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Borrowings - Mortgage Loans Sold Under Agreement to Repurchase by Counterparty (Details) - Assets sold under agreements to repurchase
$ in Thousands
Sep. 30, 2020
USD ($)
Credit Suisse First Boston Mortgage Capital LLC Tranche Two  
Mortgage loans sold under agreement to repurchase  
Amount at risk $ 1,092,694
Credit Suisse First Boston Mortgage Capital LLC Tranche One  
Mortgage loans sold under agreement to repurchase  
Amount at risk 460,264
Bank of America, N.A.  
Mortgage loans sold under agreement to repurchase  
Amount at risk 410,222
JP Morgan  
Mortgage loans sold under agreement to repurchase  
Amount at risk 192,579
Citibank, N.A.  
Mortgage loans sold under agreement to repurchase  
Amount at risk 48,231
Morgan Stanley Bank  
Mortgage loans sold under agreement to repurchase  
Amount at risk 62,630
BNP Paribas  
Mortgage loans sold under agreement to repurchase  
Amount at risk 27,646
Royal Bank of Canada  
Mortgage loans sold under agreement to repurchase  
Amount at risk $ 33,343