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Fair Value of Financial Instruments - Summary of Assets and Liabilities Measured at Fair Value on a Recurring Basis (Details) - USD ($)
$ in Thousands
Dec. 31, 2022
Dec. 31, 2021
Assets at Fair Value:    
Agency Securities $ 187,945 $ 1,387,845
U.S. Treasury Securities   4,605,354
Derivatives, at fair value 984,456 199,073
Liabilities at Fair Value:    
Derivatives, at fair value 13,016 10,900
U.S. Treasury Securities    
Assets at Fair Value:    
U.S. Treasury Securities   198,833
Fair Value, Measurements, Recurring    
Assets at Fair Value:    
Agency Securities 8,198,591 4,406,521
Derivatives, at fair value 984,456 199,073
Liabilities at Fair Value:    
Derivatives, at fair value 13,016 10,900
Fair Value, Measurements, Recurring | U.S. Treasury Securities    
Assets at Fair Value:    
U.S. Treasury Securities   198,833
Fair Value, Measurements, Recurring | Level 1    
Assets at Fair Value:    
Agency Securities 0 0
Derivatives, at fair value 94 0
Liabilities at Fair Value:    
Derivatives, at fair value 0 0
Fair Value, Measurements, Recurring | Level 1 | U.S. Treasury Securities    
Assets at Fair Value:    
U.S. Treasury Securities   198,833
Fair Value, Measurements, Recurring | Level 2    
Assets at Fair Value:    
Agency Securities 8,198,591 4,406,521
Derivatives, at fair value 984,362 199,073
Liabilities at Fair Value:    
Derivatives, at fair value 13,016 10,900
Fair Value, Measurements, Recurring | Level 2 | U.S. Treasury Securities    
Assets at Fair Value:    
U.S. Treasury Securities   0
Fair Value, Measurements, Recurring | Level 3    
Assets at Fair Value:    
Agency Securities 0 0
Derivatives, at fair value 0 0
Liabilities at Fair Value:    
Derivatives, at fair value $ 0 0
Fair Value, Measurements, Recurring | Level 3 | U.S. Treasury Securities    
Assets at Fair Value:    
U.S. Treasury Securities   $ 0