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Securities, at Fair Value - Narrative (Details) - USD ($)
3 Months Ended 12 Months Ended
Dec. 31, 2020
Mar. 31, 2020
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Sep. 30, 2021
Jun. 30, 2021
Mar. 31, 2021
Sep. 30, 2020
Jun. 30, 2020
Debt Securities, Available-for-sale [Line Items]                    
Securities, at fair value $ 399,999,000   $ 256,685,000 $ 399,999,000            
Minimum term of fixed rate mortgages underlying MBS     15 years              
Maximum term of fixed rate mortgages underlying MBS     30 years              
Allowance for credit loss 86,833,000 $ 218,011,000 $ 39,447,000 86,833,000 $ 3,025,000 $ 44,102,000 $ 54,261,000 $ 63,244,000 $ 106,246,000 $ 136,589,000
Impairment and other gains and losses on securities available-for-sale and other assets     (33,956,000) 425,082,000 $ 180,000          
Term Notes backed by MSR Related Collateral                    
Debt Securities, Available-for-sale [Line Items]                    
Securities, at fair value 239,000,000   153,800,000 239,000,000            
Amortized costs 184,900,000   121,400,000 184,900,000            
Gross unrealized gains $ 54,000,000   $ 32,400,000 54,000,000            
Weighted average yield 12.30%   10.30%              
Weighted average to maturity 8 years 8 months 12 days   1 year 8 months 12 days              
Proceeds from Sale of Mortgage Servicing Rights (MSR)       711,700,000            
Gross realized losses       $ 28,700,000            
Impairment   280,800,000                
Mortgage-backed Securities, Issued by Private Enterprises                    
Debt Securities, Available-for-sale [Line Items]                    
Securities, at fair value             $ 0      
Gross unrealized losses     $ 0              
Allowance for credit loss     $ 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