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Other Assets - Impact of Derivative Instruments on Earnings (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2026
Jun. 30, 2025
Jun. 30, 2026
Jun. 30, 2025
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Abstract]        
Income on Swaps variable receive leg $ 48,777 $ 36,850 $ 92,187 $ 70,927
Expense on Swaps fixed pay leg (37,946) (21,367) (70,311) (40,191)
Unrealized mark-to-market gain/(loss) 33,155 (15,391) 59,921 (60,233)
Net price alignment expense on margin collateral received (714) (1,169) (1,041) (2,635)
Realized gain/(loss) on terminated Swaps 536 (17,174) (6,223) (17,174)
Net gain/(loss) on TBA long positions (168) 0 1,168 0
TBA dollar roll income 985 0 985 0
Total Net gain/(loss) on derivatives $ 44,625 $ (18,251) $ 76,686 $ (49,306)