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Repurchase Agreements - Repurchase Agreements by Maturity Period (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended 12 Months Ended
Mar. 31, 2022
Jun. 30, 2021
Dec. 31, 2021
Assets Sold under Agreements to Repurchase [Line Items]      
Haircut percentage 2.75%   3.45%
Balance $ 6,440,004   $ 3,948,037
Weighted Average Contractual Rate 0.34%   0.12%
Weighted Average Maturity in days 16 days 29 days  
Agency Securities      
Assets Sold under Agreements to Repurchase [Line Items]      
Balance $ 5,360,046   $ 3,849,037
Weighted Average Contractual Rate 0.37%   0.13%
Weighted Average Maturity in days 19 days 29 days  
Agency Securities | Within 30 days      
Assets Sold under Agreements to Repurchase [Line Items]      
Balance $ 4,415,600   $ 2,565,743
Weighted Average Contractual Rate 0.37%   0.13%
Weighted Average Maturity in days 15 days 13 days  
Agency Securities | 31 days to 60 days      
Assets Sold under Agreements to Repurchase [Line Items]      
Balance     $ 647,584
Weighted Average Contractual Rate     0.13%
Weighted Average Maturity in days   35 days  
Agency Securities | 31 days to 90 days      
Assets Sold under Agreements to Repurchase [Line Items]      
Balance $ 917,841    
Weighted Average Contractual Rate 0.40%    
Weighted Average Maturity in days 34 days    
Agency Securities | Maturity 61 To 90 Days      
Assets Sold under Agreements to Repurchase [Line Items]      
Balance     $ 635,710
Weighted Average Contractual Rate     0.11%
Weighted Average Maturity in days     89 days
Agency Securities | Greater than 90 days      
Assets Sold under Agreements to Repurchase [Line Items]      
Balance $ 26,605    
Weighted Average Contractual Rate 0.98%    
Weighted Average Maturity in days 175 days    
U.S. Treasuries | Within 30 days      
Assets Sold under Agreements to Repurchase [Line Items]      
Balance $ 1,079,958   $ 99,000
Weighted Average Contractual Rate 0.18%   0.12%
Weighted Average Maturity in days 1 day   3 days