Quarterly report pursuant to Section 13 or 15(d)

Repurchase Agreement Counterparties with Whom Amount at Risk Exceeds 10 Percent of Stockholders' Equity (Details)

v3.21.2
Repurchase Agreement Counterparties with Whom Amount at Risk Exceeds 10 Percent of Stockholders' Equity (Details)
$ in Thousands
3 Months Ended 9 Months Ended 12 Months Ended
Mar. 31, 2021
Sep. 30, 2021
USD ($)
numberOfPositions
Dec. 31, 2020
USD ($)
numberOfPositions
Repurchase Agreement Counterparty [Line Items]      
Repurchase agreements   $ 7,123,701 $ 15,143,898
Net counterparty exposure   $ 647,671 $ 527,045
Weighted average remaining maturity 58 days 111 days  
Number of repurchase agreement counterparties with whom amount at risk is less than 10 percent of stockholders' equity | numberOfPositions   16 20
Credit Suisse      
Repurchase Agreement Counterparty [Line Items]      
Repurchase agreements   $ 125,000 $ 0
Net counterparty exposure   $ 328,262 $ 0
Percent of equity of the amount at risk under repurchase agreements   12.00% 0.00%
Weighted average remaining maturity   182 days 0 days
All other counterparties      
Repurchase Agreement Counterparty [Line Items]      
Repurchase agreements   $ 6,998,701 $ 15,143,898
Net counterparty exposure   $ 319,409 $ 527,045
Percent of equity of the amount at risk under repurchase agreements   12.00% 17.00%
Weighted average remaining maturity   110 days 58 days