XML 70 R59.htm IDEA: XBRL DOCUMENT v3.25.2
Derivative Instruments, Realized Gain (Loss) Related to Derivatives (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2025
Jun. 30, 2024
Jun. 30, 2025
Jun. 30, 2024
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain on derivatives, net $ 14,838 $ 9,430 $ 19,472 $ 15,682
Interest Rate Swaps [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Periodic interest income 4,600 8,300 11,100 17,000
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain on derivatives, net 10,226 1,147 8,388 (1,280)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives [Member] | Interest Rate Swaps [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain on derivatives, net [1] (1,167) 0 (1,167) 4,325
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives [Member] | TBAs [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain on derivatives, net 7,321 3,486 7,295 (497)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives [Member] | U.S. Treasury Futures [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain on derivatives, net 4,072 (2,339) 2,227 (5,108)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives [Member] | U.S. Treasury Futures Options [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain on derivatives, net $ 0 $ 0 $ 33 $ 0
[1] Excludes interest rate swap periodic interest income of $4.6 million and $8.3 million, for the three-month periods ended June 30, 2025 and June 30, 2024, respectively and $11.1 million and $17.0 million, for the six-month periods ended June 30, 2025 and June 30, 2024, respectively.