Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities - Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details)

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Derivative Instruments and Hedging Activities - Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended
Sep. 30, 2024
Sep. 30, 2023
Sep. 30, 2024
Sep. 30, 2023
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ (204,477) $ 198,121 $ (37,106) $ 63,890
TBAs | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 84,073 (90,662) (2,438) (184,909)
Futures, net | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income (119,553) 179,697 16,061 166,533
Options on futures | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 0 (779) (127) (779)
Interest rate swap agreements | Purchase contracts | (Loss) gain on interest rate swap and swaption agreements        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income (201,417) 160,099 17,521 211,941
Interest rate swap agreements | Sale contracts | (Loss) gain on interest rate swap and swaption agreements        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 29,155 (47,937) (69,292) (125,596)
Swaptions, net | (Loss) gain on interest rate swap and swaption agreements        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 0 (253) 31 (57)
Interest rate lock commitments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 478 0 478 0
Forward mortgage loan sale commitments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 29 0 29 0
Inverse interest-only securities | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ 2,758 $ (2,044) $ 631 $ (3,243)