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v3.24.2

Derivatives Offsetting Liabilities (Details) - USD ($) $ in Thousands | Jun. 30, 2024 | Dec. 31, 2023
--- | --- | ---
Offsetting Liabilities [Line Items] |  |  |
Gross Amount of Recognized Liabilities | $ 2,032 |  | $ 0
Gross Amount Offset in the Balance Sheet | 0 |  | 0
Derivative liabilities | 2,032 |  | 0
Financial Instruments Posted as Collateral | (2,032) | [1] | 0
Cash Posted as Collateral | 0 | [1] | 0
Net Amount | 0 |  | 0
TBA securities | Long position |  |  |
Offsetting Liabilities [Line Items] |  |  |
Gross Amount of Recognized Liabilities | 2,032 |  | 0
Gross Amount Offset in the Balance Sheet | 0 |  | 0
Derivative liabilities | 2,032 |  | 0
Financial Instruments Posted as Collateral | (2,032) | [1] | 0
Cash Posted as Collateral | 0 | [1] | 0
Net Amount | $ 0 |  | $ 0
[1] | Amounts disclosed for collateral received by or posted to the same counterparty include cash and the fair value of MBS up to and not exceeding the net amount of the derivative asset or liability presented in the balance sheet. The fair value of the total collateral received by or posted to the same counterparty may exceed the amounts presented. Please refer to the consolidated balance sheets for the total fair value of financial instruments pledged as collateral for derivatives and repurchase agreements, which is shown parenthetically, and the total cash pledged or received as collateral which is disclosed as “cash collateral posted to/by counterparties.”

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