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Fair Value Measurements - Notional Amounts and Fair Values of Derivatives by Product (Details) - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
Dec. 31, 2020
Dec. 31, 2019
Derivatives, Fair Value [Line Items]    
Derivatives asset, Notional $ 7,970  
Derivatives asset, Fair Value 15  
Derivative liability, notional 3,449,249 $ 5,229,373
Derivative liability, Fair Value 220 1,414
Other Contracts | TBAs    
Derivatives, Fair Value [Line Items]    
Derivatives asset, Notional 7,970  
Derivatives asset, Fair Value 15  
Derivative liability, notional 7,936 13,245
Derivative liability, Fair Value 3 124
Other Contracts | Auction Rate Securities Purchase Commitment    
Derivatives, Fair Value [Line Items]    
Derivative liability, notional 1,313 7,128
Derivative liability, Fair Value 195 1,023
Commodity Contracts | Futures    
Derivatives, Fair Value [Line Items]    
Derivative liability, notional 3,440,000 5,209,000
Derivative liability, Fair Value $ 22 $ 267