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Repurchase Agreements - Narrative (Details) $ in Thousands | 6 Months Ended |  |
--- | --- | --- | ---
Jun. 30, 2022 USD ($) financialInstitution counterparty | Dec. 31, 2021 USD ($) | Jun. 30, 2021 USD ($)
Assets Sold under Agreements to Repurchase [Line Items] |  |  |
Cash and cash equivalents | $ 407,104 | $ 289,602 | $ 324,927
Repurchase agreements, number of financial institutions | financialInstitution | 4 |  |
Repurchase agreements, number of counterparties | counterparty | 2 |  |
Financings under repurchase agreements, aggregate outstanding balance | $ 811,400 |  |
Number of counterparties with amounts outstanding under repurchase agreements | counterparty | 2 |  |
Credit Suisse AG and Credit Suisse First Boston LLC |  |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |  |
Repurchase agreement percentage at risk | 6.23% |  |
Repurchase agreements |  |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |  |
Cash and cash equivalents | $ 368,900 |  |
Unencumbered investment securities | $ 88,260 |  |
Average days to maturity | 11 days |  |
Weighted average interest rate | 2.84% |  |
Accrued interest payable | $ 200 |  |
Weighted average advance rate | 51.70% |  |
Average interest rate haircut | 48.30% |  |
Repurchase agreements | Non-Agency RMBS |  |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |  |
Unencumbered investment securities | $ 52,672 |  |
Average interest rate haircut | 48.70% |  |
Repurchase agreements | CMBS |  |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |  |
Unencumbered investment securities | $ 0 |  |
Average interest rate haircut | 45.00% |  |

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- Definition Amount of currency on hand as well as demand deposits with banks or financial institutions. Includes other kinds of accounts that have the general characteristics of demand deposits. Also includes short-term, highly liquid investments that are both readily convertible to known amounts of cash and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates. Excludes cash and cash equivalents within disposal group and discontinued operation. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 4 -URI https://asc.fasb.org/extlink&oid=126954810&loc=d3e3044-108585 Reference 2: http://www.xbrl.org/2003/role/exampleRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 10 -Section 45 -Paragraph 1 -Subparagraph (a) -URI https://asc.fasb.org/extlink&oid=124098289&loc=d3e6676-107765 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.5-02(1)) -URI https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682 + Details
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- Definition Carrying value, as of the balance sheet date, of securities sold under agreements to repurchase where the transferor maintains effective control over the assets, accounting for them as secured debt. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 30 -Section 50 -Paragraph 7 -URI https://asc.fasb.org/extlink&oid=109249958&loc=SL34722452-111729 + Details
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