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Derivative Instruments, Offsetting Liabilities (Details) - USD ($) $ in Thousands | Jun. 30, 2025 | Dec. 31, 2024
--- | --- | ---
Offsetting Derivative Liabilities [Abstract] |  |  |
Gross amounts of recognized liabilities |  | $ (1,087,783) | $ (1,083,504)
Gross amounts offset in the consolidated balance sheet |  | 4,587 | 2,378
Net amounts of liabilities presented in the consolidated balance sheet |  | (1,083,196) | (1,081,126)
Gross amounts not offset in the consolidated balance sheet in financial instruments |  | 1,073,825 | 1,081,126
Gross amounts not offset in the consolidated balance sheet in cash collateral received/pledged | [1] | 6,540 | 0
Net amount |  | (2,831) | 0
Repurchase Agreements [Member] |  |  |
Offsetting Derivative Liabilities [Abstract] |  |  |
Gross amounts of recognized liabilities |  | (1,072,294) | (1,077,257)
Gross amounts offset in the consolidated balance sheet |  | 0 | 0
Net amounts of liabilities presented in the consolidated balance sheet |  | (1,072,294) | (1,077,257)
Gross amounts not offset in the consolidated balance sheet in financial instruments |  | 1,072,294 | 1,077,257
Gross amounts not offset in the consolidated balance sheet in cash collateral received/pledged | [1] | 0 | 0
Net amount |  | 0 | 0
Interest Rate Swaps [Member] |  |  |
Offsetting Derivative Liabilities [Abstract] |  |  |
Gross amounts of recognized liabilities |  | (1,531) | (3,869)
Gross amounts offset in the consolidated balance sheet |  | 0 | 0
Net amounts of liabilities presented in the consolidated balance sheet |  | (1,531) | (3,869)
Gross amounts not offset in the consolidated balance sheet in financial instruments |  | 1,531 | 3,869
Gross amounts not offset in the consolidated balance sheet in cash collateral received/pledged | [1] | 0 | 0
Net amount |  | 0 | 0
TBAs [Member] |  |  |
Offsetting Derivative Liabilities [Abstract] |  |  |
Gross amounts of recognized liabilities |  | (10,077) | (1,074)
Gross amounts offset in the consolidated balance sheet |  | 2,370 | 1,074
Net amounts of liabilities presented in the consolidated balance sheet |  | (7,707) | 0
Gross amounts not offset in the consolidated balance sheet in financial instruments |  | 0 | 0
Gross amounts not offset in the consolidated balance sheet in cash collateral received/pledged | [1] | 4,876 | 0
Net amount |  | (2,831) | 0
U.S. Treasury Futures [Member] |  |  |
Offsetting Derivative Liabilities [Abstract] |  |  |
Gross amounts of recognized liabilities |  | (3,881) | (1,304)
Gross amounts offset in the consolidated balance sheet |  | 2,217 | 1,304
Net amounts of liabilities presented in the consolidated balance sheet |  | (1,664) | 0
Gross amounts not offset in the consolidated balance sheet in financial instruments |  | 0 | 0
Gross amounts not offset in the consolidated balance sheet in cash collateral received/pledged | [1] | 1,664 | 0
Net amount |  | $ 0 | $ 0
[1] | Includes cash pledged / received as collateral. Amounts presented are limited to collateral pledged sufficient to reduce the net amount to zero for individual counterparties, as applicable. Excess cash collateral or financial assets that are pledged to counterparties may exceed the financial liabilities subject to a master netting arrangement or similar agreement, or counterparties may have pledged excess cash collateral to the Company that exceed the corresponding financial assets. These excess amounts are excluded from the table above, although separately reported within restricted cash or accrued expenses and other liabilities in the Company’s consolidated balance sheets.

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