| Schedule of Offsetting Assets and Liabilities |
The following tables present the potential effects of netting arrangements on our financial position for financial assets and liabilities within the scope of ASC 210-20, Balance Sheet—Offsetting, which for us are derivative assets and liabilities as well as repurchase agreement liabilities (amounts in thousands): | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (ii)
Gross Amounts
Offset in the
Statement of
Financial Position | | (iii) = (i) - (ii)
Net Amounts
Presented in
the Statement of
Financial Position | | (iv)
Gross Amounts Not
Offset in the Statement
of Financial Position | | | | (i)
Gross Amounts
Recognized | | | | Financial
Instruments | | Cash Collateral
Received / Pledged | | (v) = (iii) - (iv)
Net Amount | | As of June 30, 2026 | | | | | | | | | | | | | Derivative assets | $ | 24,406 | | | $ | — | | | $ | 24,406 | | | $ | 20,202 | | | $ | — | | | $ | 4,204 | | | Derivative liabilities | $ | 91,573 | | | $ | — | | | $ | 91,573 | | | $ | 20,202 | | | $ | 71,371 | | | $ | — | | | Repurchase agreements | 9,759,429 | | | — | | | 9,759,429 | | | 9,759,429 | | | — | | | — | | | $ | 9,851,002 | | | $ | — | | | $ | 9,851,002 | | | $ | 9,779,631 | | | $ | 71,371 | | | $ | — | | | As of December 31, 2025 | | | | | | | | | | | | | Derivative assets | $ | 45,813 | | | $ | — | | | $ | 45,813 | | | $ | 33,709 | | | $ | — | | | $ | 12,104 | | | Derivative liabilities | $ | 83,983 | | | $ | — | | | $ | 83,983 | | | $ | 33,709 | | | $ | 50,274 | | | $ | — | | | Repurchase agreements | 8,890,092 | | | — | | | 8,890,092 | | | 8,890,092 | | | — | | | — | | | $ | 8,974,075 | | | $ | — | | | $ | 8,974,075 | | | $ | 8,923,801 | | | $ | 50,274 | | | $ | — | |
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