XML 59 R45.htm IDEA: XBRL DOCUMENT v3.25.2
Derivative Instruments Schedule of Gains and Losses on Derivative Instruments (Details) - USD ($)
$ in Thousands
 3 Months Ended 12 Months Ended
Mar. 31, 2025
Mar. 31, 2024
Dec. 31, 2024
Dec. 31, 2023
Derivative [Line Items]        
Net realized gains (losses) on periodic settements of interest rate swaps $ 8,060 $ 5,812 $ 27,118 $ 7,388
Net realized gains (losses) other than on periodic settements of interest rate swaps 9,534 (2,353) 11,369 21,174
Net realized gains (losses) on financial derivatives 17,594 3,459 38,487 28,562
Change in net unrealized gains (losses) on accrued periodic settlements on interest rate swaps (6,340) (111) (8,013) 13,690
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (19,174) 10,327 (10,566) (32,622)
Change in net unrealized gains (losses) on financial derivatives (25,514) 10,216 (18,579) (18,932)
Interest Rate Swap [Member]        
Derivative [Line Items]        
Net realized gains (losses) on periodic settements of interest rate swaps 8,060 5,812 27,118 7,388
Net realized gains (losses) other than on periodic settements of interest rate swaps 20,268 (1,167) 15,387 12,176
Net realized gains (losses) on financial derivatives 28,328 4,645 42,505 19,564
Change in net unrealized gains (losses) on accrued periodic settlements on interest rate swaps (6,340) (111) (8,013) 13,690
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (20,658) 11,111 (8,321) (30,612)
Change in net unrealized gains (losses) on financial derivatives (26,998) 11,000 (16,334) (16,922)
TBA securities [Member]        
Derivative [Line Items]        
Net realized gains (losses) other than on periodic settements of interest rate swaps (9,536) (707) (2,263) 12,385
Net realized gains (losses) on financial derivatives (9,536) (707) (2,263) 12,385
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 627 1,148 451 (4,126)
Change in net unrealized gains (losses) on financial derivatives 627 1,148 451 (4,126)
Futures [Member]        
Derivative [Line Items]        
Net realized gains (losses) other than on periodic settements of interest rate swaps (834) (174) (1,318) (3,149)
Net realized gains (losses) on financial derivatives (834) (174) (1,318) (3,149)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 798 (2,018) (2,862) 2,303
Change in net unrealized gains (losses) on financial derivatives 798 (2,018) (2,862) 2,303
Credit Default Swap        
Derivative [Line Items]        
Net realized gains (losses) other than on periodic settements of interest rate swaps (18) (305) (773) (238)
Net realized gains (losses) on financial derivatives (18) (305) (773) (238)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 143 86 83 (187)
Change in net unrealized gains (losses) on financial derivatives 143 $ 86 83 $ (187)
Forward Contracts        
Derivative [Line Items]        
Net realized gains (losses) other than on periodic settements of interest rate swaps (346)   336  
Net realized gains (losses) on financial derivatives (346)   336  
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (84)   83  
Change in net unrealized gains (losses) on financial derivatives $ (84)   $ 83