XML 53 R35.htm IDEA: XBRL DOCUMENT v3.22.2.2
Fair Value of Financial Instruments - Summary of Assets and Liabilities Measured at Fair Value on a Recurring Basis (Details) - USD ($)
$ in Thousands
Sep. 30, 2022
Dec. 31, 2021
Assets at Fair Value:    
Securities $ 236,545 $ 1,387,845
Derivatives 1,087,490 199,073
Liabilities at Fair Value:    
Derivatives 7,105 10,900
Fair Value, Measurements, Recurring    
Assets at Fair Value:    
Derivatives 1,087,490 199,073
Liabilities at Fair Value:    
Derivatives 7,105 10,900
Fair Value, Measurements, Recurring | Agency Securities    
Assets at Fair Value:    
Securities 8,014,139 4,406,521
Fair Value, Measurements, Recurring | U.S. Treasury Securities    
Assets at Fair Value:    
Securities 274,172 198,833
Fair Value, Measurements, Recurring | Level 1    
Assets at Fair Value:    
Derivatives 0 0
Liabilities at Fair Value:    
Derivatives 0 0
Fair Value, Measurements, Recurring | Level 1 | Agency Securities    
Assets at Fair Value:    
Securities 0 0
Fair Value, Measurements, Recurring | Level 1 | U.S. Treasury Securities    
Assets at Fair Value:    
Securities 274,172 198,833
Fair Value, Measurements, Recurring | Level 2    
Assets at Fair Value:    
Derivatives 1,087,490 199,073
Liabilities at Fair Value:    
Derivatives 7,105 10,900
Fair Value, Measurements, Recurring | Level 2 | Agency Securities    
Assets at Fair Value:    
Securities 8,014,139 4,406,521
Fair Value, Measurements, Recurring | Level 2 | U.S. Treasury Securities    
Assets at Fair Value:    
Securities 0 0
Fair Value, Measurements, Recurring | Level 3    
Assets at Fair Value:    
Derivatives 0 0
Liabilities at Fair Value:    
Derivatives 0 0
Fair Value, Measurements, Recurring | Level 3 | Agency Securities    
Assets at Fair Value:    
Securities 0 0
Fair Value, Measurements, Recurring | Level 3 | U.S. Treasury Securities    
Assets at Fair Value:    
Securities $ 0 $ 0