XML 59 R49.htm IDEA: XBRL DOCUMENT v3.22.2.2
Residential Whole Loans - Additional Credit Related Information (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended 12 Months Ended
Sep. 30, 2022
Jun. 30, 2022
Mar. 31, 2022
Sep. 30, 2021
Jun. 30, 2021
Mar. 31, 2021
Sep. 30, 2022
Dec. 31, 2021
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 $ 0           $ 0  
2021 65,903           65,903  
2020 248,562           248,562  
2019 675,984           675,984  
2018 319,020           319,020  
Prior 605,808           605,808  
Residential whole loans, total or weighted average 1,915,277           1,915,277  
Gross write-offs, 2020             92  
Gross write-offs, 2019             522  
Gross write-offs, 2018             160  
Gross write-offs, prior             391  
Nine Months Ended September 30, 2022 Gross write-offs 282 $ 360 $ 523 $ 533 $ 400 $ 1,217 $ 1,165  
Ratio Loan-To-Value             80.00%  
Debt-to-Value Ratio, Less than 80 Percent                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           $ 0  
2021 63,768           63,768  
2020 233,777           233,777  
2019 661,427           661,427  
2018 308,592           308,592  
Prior 503,327           503,327  
Residential whole loans, total or weighted average 1,770,891           1,770,891  
Debt-to-Value Ratio, 81 to 100 Percent                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           0  
2021 2,135           2,135  
2020 14,785           14,785  
2019 14,557           14,557  
2018 10,428           10,428  
Prior 102,481           102,481  
Residential whole loans, total or weighted average 144,386           144,386  
Non-QM loans                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           0  
2021 50,044           50,044  
2020 213,889           213,889  
2019 483,733           483,733  
2018 252,698           252,698  
Prior 30,142           30,142  
Residential whole loans, total or weighted average 1,030,506           1,030,506  
Gross write-offs, 2018             51  
Nine Months Ended September 30, 2022 Gross write-offs             51  
Non-QM loans | Debt-to-Value Ratio, Less than 80 Percent                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           0  
2021 47,909           47,909  
2020 199,510           199,510  
2019 476,591           476,591  
2018 245,908           245,908  
Prior 29,082           29,082  
Residential whole loans, total or weighted average 999,000           999,000  
Non-QM loans | Debt-to-Value Ratio, 81 to 100 Percent                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           0  
2021 2,135           2,135  
2020 14,379           14,379  
2019 7,142           7,142  
2018 6,790           6,790  
Prior 1,060           1,060  
Residential whole loans, total or weighted average 31,506           $ 31,506  
Non-QM loans | Settled Whole Loans                
Financing Receivable, Credit Quality Indicator [Line Items]                
Ratio Loan-To-Value             65.00% 66.00%
Residential transition loans                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           $ 0  
2021 2,037           2,037  
2020 7,698           7,698  
2019 61,664           61,664  
2018 16,617           16,617  
Prior 4,746           4,746  
Residential whole loans, total or weighted average 92,762           92,762  
Gross write-offs, 2020             92  
Gross write-offs, 2019             317  
Gross write-offs, 2018             41  
Nine Months Ended September 30, 2022 Gross write-offs             450  
Residential transition loans | Debt-to-Value Ratio, Less than 80 Percent                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           0  
2021 2,037           2,037  
2020 7,698           7,698  
2019 57,070           57,070  
2018 13,065           13,065  
Prior 3,047           3,047  
Residential whole loans, total or weighted average 82,917           82,917  
Residential transition loans | Debt-to-Value Ratio, 81 to 100 Percent                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           0  
2021 0           0  
2020 0           0  
2019 4,594           4,594  
2018 3,552           3,552  
Prior 1,699           1,699  
Residential whole loans, total or weighted average 9,845           $ 9,845  
Residential transition loans | Settled Whole Loans                
Financing Receivable, Credit Quality Indicator [Line Items]                
Ratio Loan-To-Value             66.00% 67.00%
Single-family rental loans                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           $ 0  
2021 13,822           13,822  
2020 26,975           26,975  
2019 130,587           130,587  
2018 49,705           49,705  
Prior 3,213           3,213  
Residential whole loans, total or weighted average 224,302           224,302  
Gross write-offs, 2019             205  
Gross write-offs, 2018             68  
Nine Months Ended September 30, 2022 Gross write-offs             273  
Single-family rental loans | Debt-to-Value Ratio, Less than 80 Percent                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           0  
2021 13,822           13,822  
2020 26,569           26,569  
2019 127,766           127,766  
2018 49,619           49,619  
Prior 3,213           3,213  
Residential whole loans, total or weighted average 220,989           220,989  
Single-family rental loans | Debt-to-Value Ratio, 81 to 100 Percent                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           0  
2021 0           0  
2020 406           406  
2019 2,821           2,821  
2018 86           86  
Prior 0           0  
Residential whole loans, total or weighted average 3,313           $ 3,313  
Single-family rental loans | Settled Whole Loans                
Financing Receivable, Credit Quality Indicator [Line Items]                
Ratio Loan-To-Value             69.00% 70.00%
Seasoned performing loans                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           $ 0  
2021 0           0  
2020 0           0  
2019 0           0  
2018 0           0  
Prior 87,028           87,028  
Residential whole loans, total or weighted average 87,028           87,028  
Seasoned performing loans | Debt-to-Value Ratio, Less than 80 Percent                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           0  
2021 0           0  
2020 0           0  
2019 0           0  
2018 0           0  
Prior 84,120           84,120  
Residential whole loans, total or weighted average 84,120           84,120  
Seasoned performing loans | Debt-to-Value Ratio, 81 to 100 Percent                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           0  
2021 0           0  
2020 0           0  
2019 0           0  
2018 0           0  
Prior 2,908           2,908  
Residential whole loans, total or weighted average 2,908           $ 2,908  
Seasoned performing loans | Settled Whole Loans                
Financing Receivable, Credit Quality Indicator [Line Items]                
Ratio Loan-To-Value             30.00% 37.00%
Purchased Credit Deteriorated Loans                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           $ 0  
2021 0           0  
2020 0           0  
2019 0           0  
2018 0           0  
Prior 480,679           480,679  
Residential whole loans, total or weighted average 480,679           480,679 $ 547,772
Gross write-offs, prior             391  
Nine Months Ended September 30, 2022 Gross write-offs             391  
Purchased Credit Deteriorated Loans | Debt-to-Value Ratio, Less than 80 Percent                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           0  
2021 0           0  
2020 0           0  
2019 0           0  
2018 0           0  
Prior 383,865           383,865  
Residential whole loans, total or weighted average 383,865           383,865  
Purchased Credit Deteriorated Loans | Debt-to-Value Ratio, 81 to 100 Percent                
Financing Receivable, Credit Quality Indicator [Line Items]                
2022 0           0  
2021 0           0  
2020 0           0  
2019 0           0  
2018 0           0  
Prior 96,814           96,814  
Residential whole loans, total or weighted average $ 96,814           $ 96,814  
Certain rehabilitation loans | Settled Whole Loans                
Financing Receivable, Credit Quality Indicator [Line Items]                
Ratio Loan-To-Value             71.00% 71.00%