XML 92 R83.htm IDEA: XBRL DOCUMENT v3.22.1
Repurchase Agreements - Borrowings Under Financing Arrangements and Associated Assets Pledged as Collateral (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended 12 Months Ended
Mar. 31, 2022
Jun. 30, 2021
Dec. 31, 2021
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]      
Outstanding Repurchase Agreements $ 144,852    
Fair Value of Loans Pledged 3,953,427   $ 3,575,601
Repurchase agreements      
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]      
Outstanding Repurchase Agreements 144,852    
Carrying Value of Repurchase Agreements 927,049   554,259
Fair Value of Loans Pledged $ 281,267    
Weighted Average Months to Maturity 10 days    
Residential loans      
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]      
Maximum Aggregate Uncommitted Principal Amount $ 1,440,907   1,252,352
Outstanding Repurchase Agreements 783,168   554,784
Net Deferred Finance Costs (971)   (525)
Fair Value of Loans Pledged $ 959,789   $ 729,649
Weighted Average Rate 3.05%   2.79%
Weighted Average Months to Maturity 5 years 7 months 6 days 4 years 4 months 17 days  
Residential loans | Repurchase agreements      
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]      
Carrying Value of Repurchase Agreements $ 782,197   $ 554,259
Residential loans | Repurchase Agreement, Non Mark-to Market      
Transfer of Certain Financial Assets Accounted for as Secured Borrowings [Line Items]      
Outstanding Repurchase Agreements $ 230,200   $ 15,600
Weighted Average Rate 3.29%   4.00%
Weighted Average Months to Maturity 9 years 4 months 13 days   2 years 10 days