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Secured Financing Agreements - Narrative (Details) - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2021
Dec. 31, 2020
Repurchase Agreement Counterparty [Line Items]    
Repurchase agreements outstanding $ 3,788,336 $ 4,636,847
Margin cash collateral pledged to repurchase agreement counterparties $ 10,000 42,000
Decrease in share price (as a percent) 50.00%  
Goldman Sachs    
Repurchase Agreement Counterparty [Line Items]    
Amount at risk   649,000
Nomura    
Repurchase Agreement Counterparty [Line Items]    
Amount at risk   $ 421,000
Warehouse Agreement Borrowings    
Repurchase Agreement Counterparty [Line Items]    
Unused warehouse credit facilities $ 924,000  
Repurchase Agreements | Stockholders' Equity, Total | Goldman Sachs | Credit Concentration Risk | Asset Pledged as Collateral    
Repurchase Agreement Counterparty [Line Items]    
Concentration risk (as a percent)   17.00%
Weighted average maturity   938 days
Repurchase Agreements | Stockholders' Equity, Total | Nomura | Credit Concentration Risk | Asset Pledged as Collateral    
Repurchase Agreement Counterparty [Line Items]    
Concentration risk (as a percent)   11.00%
Weighted average maturity   106 days
Minimum | Warehouse Agreement Borrowings    
Repurchase Agreement Counterparty [Line Items]    
Maturity dates of credit facility 30 days  
Maximum | Warehouse Agreement Borrowings    
Repurchase Agreement Counterparty [Line Items]    
Maturity dates of credit facility 1 year  
Not Subject to Additional Margin Requirements Upon Change in Fair Value of Collateral Pledged    
Repurchase Agreement Counterparty [Line Items]    
Repurchase agreements outstanding $ 1,300,000  
Not Subject to Additional Margin Requirements Until Drop in Fair Value of Collateral    
Repurchase Agreement Counterparty [Line Items]    
Repurchase agreements outstanding $ 117,000