XML 105 R91.htm IDEA: XBRL DOCUMENT v3.25.3
Derivative Instruments - Schedule of Reconciliation of Gross Derivative Assets and Liabilities (Details) - USD ($)
$ in Thousands
Sep. 30, 2025
Dec. 31, 2024
Derivative assets    
Gross Amount of Recognized Assets (Liabilities) $ 9,508 $ 64,950
Gross Amounts Offset in Balance Sheets (3,541) (10,792)
Variation Margin (3,355) (54,102)
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 2,612 56
Derivative liabilities    
Gross Amount of Recognized Assets (Liabilities) (71,157) (19,912)
Gross Amounts Offset in Balance Sheets 3,541 10,792
Variation Margin 67,495 9,120
Net Amounts of Assets (Liabilities) Presented in Balance Sheets (121) 0
Interest rate caps    
Derivative assets    
Gross Amount of Recognized Assets (Liabilities) 150 56
Gross Amounts Offset in Balance Sheets 0 0
Variation Margin 0 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 150 56
Options    
Derivative assets    
Gross Amount of Recognized Assets (Liabilities) 79  
Gross Amounts Offset in Balance Sheets 0  
Variation Margin 0  
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 79  
IRLCs    
Derivative assets    
Gross Amount of Recognized Assets (Liabilities) 2,383  
Gross Amounts Offset in Balance Sheets 0  
Variation Margin 0  
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 2,383  
Interest rate swaps    
Derivative assets    
Gross Amount of Recognized Assets (Liabilities) 3,402 63,942
Gross Amounts Offset in Balance Sheets (3,402) (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) (56,064) (10,134)
Gross Amounts Offset in Balance Sheets 3,402 10,134
Variation Margin 52,662 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 0 0
Credit default swaps    
Derivative liabilities    
Gross Amount of Recognized Assets (Liabilities) (10,268) (9,120)
Gross Amounts Offset in Balance Sheets 0 0
Variation Margin 10,268 9,120
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 0 0
TBAs    
Derivative assets    
Net Amounts of Assets (Liabilities) Presented in Balance Sheets (121)  
Derivative liabilities    
Gross Amount of Recognized Assets (Liabilities) (121)  
Gross Amounts Offset in Balance Sheets 0  
Variation Margin 0  
Net Amounts of Assets (Liabilities) Presented in Balance Sheets (121)  
Futures    
Derivative assets    
Gross Amount of Recognized Assets (Liabilities) 3,494 952
Gross Amounts Offset in Balance Sheets (139) (658)
Variation Margin (3,355) (294)
Net Amounts of Assets (Liabilities) Presented in Balance Sheets 0 0
Derivative liabilities    
Gross Amount of Recognized Assets (Liabilities) (4,704) (658)
Gross Amounts Offset in Balance Sheets 139 658
Variation Margin 4,565 0
Net Amounts of Assets (Liabilities) Presented in Balance Sheets $ 0 $ 0