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Derivatives Volume of Activity (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaptions    
Derivative [Line Items]    
Derivative, Notional Amount $ (500,000) $ (1,250,000)
Additions (500,000)  
Settlements, Terminations, or Pair-Offs (1,250,000)  
Not Designated as Hedging Instrument, Economic Hedge | U.S. Treasury futures | Short position    
Derivative [Line Items]    
Derivative, Notional Amount (3,890,000) (825,000)
Additions (15,880,000)  
Settlements, Terminations, or Pair-Offs (12,815,000)  
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures | Long position    
Derivative [Line Items]    
Derivative, Notional Amount 0 (500,000)
Additions (2,350,000)  
Settlements, Terminations, or Pair-Offs (2,850,000)  
Not Designated as Hedging Instrument, Trading | TBA securities | Long position    
Derivative [Line Items]    
Derivative, Notional Amount (1,530,000) $ (1,515,000)
Additions (22,920,000)  
Settlements, Terminations, or Pair-Offs $ (22,905,000)