XML 52 R40.htm IDEA: XBRL DOCUMENT v3.22.2
Mortgage-Backed Securities - Fair Value of Available-for-sale Securities and Securities Accounted for under Fair Value Option by Asset Type (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Debt Securities, Available-for-sale [Line Items]    
Percentage of MBS and GSE CRT are accounted for under the fair value option 99.00% 99.00%
Available-for-sale Securities $ 49,919 $ 70,197
Securities under Fair Value Option 3,865,246 7,734,062
Total Fair Value 3,915,165 7,804,259
30 year fixed-rate    
Debt Securities, Available-for-sale [Line Items]    
Available-for-sale Securities 0 0
Securities under Fair Value Option 3,802,451 7,701,523
Total Fair Value 3,802,451 7,701,523
Total Agency RMBS pass-through    
Debt Securities, Available-for-sale [Line Items]    
Available-for-sale Securities 0 0
Securities under Fair Value Option 3,802,451 7,701,523
Total Fair Value 3,802,451 7,701,523
Agency-CMO    
Debt Securities, Available-for-sale [Line Items]    
Available-for-sale Securities 0 0
Securities under Fair Value Option 60,808 30,757
Total Fair Value 60,808 30,757
Non-Agency CMBS    
Debt Securities, Available-for-sale [Line Items]    
Available-for-sale Securities 43,644 62,909
Securities under Fair Value Option 0 0
Total Fair Value 43,644 62,909
Non-Agency RMBS    
Debt Securities, Available-for-sale [Line Items]    
Available-for-sale Securities 6,275 7,288
Securities under Fair Value Option 1,987 1,782
Total Fair Value $ 8,262 $ 9,070