XML 78 R53.htm IDEA: XBRL DOCUMENT v3.23.3
Derivative Financial Instruments - Gains and Losses Arising from Derivative Instruments (Details) - Derivatives Not Designated as Hedging Instruments - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2023
Sep. 30, 2022
Sep. 30, 2023
Sep. 30, 2022
Interest rate futures        
Derivative [Line Items]        
Net Realized Gains (Losses) on Derivative Instruments $ 2,828 $ 17,692 $ 8,599 $ 66,805
Net Change in Unrealized Appreciation (Depreciation) on Derivative Instruments (364) 6,027 (2,416) 7,349
TBAs        
Derivative [Line Items]        
Net Realized Gains (Losses) on Derivative Instruments 7,421 (10,147) 4,900 3,032
Net Change in Unrealized Appreciation (Depreciation) on Derivative Instruments $ 4,927 $ 10,180 $ (5,379) $ (506)