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Derivatives - Derivative Information about Carrying Value by Type on the Balance Sheet Location (Details) - USD ($) $ in Thousands | Sep. 30, 2024 | Dec. 31, 2023
--- | --- | ---
Derivative [Line Items] |  |
Derivative assets | $ 4,138 | $ 54,361
Derivative liabilities | 3,662 | 0
Margin Deposit Assets | 137,300 | 118,200
Variation Margin Receivable, Derivative | 26,000 | 1,300
TBA securities | Long position |  |
Derivative [Line Items] |  |
Derivative assets | 4,138 | 54,361
Derivative liabilities | 3,662 | 0
U.S. Treasury futures |  |
Derivative [Line Items] |  |
Derivative assets | 5,600 |
Derivative liabilities |  | 219,900
Interest rate swaps |  |
Derivative [Line Items] |  |
Derivative liabilities | $ 10,200 | $ 0

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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 815 -SubTopic 40 -Name Accounting Standards Codification -Section 50 -Paragraph 5 -Subparagraph (f) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480237/815-40-50-5 + Details
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