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Derivatives - TBA Agency Securities (Details) - USD ($)
Dec. 31, 2021
Dec. 31, 2020
Derivative [Line Items]    
Notional Amount $ 7,210,000,000 $ 5,337,000,000
TBA Agency Securities, 15-year, 1.5%    
Derivative [Line Items]    
Derivative, Fixed Interest Rate 1.50% 1.50%
Notional Amount $ 1,000,000,000 $ 200,000,000
Cost Basis 999,840,000 204,758,000
Fair Value $ 1,003,125,000 $ 205,781,000
TBA Agency Securities, 15-year, 2.0%    
Derivative [Line Items]    
Derivative, Fixed Interest Rate 2.00% 2.00%
Notional Amount $ 1,700,000,000 $ 1,200,000,000
Cost Basis 1,733,652,000 1,248,015,000
Fair Value $ 1,738,695,000 $ 1,253,354,000
TBA Agency Securities, 30-year, 2.0%    
Derivative [Line Items]    
Derivative, Fixed Interest Rate 2.00% 2.00%
Notional Amount $ 300,000,000 $ 600,000,000
Cost Basis 300,789,000 619,031,000
Fair Value $ 299,227,000 $ 622,934,000
TBA Agency Securities, 30-year, 2.5%    
Derivative [Line Items]    
Derivative, Fixed Interest Rate 2.50% 2.50%
Notional Amount $ 1,200,000,000 $ 800,000,000
Cost Basis 1,224,820,000 838,047,000
Fair Value $ 1,223,510,000 841,314,000
TBA Agency Securities, 30-year, 3.0%    
Derivative [Line Items]    
Derivative, Fixed Interest Rate 3.00%  
Notional Amount $ 300,000,000  
Cost Basis 309,734,000  
Fair Value $ 310,503,000  
TBA Agency Securities, 30-year, 3.5%    
Derivative [Line Items]    
Derivative, Fixed Interest Rate 3.50%  
Notional Amount   200,000,000
Cost Basis   (211,055,000)
Fair Value   (211,406,000)
TBA Agency Securities    
Derivative [Line Items]    
Notional Amount $ 4,500,000,000 2,600,000,000
Cost Basis 4,568,835,000 2,698,796,000
Fair Value 4,575,060,000 2,711,977,000
Notional amount, forward settling $ 400,000,000 $ 1,250,000,000