XML 48 R34.htm IDEA: XBRL DOCUMENT v3.22.4
Note 2 - Mortgage-backed Securities and U.S. Treasury Notes - Schedule of RMBS Portfolio (Details) - USD ($)
$ in Thousands
Dec. 31, 2022
Dec. 31, 2021
Mortgage-backed securities, at fair value (includes pledged assets of $6,506,372 and $3,719,906, respectively) $ 3,540,002 $ 6,511,095
Pass Through Certificate [Member]    
Mortgage-backed securities, at fair value (includes pledged assets of $6,506,372 and $3,719,906, respectively) 3,519,906 6,298,189
Pass Through Certificate [Member] | Fixed Rate Mortgages [Member]    
Mortgage-backed securities, at fair value (includes pledged assets of $6,506,372 and $3,719,906, respectively) 3,519,906 6,298,189
Structured Finance [Member]    
Mortgage-backed securities, at fair value (includes pledged assets of $6,506,372 and $3,719,906, respectively) 20,096 212,906
Structured Finance [Member] | Interest Only Securities [Member]    
Mortgage-backed securities, at fair value (includes pledged assets of $6,506,372 and $3,719,906, respectively) 19,669 210,382
Structured Finance [Member] | Inverse Interest Only Securities [Member]    
Mortgage-backed securities, at fair value (includes pledged assets of $6,506,372 and $3,719,906, respectively) $ 427 $ 2,524