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Short-Term Borrowings - Mortgage Loans Sold Under Agreement to Repurchase by Counterparty (Details) - Loan Repo Facility
$ in Thousands
Dec. 31, 2021
USD ($)
Credit Suisse First Boston Mortgage Capital LLC Tranche Two  
Mortgage loans sold under agreement to repurchase  
Amount at risk $ 2,688,383
Credit Suisse First Boston Mortgage Capital LLC Tranche One  
Mortgage loans sold under agreement to repurchase  
Amount at risk 137,054
Bank of America, N.A.  
Mortgage loans sold under agreement to repurchase  
Amount at risk 674,074
JP Morgan Chase Bank  
Mortgage loans sold under agreement to repurchase  
Amount at risk 355,202
JP Morgan  
Mortgage loans sold under agreement to repurchase  
Amount at risk 9,914
BNP Paribas  
Mortgage loans sold under agreement to repurchase  
Amount at risk 17,568
Barclays  
Mortgage loans sold under agreement to repurchase  
Amount at risk 74,455
Goldman Sachs  
Mortgage loans sold under agreement to repurchase  
Amount at risk 48,483
Citibank, N.A.  
Mortgage loans sold under agreement to repurchase  
Amount at risk 20,948
Morgan Stanley Bank, N.A.  
Mortgage loans sold under agreement to repurchase  
Amount at risk 17,469
Royal Bank of Canada  
Mortgage loans sold under agreement to repurchase  
Amount at risk 68,643
Wells Fargo Bank, N.A.  
Mortgage loans sold under agreement to repurchase  
Amount at risk $ 12,395