XML 85 R75.htm IDEA: XBRL DOCUMENT v3.22.2
Financing Agreements - Pledged Collateral (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 8,491,196  
Accrued interest on assets 28,000 $ 25,700
Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   8,019,405
Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,231,748  
Non-Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   1,426,051
Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 3,304,498  
Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   3,556,273
Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 3,954,950  
Securitized | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   3,037,081
Residential whole loans, at carrying value    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 2,036,792  
Residential whole loans, at carrying value | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   2,629,919
Residential whole loans, at carrying value | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 362,312  
Residential whole loans, at carrying value | Non-Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   693,982
Residential whole loans, at carrying value | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 472,189  
Residential whole loans, at carrying value | Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   459,349
Residential whole loans, at carrying value | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,202,291  
Residential whole loans, at carrying value | Securitized | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   1,476,588
Residential whole loans, at fair value    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 6,127,108  
Residential whole loans, at fair value | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   5,042,356
Residential whole loans, at fair value | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 849,438  
Residential whole loans, at fair value | Non-Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   706,377
Residential whole loans, at fair value | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 2,558,534  
Residential whole loans, at fair value | Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   2,810,865
Residential whole loans, at fair value | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 2,719,136  
Residential whole loans, at fair value | Securitized | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   1,525,114
Securities, at fair value    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 245,613  
Securities, at fair value | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   256,685
Securities, at fair value | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 0  
Securities, at fair value | Non-Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   0
Securities, at fair value | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 245,613  
Securities, at fair value | Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   256,685
Securities, at fair value | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 0  
Securities, at fair value | Securitized | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   0
Other assets: REO    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 81,683  
Other assets: REO | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   90,445
Other assets: REO | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 19,998  
Other assets: REO | Non-Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   25,692
Other assets: REO | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 28,162  
Other assets: REO | Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   29,374
Other assets: REO | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 33,523  
Other assets: REO | Securitized | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements   $ 35,379