XML 55 R42.htm IDEA: XBRL DOCUMENT v3.25.1
Derivatives Volume of Activity (Details)
$ in Thousands
3 Months Ended
Mar. 31, 2025
USD ($)
Not Designated as Hedging Instrument, Economic Hedge | U.S. Treasury futures | Short position  
Derivatives [Roll Forward]  
Derivative, Notional Amount $ 1,251,500
Derivative, Notional Amount, Derivative Instruments Added 2,751,500
Derivative, Notional Amount, Derivative Instruments Maturing, Settled, Terminated, or Paired-Off 2,441,500
Derivative, Notional Amount 1,561,500
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps | Short position  
Derivatives [Roll Forward]  
Derivative, Notional Amount 5,385,000
Derivative, Notional Amount, Derivative Instruments Added 950,000
Derivative, Notional Amount 6,335,000
Not Designated as Hedging Instrument, Economic Hedge | Interest Rate Swaption | Long position  
Derivatives [Roll Forward]  
Derivative, Notional Amount 0
Derivative, Notional Amount, Derivative Instruments Added 500,000
Derivative, Notional Amount 500,000
Not Designated as Hedging Instrument, Trading | TBA securities | Long position  
Derivatives [Roll Forward]  
Derivative, Notional Amount 2,419,000
Derivative, Notional Amount, Derivative Instruments Added 9,124,000
Derivative, Notional Amount, Derivative Instruments Maturing, Settled, Terminated, or Paired-Off 8,694,000
Derivative, Notional Amount $ 2,849,000