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Derivatives Volume of Activity (Details)
$ in Thousands
9 Months Ended
Sep. 30, 2022
USD ($)
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaptions  
Derivatives [Roll Forward]  
Derivative, Notional Amount $ 500,000
Derivative, Notional Amount, Derivative Instruments Added 0
Derivative, Notional Amount, Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (500,000)
Derivative, Notional Amount 0
Not Designated as Hedging Instrument, Economic Hedge | U.S. Treasury futures | Short position  
Derivatives [Roll Forward]  
Derivative, Notional Amount 3,890,000
Derivative, Notional Amount, Derivative Instruments Added (13,480,000)
Derivative, Notional Amount, Derivative Instruments Maturing, Settled, Terminated, or Paired-Off 14,750,000
Derivative, Notional Amount 5,160,000
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures  
Derivatives [Roll Forward]  
Derivative, Notional Amount 0
Derivative, Notional Amount, Derivative Instruments Added 750,000
Derivative, Notional Amount 750,000
Not Designated as Hedging Instrument, Trading | TBA securities | Long position  
Derivatives [Roll Forward]  
Derivative, Notional Amount 1,530,000
Derivative, Notional Amount, Derivative Instruments Added 27,093,000
Derivative, Notional Amount, Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (25,104,000)
Derivative, Notional Amount $ 3,519,000