XML 75 R58.htm IDEA: XBRL DOCUMENT v3.24.0.1
Derivative Instruments, Realized Gain (Loss) Related to Derivatives (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Derivative, Gain (Loss) on Derivative, Net [Abstract]      
Realized gain (loss) on derivatives, net $ 33,821 $ 1,363 $ (9,339)
Interest Rate Swaps [Member]      
Derivative, Gain (Loss) on Derivative, Net [Abstract]      
Periodic interest income 35,000 11,100 3,800
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member]      
Derivative, Gain (Loss) on Derivative, Net [Abstract]      
Realized gain (loss) on derivatives, net (1,166) (9,751) (13,152)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member] | Interest Rate Swaps [Member]      
Derivative, Gain (Loss) on Derivative, Net [Abstract]      
Realized gain (loss) on derivatives, net [1] (4,896) (4,794) (884)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member] | Interest Rate Swaptions [Member]      
Derivative, Gain (Loss) on Derivative, Net [Abstract]      
Realized gain (loss) on derivatives, net 0 (585) (1,028)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member] | TBAs [Member]      
Derivative, Gain (Loss) on Derivative, Net [Abstract]      
Realized gain (loss) on derivatives, net 13,059 (27,774) (4,668)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member] | Treasury Futures [Member]      
Derivative, Gain (Loss) on Derivative, Net [Abstract]      
Realized gain (loss) on derivatives, net (8,992) 23,752 (3,670)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member] | U.S. Treasury Futures Options [Member]      
Derivative, Gain (Loss) on Derivative, Net [Abstract]      
Realized gain (loss) on derivatives, net $ (337) $ (350) $ (2,902)
[1] Excludes interest rate swap periodic interest income of $35.0 million, $11.1 million and $3.8 million, for the years ended December 31, 2023, December 31, 2022 and December 31, 2021, respectively.