XML 56 R42.htm IDEA: XBRL DOCUMENT v3.25.2
Derivative Instruments Schedule of TBA Securities (Details) - USD ($)
$ in Thousands
Mar. 31, 2025
Dec. 31, 2024
Dec. 31, 2023
Derivative [Line Items]      
Financial derivatives–assets, at fair value $ 476 $ 41,867 $ 74,279
Financial derivatives–liabilities, at fair value (957) (5,681) (7,329)
Derivative, Fair Value, Net (481) 36,186 66,950
TBA securities- purchase contracts [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 0 61,190 107,422
Derivative cost basis 0 55,214 107,107
Market Value, Underyling 0 53,851 107,748
Derivative, Fair Value, Net 0 (1,363) 641
TBA securities- sale contracts [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (519,616) (69,156) (78,285)
Derivative cost basis (502,797) (69,618) (69,206)
Market Value, Underyling (502,941) (69,026) (71,069)
Derivative, Fair Value, Net (144) 592 (1,863)
TBA securities [Member]      
Derivative [Line Items]      
Derivative notional, net (519,616) (7,966) 29,137
Derivative cost basis (502,797) (14,404) 37,901
Market Value, Underyling (502,941) (15,175) 36,679
Derivative, Fair Value, Net (144) (771) (1,222)
Derivative Financial Instruments, Assets [Member] | TBA securities- purchase contracts [Member]      
Derivative [Line Items]      
Derivative, Notional Amount     79,722
Derivative cost basis     78,709
Market Value, Underyling     79,363
Financial derivatives–assets, at fair value 0 0 654
Derivative Financial Instruments, Assets [Member] | TBA securities- sale contracts [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (54,800) (69,156)  
Derivative cost basis (52,515) (69,618)  
Market Value, Underyling (52,377) (69,026)  
Financial derivatives–assets, at fair value 138 592 0
Derivative Financial Instruments, Liabilities [Member] | TBA securities- purchase contracts [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 0 61,190 27,700
Derivative cost basis 0 55,214 28,398
Market Value, Underyling 0 53,851 28,385
Financial derivatives–liabilities, at fair value 0 (1,363) (13)
Derivative Financial Instruments, Liabilities [Member] | TBA securities- sale contracts [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (464,816) 0 (78,285)
Derivative cost basis (450,282) 0 (69,206)
Market Value, Underyling (450,564) 0 (71,069)
Financial derivatives–liabilities, at fair value $ (282) $ 0 $ (1,863)