Quarterly report pursuant to Section 13 or 15(d)

Available-for-Sale Securities, at Fair Value - Allowance for Credit Losses (Details)

v3.24.3
Available-for-Sale Securities, at Fair Value - Allowance for Credit Losses (Details) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended
Sep. 30, 2024
Sep. 30, 2023
Sep. 30, 2024
Sep. 30, 2023
Debt Securities, Available-for-sale, Allowance for Credit Loss [Roll Forward]        
Allowance for credit losses at beginning of period $ (3,340) $ (5,360) $ (3,943) $ (6,958)
Additions on securities for which credit losses were not previously recorded (4) (39) (73) (406)
Decrease (increase) on securities with previously recorded credit losses 280 137 98 623
Write-offs (102) (706) 956 2,185
Allowance for credit losses at end of period (2,962) (4,556) (2,962) (4,556)
Total Agency        
Debt Securities, Available-for-sale, Allowance for Credit Loss [Roll Forward]        
Allowance for credit losses at beginning of period (2,893) (5,087) (3,619) (6,785)
Additions on securities for which credit losses were not previously recorded 0 (36) (40) (45)
Decrease (increase) on securities with previously recorded credit losses 256 162 180 600
Write-offs 91 706 933 1,975
Allowance for credit losses at end of period (2,546) (4,255) (2,546) (4,255)
Non-Agency        
Debt Securities, Available-for-sale, Allowance for Credit Loss [Roll Forward]        
Allowance for credit losses at beginning of period (447) (273) (324) (173)
Additions on securities for which credit losses were not previously recorded (4) (3) (33) (361)
Decrease (increase) on securities with previously recorded credit losses 24 (25) (82) 23
Write-offs 11 0 23 210
Allowance for credit losses at end of period $ (416) $ (301) $ (416) $ (301)