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Derivative Instruments - Schedule of Reconciliation of Gross Derivative Assets and Liabilities (Details) - USD ($)
$ in Thousands
Jun. 30, 2025
Dec. 31, 2024
Derivative assets    
Gross Amount of Recognized Assets (Liabilities) $ 5,047 $ 64,950
Gross Amounts Offset in Balance Sheets (4,673) (10,792)
Variation Margin 0 (54,102)
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 374 56
Derivative liabilities    
Gross Amount of Recognized Assets (Liabilities) (67,993) (19,912)
Gross Amounts Offset in Balance Sheets 4,673 10,792
Variation Margin 63,320 9,120
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 0 0
Interest rate caps    
Derivative assets    
Gross Amount of Recognized Assets (Liabilities) 269 56
Gross Amounts Offset in Balance Sheets 0 0
Variation Margin 0 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 269 56
TBAs    
Derivative assets    
Gross Amount of Recognized Assets (Liabilities) 105  
Gross Amounts Offset in Balance Sheets 0  
Variation Margin 0  
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 105  
Interest rate swaps    
Derivative assets    
Gross Amount of Recognized Assets (Liabilities) 4,673 63,942
Gross Amounts Offset in Balance Sheets (4,673) (10,134)
Variation Margin 0 (53,808)
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 0 0
Derivative liabilities    
Gross Amount of Recognized Assets (Liabilities) (51,468) (10,134)
Gross Amounts Offset in Balance Sheets 4,673 10,134
Variation Margin 46,795 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 0 0
Credit default swaps    
Derivative liabilities    
Gross Amount of Recognized Assets (Liabilities) (10,484) (9,120)
Gross Amounts Offset in Balance Sheets 0 0
Variation Margin 10,484 9,120
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 0 0
U.S. Treasury futures    
Derivative assets    
Gross Amount of Recognized Assets (Liabilities)   952
Gross Amounts Offset in Balance Sheets   (658)
Variation Margin   (294)
Net Amounts of Assets (Liabilities) Presented in Balance Sheets   0
Derivative liabilities    
Gross Amount of Recognized Assets (Liabilities) (6,041) (658)
Gross Amounts Offset in Balance Sheets 0 658
Variation Margin 6,041 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets $ 0 $ 0