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Derivative Instruments - Schedule of Components of Realized and Unrealized Gains and Losses (Details) - Trading - USD ($) $ in Thousands | 3 Months Ended | 6 Months Ended
--- | --- | ---
Jun. 30, 2025 | Jun. 30, 2024 | Jun. 30, 2025 | Jun. 30, 2024
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Realized Gains (Losses) | $ 9,295 | $ 9,962 | $ 33,771 | $ 14,139
Unrealized Gains (Losses) | (36,261) | 5,509 | (107,539) | 50,543
Interest rate caps |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Realized Gains (Losses) | 0 | 0 | 0 | 0
Unrealized Gains (Losses) | 61 | 446 | 46 | 3,253
Options |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Realized Gains (Losses) | 2,642 | (1,279) | 2,642 | (1,490)
Unrealized Gains (Losses) | (2,690) | 516 | 0 | 7
TBAs |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Realized Gains (Losses) | (4) | 0 | (4) | 0
Unrealized Gains (Losses) | 105 | 0 | 105 | 0
Interest rate swaps |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Realized Gains (Losses) | 5,080 | 12,196 | 31,415 | 17,426
Unrealized Gains (Losses) | (26,665) | 4,142 | (100,603) | 47,851
Credit default swaps |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Realized Gains (Losses) | (1,214) | (1,022) | (2,214) | (2,033)
Unrealized Gains (Losses) | (1,998) | 693 | (752) | (303)
U.S. Treasury futures |  |  |  |
Derivative Instruments and Hedging Activities Disclosures [Line Items] |  |  |  |
Realized Gains (Losses) | 2,791 | 67 | 1,932 | 236
Unrealized Gains (Losses) | $ (5,074) | $ (288) | $ (6,335) | $ (265)

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