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Derivatives Volume of Activity (Details)
$ in Thousands
6 Months Ended
Jun. 30, 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 10,440,000
Derivative, Notional Amount, Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (10,460,000)
Derivative, Notional Amount 4,900,000
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 (500,000)
Derivative, Notional Amount 0
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 19,045,000
Derivative, Notional Amount, Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (19,738,000)
Derivative, Notional Amount $ 2,176,000