v3.26.1
Derivative Instruments, Gain (Loss) Related to Derivatives (Details) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2026
Jun. 30, 2025
Jun. 30, 2026
Jun. 30, 2025
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain (loss) on derivatives, net $ 12,139 $ 14,838 $ 12,069 $ 19,472
Unrealized gain (loss) on derivatives, net (9,299) (19,147) (3,178) (41,888)
Interest Rate Swaps [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Periodic interest income 3,700 4,600 7,500 11,100
Not Designated as Hedging Instrument [Member] | Gain (Loss) on Derivatives, Net [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain (loss) on derivatives, net 8,399 10,226 4,520 8,388
Unrealized gain (loss) on derivatives, net (9,299) (19,147) (3,178) (41,888)
Not Designated as Hedging Instrument [Member] | Gain (Loss) on Derivatives, Net [Member] | Interest Rate Swaps [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain (loss) on derivatives, net [1] 0 (1,167) 0 (1,167)
Unrealized gain (loss) on derivatives, net 22 (6,072) (717) (19,714)
Not Designated as Hedging Instrument [Member] | Gain (Loss) on Derivatives, Net [Member] | TBAs [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain (loss) on derivatives, net 5,050 7,321 2,034 7,295
Unrealized gain (loss) on derivatives, net (6,100) (9,622) 356 (18,140)
Not Designated as Hedging Instrument [Member] | Gain (Loss) on Derivatives, Net [Member] | U.S. Treasury Futures [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain (loss) on derivatives, net 1,824 4,072 1,030 2,227
Unrealized gain (loss) on derivatives, net (2,389) (3,453) (2,260) (4,001)
Not Designated as Hedging Instrument [Member] | Gain (Loss) on Derivatives, Net [Member] | U.S. Treasury Futures Options [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain (loss) on derivatives, net 0 0 0 33
Unrealized gain (loss) on derivatives, net 0 0 0 (33)
Not Designated as Hedging Instrument [Member] | Gain (Loss) on Derivatives, Net [Member] | ERIS SOFR Swap Futures [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain (loss) on derivatives, net 1,525 0 1,456 0
Unrealized gain (loss) on derivatives, net $ (832) $ 0 $ (557) $ 0
[1] Excludes interest rate swap periodic interest income of $3.7 million and $4.6 million, for the three-month periods ended June 30, 2026 and June 30, 2025, respectively and $7.5 million and $11.1 million, for the six-month periods ended June 30, 2026 and June 30, 2025, respectively.