XML 43 R30.htm IDEA: XBRL DOCUMENT v3.21.2
Derivatives Volume of Activity (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2021
Dec. 31, 2020
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption    
Derivative [Line Items]    
Derivative, Notional Amount $ (750,000) $ (1,250,000)
Notional Amount of Derivative Instruments Added (500,000)  
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (1,000,000)  
Not Designated as Hedging Instrument, Economic Hedge | U.S. Treasury futures | Short position    
Derivative [Line Items]    
Derivative, Notional Amount (3,540,000) (825,000)
Notional Amount of Derivative Instruments Added (11,640,000)  
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (8,925,000)  
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures | Long position    
Derivative [Line Items]    
Derivative, Notional Amount 0 (500,000)
Notional Amount of Derivative Instruments Added (2,350,000)  
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (2,850,000)  
Not Designated as Hedging Instrument, Trading | TBA securities | Long position    
Derivative [Line Items]    
Derivative, Notional Amount (1,980,000) $ (1,515,000)
Notional Amount of Derivative Instruments Added (20,235,000)  
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off $ (19,770,000)