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Derivatives Volume of Activity (Details)
$ in Thousands
9 Months Ended
Sep. 30, 2019
USD ($)
Not Designated as Hedging Instrument, Economic Hedge [Member] | Interest rate swaps  
Derivative [Line Items]  
Beginning of Period Notional Amount $ (4,515,000) [1]
Notional Amount of Derivative Instruments Added (5,560,000)
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (6,195,000)
End of Period Notional Amount (3,880,000) [1]
Not Designated as Hedging Instrument, Economic Hedge [Member] | Interest rate swaption  
Derivative [Line Items]  
Beginning of Period Notional Amount 0
Notional Amount of Derivative Instruments Added (1,500,000)
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (750,000)
End of Period Notional Amount (750,000)
Not Designated as Hedging Instrument, Economic Hedge [Member] | Eurodollar futures  
Derivative [Line Items]  
Beginning of Period Notional Amount 0
Notional Amount of Derivative Instruments Added (9,000,000)
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (3,000,000)
End of Period Notional Amount (6,000,000)
Not Designated as Hedging Instrument, Economic Hedge [Member] | U.S. Treasury futures  
Derivative [Line Items]  
Beginning of Period Notional Amount (50,000)
Notional Amount of Derivative Instruments Added 0
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (50,000)
End of Period Notional Amount 0
Not Designated as Hedging Instrument, Economic Hedge [Member] | TBA securities | Short position  
Derivative [Line Items]  
Beginning of Period Notional Amount 0
Notional Amount of Derivative Instruments Added (2,300,000)
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (1,800,000)
End of Period Notional Amount (500,000)
Not Designated as Hedging Instrument, Trading | TBA securities | Long position  
Derivative [Line Items]  
Beginning of Period Notional Amount (860,000)
Notional Amount of Derivative Instruments Added (6,935,000)
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (7,400,000)
End of Period Notional Amount $ (395,000)
[1]
The notional amounts include $0 and $775,000 of forward starting pay-fixed interest rate swaps as of September 30, 2019 and December 31, 2018, respectively.