000) $ 221,000   (10,000,000) 424,966,000        
Securities, at fair value                    
Debt Securities, Available-for-sale [Line Items]                    
Securities, at fair value 239,000,000 177,500,000     177,500,000          
Amortized costs 184,900,000 135,100,000     135,100,000          
Gross unrealized gains $ 54,000,000 42,500,000     $ 42,500,000          
Weighted average yield 12.30%       12.60%          
Weighted average to maturity 8 years 8 months 12 days       6 years 1 month 6 days          
Proceeds from sale of MSR           711,700,000        
Realized losses           28,700,000        
Impairment       $ 280,800,000            
Non-Agency MBS                    
Debt Securities, Available-for-sale [Line Items]                    
Securities, at fair value             $ 0      
Allowance for loan loss   $ 0     $ 0          
MBS and MSR-Related Assets                    
Debt Securities, Available-for-sale [Line Items]                    
Impairment and other gains and losses on securities available-for-sale and other assets           $ 63,500,000        
Minimum | RPL/NPL MBS                    
Debt Securities, Available-for-sale [Line Items]                    
Debt instrument, basis spread on variable rate         3.00%          
Debt instrument, coupon step-up period         36 months          
Maximum | RPL/NPL MBS                    
Debt Securities, Available-for-sale [Line Items]                    
Debt instrument, basis spread on variable rate         4.00%          
Debt instrument, coupon step-up period         48 months