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Derivatives Volume of Activity (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2020
USD ($)
Interest rate swaption  
Derivative [Line Items]  
Derivative Asset, Notional Amount $ 1,250,000
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps  
Derivative [Line Items]  
Derivative Asset, Notional Amount 4,225,000
Notional Amount of Derivative Instruments Added 2,915,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (7,140,000)
Derivative Asset, Notional Amount 0
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption  
Derivative [Line Items]  
Derivative Asset, Notional Amount 750,000
Notional Amount of Derivative Instruments Added 1,250,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (750,000)
Derivative Asset, Notional Amount 1,250,000
Not Designated as Hedging Instrument, Economic Hedge | U.S. Treasury futures | Short position  
Derivative [Line Items]  
Derivative Liability, Notional Amount 0
Notional Amount of Derivative Instruments Added 5,737,600
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (4,912,600)
Derivative Liability, Notional Amount 825,000
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures  
Derivative [Line Items]  
Derivative Asset, Notional Amount 1,350,000
Notional Amount of Derivative Instruments Added 5,650,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (6,500,000)
Derivative Asset, Notional Amount 500,000
Not Designated as Hedging Instrument, Economic Hedge | TBA securities | Short position  
Derivative [Line Items]  
Derivative Liability, Notional Amount 500,000
Notional Amount of Derivative Instruments Added 3,017,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (3,517,000)
Derivative Liability, Notional Amount 0
Not Designated as Hedging Instrument, Trading | TBA securities | Long position  
Derivative [Line Items]  
Derivative Asset, Notional Amount 435,000
Notional Amount of Derivative Instruments Added 15,516,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (14,436,000)
Derivative Asset, Notional Amount $ 1,515,000