XML 103 R94.htm IDEA: XBRL DOCUMENT v3.23.2
Repurchase Agreements - Repurchase Agreements Secured by Investment Securities (Details) - USD ($)
$ in Thousands
Jun. 30, 2023
Dec. 31, 2022
Assets Sold under Agreements to Repurchase [Line Items]    
Outstanding Repurchase Agreements $ 664,459 $ 50,077
Value of Assets Pledged 3,136,812 3,525,080
Repurchase agreements    
Assets Sold under Agreements to Repurchase [Line Items]    
Outstanding Repurchase Agreements 664,459 50,077
Value of Assets Pledged 803,745 170,551
Amortized Cost of Collateral Pledged 862,751 210,733
Agency RMBS | Repurchase agreements    
Assets Sold under Agreements to Repurchase [Line Items]    
Outstanding Repurchase Agreements 574,225 0
Value of Assets Pledged 602,306 0
Amortized Cost of Collateral Pledged 609,772 0
Non-Agency RMBS | Repurchase agreements    
Assets Sold under Agreements to Repurchase [Line Items]    
Outstanding Repurchase Agreements 90,234 50,077
Value of Assets Pledged 201,439 170,551
Amortized Cost of Collateral Pledged 252,979 $ 210,733
Non-Agency RMBS | Repurchase agreements | Residential Loan Securitizations    
Assets Sold under Agreements to Repurchase [Line Items]    
Amortized Cost of Collateral Pledged 49,800  
Non-Agency RMBS | Repurchase agreements | Consolidated SLST    
Assets Sold under Agreements to Repurchase [Line Items]    
Amortized Cost of Collateral Pledged $ 151,600