v3.26.1
Derivative Instruments, Offsetting Assets (Details) - USD ($)
$ in Thousands
Jun. 30, 2026
Dec. 31, 2025
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets $ 1,622 $ 49,696
Gross amounts offset in the consolidated balance sheet 0 (34,939)
Net amounts of assets presented in the consolidated balance sheet 1,622 14,757
Gross amounts not offset in the consolidated balance sheet in financial instruments (1,622) (1,199)
Gross amounts not offset in the consolidated balance sheet in cash collateral received/pledged [1] 0 (1,368)
Net amount 0 12,190
Interest Rate Swaps [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets   47,642
Gross amounts offset in the consolidated balance sheet   (34,289)
Net amounts of assets presented in the consolidated balance sheet   13,353
Gross amounts not offset in the consolidated balance sheet in financial instruments   (1,199)
Gross amounts not offset in the consolidated balance sheet in cash collateral received/pledged [1]   0
Net amount   12,154
TBAs [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets 1,490 650
Gross amounts offset in the consolidated balance sheet 0 (650)
Net amounts of assets presented in the consolidated balance sheet 1,490 0
Gross amounts not offset in the consolidated balance sheet in financial instruments (1,490) 0
Gross amounts not offset in the consolidated balance sheet in cash collateral received/pledged [1] 0 0
Net amount 0 0
U.S. Treasury Futures [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets 132 1,368
Gross amounts offset in the consolidated balance sheet 0 0
Net amounts of assets presented in the consolidated balance sheet 132 1,368
Gross amounts not offset in the consolidated balance sheet in financial instruments (132) 0
Gross amounts not offset in the consolidated balance sheet in cash collateral received/pledged [1] 0 (1,368)
Net amount $ 0 0
ERIS SOFR Swap Futures [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets   36
Gross amounts offset in the consolidated balance sheet   0
Net amounts of assets presented in the consolidated balance sheet   36
Gross amounts not offset in the consolidated balance sheet in financial instruments   0
Gross amounts not offset in the consolidated balance sheet in cash collateral received/pledged [1]   0
Net amount   $ 36
[1] Includes cash pledged / received as collateral. Amounts presented are limited to collateral pledged sufficient to reduce the net amount to zero for individual counterparties, as applicable. Excess cash collateral or financial assets that are pledged to counterparties may exceed the financial liabilities subject to a master netting arrangement or similar agreement, or counterparties may have pledged excess cash collateral to the Company that exceed the corresponding financial assets. These excess amounts are excluded from the table above, although separately reported within restricted cash or accrued expenses and other liabilities in the Company’s consolidated balance sheets.