v3.26.3
Derivatives Volume of Activity (Details)
$ in Thousands
9 Months Ended
Sep. 30, 2026
USD ($)
Not Designated as Hedging Instrument, Economic Hedge | U.S. Treasury futures | Short position  
Derivatives [Roll Forward]  
Beginning Notional Amount $ 2,658,500
Additions (30,585,500)
Settlements, Terminations, or Pair-Offs (26,567,500)
Ending Notional Amount 6,676,500
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps | Short position  
Derivatives [Roll Forward]  
Beginning Notional Amount 9,685,000
Additions (8,892,000)
Settlements, Terminations, or Pair-Offs 980,000
Ending Notional Amount 17,597,000
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps | Long position  
Derivatives [Roll Forward]  
Beginning Notional Amount 9,685,000
Ending Notional Amount 17,597,000
Not Designated as Hedging Instrument, Economic Hedge | Interest Rate Swaption | Long position  
Derivatives [Roll Forward]  
Beginning Notional Amount 750,000
Additions 0
Ending Notional Amount 750,000
Not Designated as Hedging Instrument, Economic Hedge | Exchange Traded Options | Long position  
Derivatives [Roll Forward]  
Beginning Notional Amount 500,000
Additions (887,600)
Settlements, Terminations, or Pair-Offs (1,387,600)
Ending Notional Amount 0
Not Designated as Hedging Instrument, Trading | TBA securities | Long position  
Derivatives [Roll Forward]  
Beginning Notional Amount 3,189,000
Additions (33,500,000)
Settlements, Terminations, or Pair-Offs (34,126,000)
Ending Notional Amount $ 2,563,000