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Derivatives and Hedging Activities - Derivative Instrument Information (Details)
$ in Thousands
9 Months Ended
Sep. 30, 2024
USD ($)
Derivatives  
Notional amount, beginning balance $ 4,065,000
Additions 3,390,000
Settlement, Termination, Expiration or Exercise (3,175,000)
Notional amount, ending balance 4,280,000
Interest Rate Swaps  
Derivatives  
Notional amount, beginning balance 4,065,000
Additions 2,640,000
Settlement, Termination, Expiration or Exercise (2,915,000)
Notional amount, ending balance 3,790,000
Futures Contracts  
Derivatives  
Notional amount, beginning balance 0
Additions 750,000
Settlement, Termination, Expiration or Exercise (260,000)
Notional amount, ending balance 490,000
TBA Purchase Contracts  
Derivatives  
Notional amount, beginning balance 0
Additions 1,100,000
Settlement, Termination, Expiration or Exercise (1,100,000)
Notional amount, ending balance 0
TBA Sale Contracts  
Derivatives  
Notional amount, beginning balance 0
Additions (1,100,000)
Settlement, Termination, Expiration or Exercise 1,100,000
Notional amount, ending balance $ 0