XML 55 R43.htm IDEA: XBRL DOCUMENT v3.21.2
PLEDGED ASSETS - Assets Pledged to Counterparties (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Dec. 31, 2020
Pledged Assets [Line Items]    
Accrued interest receivable $ 15,241 $ 9,721
OtherReceivablesFromBrokerDealersAndClearingOrganizations 0 414
Restricted cash 51,111 79,363
Repurchase Agreement [Member]    
Pledged Assets [Line Items]    
Restricted cash 47,537 58,829
Total Assets Pledged To Counterparties 5,477,856 3,788,371
Repurchase Agreement [Member] | US Treasury Notes    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 0 0
Derivative [Member]    
Pledged Assets [Line Items]    
Restricted cash 3,574 20,534
Total Assets Pledged To Counterparties 33,504 20,534
Derivative [Member] | US Treasury Notes    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 29,927 0
Accrued interest receivable 3 0
Total Pledged [Member]    
Pledged Assets [Line Items]    
Accrued interest receivable 15,124 9,636
Restricted cash 51,111 79,363
Total Assets Pledged To Counterparties 5,511,360 3,808,905
Total Pledged [Member] | US Treasury Notes    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 29,927 0
Residential Mortgage Backed Securities [Member] | Pass Through Certificate [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 5,273,199 3,692,811
Residential Mortgage Backed Securities [Member] | Structured Finance [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 141,999 27,095
Residential Mortgage Backed Securities [Member] | Repurchase Agreement [Member]    
Pledged Assets [Line Items]    
Accrued interest receivable 15,121 9,636
Residential Mortgage Backed Securities [Member] | Repurchase Agreement [Member] | Pass Through Certificate [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 5,273,199 3,692,811
Residential Mortgage Backed Securities [Member] | Repurchase Agreement [Member] | Structured Finance [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 141,999 27,095
Residential Mortgage Backed Securities [Member] | Derivative [Member] | Pass Through Certificate [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 0 0
Residential Mortgage Backed Securities [Member] | Derivative [Member] | Structured Finance [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 0 0
Residential Mortgage Backed Securities [Member] | Total Pledged [Member] | Pass Through Certificate [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 5,273,199 3,692,811
Residential Mortgage Backed Securities [Member] | Total Pledged [Member] | Structured Finance [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value $ 141,999 $ 27,095