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Derivatives Volume of Activity (Details) - USD ($)
$ in Thousands
6 Months Ended
Jun. 30, 2021
Dec. 31, 2020
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption    
Derivative [Line Items]    
Derivative, Notional Amount $ (500,000) $ (1,250,000)
Notional Amount of Derivative Instruments Added 0  
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (750,000)  
Not Designated as Hedging Instrument, Economic Hedge | U.S. Treasury futures | Short position    
Derivative [Line Items]    
Derivative, Notional Amount (3,250,000) (825,000)
Notional Amount of Derivative Instruments Added (7,510,000)  
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (5,085,000)  
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures | Long position    
Derivative [Line Items]    
Derivative, Notional Amount (850,000) (500,000)
Notional Amount of Derivative Instruments Added (2,350,000)  
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (2,000,000)  
Not Designated as Hedging Instrument, Trading | TBA securities | Long position    
Derivative [Line Items]    
Derivative, Notional Amount (2,310,000) $ (1,515,000)
Notional Amount of Derivative Instruments Added (13,600,000)  
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off $ (12,805,000)