XML 75 R65.htm IDEA: XBRL DOCUMENT v3.23.1
Other Assets - Impact of Derivative Instruments on Earnings (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Derivative [Line Items]    
Income on swap variable receive leg $ 33,851 $ 408
Expense on swap fixed pay leg (12,034) (5,936)
Net price alignment expense on margin collateral received (2,278) 0
Net gain on TBA short positions 0 18,876
Total Net (loss)/gain on derivatives used for risk management purposes (21,208) 94,101
Agreements with mark-to-market collateral provisions    
Derivative [Line Items]    
Unrealized mark-to-market (loss)/gain $ (40,747) $ 80,753