v3.26.3
Derivative Instruments - Schedule of TBA Contracts (Details)
$ in Thousands
Sep. 30, 2026
USD ($)
TBAs  
Derivative [Line Items]  
Notional Amount $ (1,850,000)
Fair Value $ (4,332)
To Be Announced Securities, 5.50% Coupon Rate | Long  
Derivative [Line Items]  
Derivative fixed interest rate 5.50%
Notional Amount $ 50,000
Fair Value $ (8,453)
To Be Announced Securities, 6.00% Coupon Rate | Short  
Derivative [Line Items]  
Derivative fixed interest rate 6.00%
Notional Amount $ (800,000)
Fair Value $ 4,121
To Be Announced Securities, 6.50% Coupon Rate | Short  
Derivative [Line Items]  
Derivative fixed interest rate 6.50%
Notional Amount $ (1,100,000)
Fair Value 0
Cost Basis | TBAs  
Derivative [Line Items]  
Cost Basis (1,839,293)
Cost Basis | To Be Announced Securities, 5.50% Coupon Rate | Long  
Derivative [Line Items]  
Cost Basis 56,156
Cost Basis | To Be Announced Securities, 6.00% Coupon Rate | Short  
Derivative [Line Items]  
Cost Basis (788,746)
Cost Basis | To Be Announced Securities, 6.50% Coupon Rate | Short  
Derivative [Line Items]  
Cost Basis (1,106,703)
Fair Value | TBAs  
Derivative [Line Items]  
Fair Value (1,843,625)
Fair Value | To Be Announced Securities, 5.50% Coupon Rate | Long  
Derivative [Line Items]  
Fair Value 47,703
Fair Value | To Be Announced Securities, 6.00% Coupon Rate | Short  
Derivative [Line Items]  
Fair Value (784,625)
Fair Value | To Be Announced Securities, 6.50% Coupon Rate | Short  
Derivative [Line Items]  
Fair Value $ (1,106,703)