XML 42 R29.htm IDEA: XBRL DOCUMENT v3.21.1
Derivatives Volume of Activity (Details)
$ in Thousands
3 Months Ended
Mar. 31, 2021
USD ($)
Interest rate swaption  
Derivative [Line Items]  
Derivative Asset, Notional Amount $ 1,250,000
Derivative Asset, Notional Amount 500,000
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption  
Derivative [Line Items]  
Derivative Asset, Notional Amount 1,250,000
Notional Amount of Derivative Instruments Added 0
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off 750,000
Derivative Asset, Notional Amount 500,000
Not Designated as Hedging Instrument, Economic Hedge | U.S. Treasury futures | Short position  
Derivative [Line Items]  
Derivative Liability, Notional Amount 825,000
Notional Amount of Derivative Instruments Added (4,010,000)
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off 1,855,000
Derivative Liability, Notional Amount 2,980,000
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures  
Derivative [Line Items]  
Derivative Asset, Notional Amount 500,000
Notional Amount of Derivative Instruments Added (1,500,000)
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off 1,750,000
Derivative Asset, Notional Amount 250,000
Not Designated as Hedging Instrument, Trading | TBA securities | Long position  
Derivative [Line Items]  
Derivative Asset, Notional Amount 1,515,000
Notional Amount of Derivative Instruments Added (8,065,000)
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off 6,780,000
Derivative Asset, Notional Amount $ 2,800,000