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Financing Agreements - Borrowings Under Repurchase Agreement And Associated Assets Pledged as Collateral (Details) - USD ($) $ in Thousands | Dec. 31, 2021 | Dec. 31, 2020
--- | --- | ---
Repurchase Agreements |  |
Fair value of securities pledged against the repurchase agreements | $ 8,019,405 | $ 5,799,786
Mark-to-market financing agreements secured by residential whole loans |  |
Repurchase Agreements |  |
Fair value of securities pledged against the repurchase agreements | 2,629,919 | 4,140,961
Mark-to-market financing agreements secured by residential whole loans | Fair Value |  |
Repurchase Agreements |  |
Carrying Value | $ 2,391,602 | $ 1,113,553
Weighted average haircut rate | 25.27% | 34.17%
Mark-to-market financing agreements secured by residential whole loans | Fair Value | Asset Pledged as Collateral with Right |  |
Repurchase Agreements |  |
Fair value of securities pledged against the repurchase agreements | $ 3,301,288 | $ 1,798,813
Mark-to-market financing agreements secured by securities at fair value | Fair Value |  |
Repurchase Agreements |  |
Carrying Value | $ 159,148 | $ 213,915
Weighted average haircut rate | 37.00% | 41.16%
Mark-to-market financing agreements secured by securities at fair value | Fair Value | Asset Pledged as Collateral with Right |  |
Repurchase Agreements |  |
Fair value of securities pledged against the repurchase agreements | $ 256,685 | $ 399,999
Mark-to-market financing agreements secured by real estate owned |  |
Repurchase Agreements |  |
Fair value of securities pledged against the repurchase agreements | 90,445 | 49,477
Mark-to-market financing agreements secured by real estate owned | Fair Value |  |
Repurchase Agreements |  |
Carrying Value | $ 11,549 | $ 10,609
Weighted average haircut rate | 58.46% | 55.56%
Mark-to-market financing agreements secured by real estate owned | Fair Value | Asset Pledged as Collateral with Right |  |
Repurchase Agreements |  |
Fair value of securities pledged against the repurchase agreements | $ 34,606 | $ 22,525
Loan Securitization | Fair Value |  |
Repurchase Agreements |  |
Fair value of securities pledged against the repurchase agreements |  | 141,900
Non-mark-to-market financing secured by residential whole loans | Fair Value |  |
Repurchase Agreements |  |
Carrying Value | $ 928,055 | $ 1,156,125
Weighted average haircut rate | 29.98% | 39.46%
Non-mark-to-market financing secured by residential whole loans | Fair Value | Asset Pledged as Collateral with Right |  |
Repurchase Agreements |  |
Fair value of securities pledged against the repurchase agreements | $ 1,420,283 | $ 1,930,283
Non-mark-to-market financing secured by real estate owned | Fair Value |  |
Repurchase Agreements |  |
Carrying Value | $ 11,485 | $ 3,088
Weighted average haircut rate | 61.28% | 59.73%
Non-mark-to-market financing secured by real estate owned | Fair Value | Asset Pledged as Collateral with Right |  |
Repurchase Agreements |  |
Fair value of securities pledged against the repurchase agreements | $ 29,894 | $ 7,441

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- Definition Amount, after the effects of master netting arrangements, of funds outstanding borrowed in the form of a security repurchase agreement between the entity and another party for the sale and repurchase of identical or substantially the same securities at a date certain for a specified price. Includes liabilities not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(i)) -URI https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI https://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(ii)(A)(i)) -URI https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI https://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 210 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-03.13(1)) -URI https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878 + Details
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