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Derivative Instruments, Realized Gain (Loss) Related to Derivatives (Details) - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended
--- | --- | ---
Sep. 30, 2025 | Sep. 30, 2024 | Sep. 30, 2025 | Sep. 30, 2024
Derivative, Gain (Loss) on Derivative, Net [Abstract] |  |  |  |  |
Realized gain (loss) on derivatives, net |  | $ (10,496) | $ (7,987) | $ 8,976 | $ 7,695
Interest Rate Swaps [Member] |  |  |  |  |
Derivative, Gain (Loss) on Derivative, Net [Abstract] |  |  |  |  |
Periodic interest income |  | 4,800 | 8,800 | 15,800 | 25,800
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives [Member] |  |  |  |  |
Derivative, Gain (Loss) on Derivative, Net [Abstract] |  |  |  |  |
Realized gain (loss) on derivatives, net |  | (15,254) | (16,831) | (6,866) | (18,111)
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 (loss) on derivatives, net | [1] | 6 | 0 | (1,161) | 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 (loss) on derivatives, net |  | (13,710) | (18,274) | (6,415) | (18,771)
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 (loss) on derivatives, net |  | (1,517) | 1,443 | 710 | (3,665)
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 (loss) on derivatives, net |  | $ (33) | $ 0 | $ 0 | $ 0
[1] | Excludes interest rate swap periodic interest income of $4.8 million and $8.8 million, for the three-month periods ended September 30, 2025 and September 30, 2024, respectively and $15.8 million and $25.8 million, for the nine-month periods ended September 30, 2025 and September 30, 2024, respectively.

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- Definition The difference between the book value and the sale price of options, swaps, futures, forward contracts, and other derivative instruments. This element refers to the gain (loss) included in earnings. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Section 45 -Paragraph 28 -Subparagraph (b) -SubTopic 10 -Topic 230 -Publisher FASB -URI https://asc.fasb.org/1943274/2147482740/230-10-45-28 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Topic 942 -SubTopic 220 -Name Accounting Standards Codification -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-04(13)(h)) -Publisher FASB -URI https://asc.fasb.org/1943274/2147478524/942-220-S99-1 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 220 -Name Accounting Standards Codification -Section S99 -Paragraph 1 -Subparagraph (SX 210.6-07(7)(a)(7)) -Publisher FASB -URI https://asc.fasb.org/1943274/2147479134/946-220-S99-1 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 220 -Name Accounting Standards Codification -Section S99 -Paragraph 1 -Subparagraph (SX 210.6-07(7)(a)(3)) -Publisher FASB -URI https://asc.fasb.org/1943274/2147479134/946-220-S99-1 Reference 5: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 220 -Name Accounting Standards Codification -Section S99 -Paragraph 1 -Subparagraph (SX 210.6-07(7)(a)(5)) -Publisher FASB -URI https://asc.fasb.org/1943274/2147479134/946-220-S99-1 Reference 6: http://www.xbrl.org/2003/role/disclosureRef -Topic 946 -SubTopic 220 -Name Accounting Standards Codification -Section S99 -Paragraph 1 -Subparagraph (SX 210.6-07(7)(a)(6)) -Publisher FASB -URI https://asc.fasb.org/1943274/2147479134/946-220-S99-1 + Details
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