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Derivatives Offsetting Assets (Details) - USD ($)
$ in Thousands
Mar. 31, 2021
Dec. 31, 2020
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset $ 109,746 $ 11,342
Derivative Asset, Fair Value, Gross Liability 0 0
Derivative assets 109,746 11,342
Derivative, Collateral, Obligation to Return Securities 0 (107) [1]
Cash collateral posted by counterparties 54,273 7,681
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election 55,473 3,554
Options on U.S. Treasury futures    
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset 9,180 1,094
Derivative Asset, Fair Value, Gross Liability 0 0
Derivative assets 9,180 1,094
Derivative, Collateral, Obligation to Return Securities 0 0
Cash collateral posted by counterparties 0 0
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election 9,180 1,094
Interest rate swaption    
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset 27,843 1,360
Derivative Asset, Fair Value, Gross Liability 0 0
Derivative assets 27,843 1,360
Derivative, Collateral, Obligation to Return Securities 0 (107)
Cash collateral posted by counterparties 27,843 0
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election 0 1,253
Long position | TBA securities    
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset   8,888
Derivative Asset, Fair Value, Gross Liability   0
Derivative assets   8,888
Derivative, Collateral, Obligation to Return Securities [1]   0
Cash collateral posted by counterparties   7,681
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election   $ 1,207
Short position | U.S. Treasury futures    
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset 72,723  
Derivative Asset, Fair Value, Gross Liability 0  
Derivative assets 72,723  
Derivative, Collateral, Obligation to Return Securities 0  
Cash collateral posted by counterparties 26,430  
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election $ 46,293  
[1] Amounts disclosed for collateral received by or posted to the same counterparty include cash and the fair value of MBS up to and not exceeding the net amount of the derivative asset or liability presented in the balance sheet. The fair value of the total collateral received by or posted to the same counterparty may exceed the amounts presented. Please refer to the consolidated balance sheets for the total fair value of financial instruments pledged as collateral for derivatives and repurchase agreements, which is shown parenthetically, and the total cash pledged or received as collateral which is disclosed in “cash collateral posted to/by counterparties.”