v3.26.1
Financial Derivatives (TBAs) (Details) - USD ($)
$ in Thousands
Jun. 30, 2026
Dec. 31, 2025
Derivative [Line Items]    
Financial derivatives–assets, at fair value $ 174,889 $ 142,723
Derivative Liability 80,793 53,073
Derivative Assets (Liabilities), at Fair Value, Net 94,096 89,650
TBA securities    
Derivative [Line Items]    
Notional Amount 202,654 238,886
Derivative, Cost Basis (197,114) (238,776)
Market Value Underlying (198,881) (239,117)
Derivative Assets (Liabilities), at Fair Value, Net (1,767) (341)
TBA securities | Long    
Derivative [Line Items]    
Notional Amount 145,549 89,488
Derivative, Cost Basis 138,766 85,257
Market Value Underlying 139,243 85,290
Derivative Assets (Liabilities), at Fair Value, Net 477 33
TBA securities | Short    
Derivative [Line Items]    
Notional Amount 348,203 328,374
Derivative, Cost Basis (335,880) (324,033)
Market Value Underlying (338,124) (324,407)
Derivative Assets (Liabilities), at Fair Value, Net (2,244) (374)
Financial Derivatives - Assets | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 132,854 25,044
Derivative, Cost Basis 126,633 23,572
Market Value Underlying 127,119 23,659
Derivative Liability 486 87
Financial Derivatives - Assets | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 17,822 122,997
Derivative, Cost Basis (16,924) (117,545)
Market Value Underlying (16,911) (117,375)
Financial derivatives–assets, at fair value 13 170
Financial Derivatives - Liabilities | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 12,695 64,444
Derivative, Cost Basis 12,133 61,685
Market Value Underlying 12,124 61,631
Derivative Liability (9) (54)
Financial Derivatives - Liabilities | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 330,381 205,377
Derivative, Cost Basis (318,956) (206,488)
Market Value Underlying (321,213) (207,032)
Derivative Liability $ (2,257) $ (544)