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Derivatives Volume of Activity (Details)
$ in Thousands
3 Months Ended
Mar. 31, 2023
USD ($)
Not Designated as Hedging Instrument, Economic Hedge | U.S. Treasury futures | Short position  
Derivatives [Roll Forward]  
Derivative, Notional Amount $ 4,920,000
Derivative, Notional Amount, Derivative Instruments Added 5,440,000
Derivative, Notional Amount, Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (5,040,000)
Derivative, Notional Amount 5,320,000
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures  
Derivatives [Roll Forward]  
Derivative, Notional Amount 250,000
Derivative, Notional Amount, Derivative Instruments Added 250,000
Derivative, Notional Amount, Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (250,000)
Derivative, Notional Amount 250,000
Not Designated as Hedging Instrument, Trading | TBA securities | Long position  
Derivatives [Roll Forward]  
Derivative, Notional Amount 2,869,000
Derivative, Notional Amount, Derivative Instruments Added 11,034,000
Derivative, Notional Amount, Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (10,151,000)
Derivative, Notional Amount $ 3,752,000