Derivatives Volume of Activity (Details) $ in Thousands	9 Months Ended
	Sep. 30, 2020 USD ($)
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps
Derivative [Line Items]
Derivative Asset, Notional Amount	$ 4,225,000
Notional Amount of Derivative Instruments Added	2,915,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	(7,090,000)
Derivative Asset, Notional Amount	50,000
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption
Derivative [Line Items]
Derivative Asset, Notional Amount	750,000
Notional Amount of Derivative Instruments Added	500,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	(750,000)
Derivative Asset, Notional Amount	500,000
Not Designated as Hedging Instrument, Economic Hedge | U.S. Treasury futures
Derivative [Line Items]
Derivative Liability, Notional Amount	0
Notional Amount of Derivative Instruments Added	3,637,600
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	(4,662,600)
Derivative Liability, Notional Amount	1,025,000
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures
Derivative [Line Items]
Derivative Asset, Notional Amount	1,350,000
Notional Amount of Derivative Instruments Added	4,650,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	(4,775,000)
Derivative Asset, Notional Amount	1,225,000
Not Designated as Hedging Instrument, Economic Hedge | TBA securities | Short position
Derivative [Line Items]
Derivative Liability, Notional Amount	500,000
Notional Amount of Derivative Instruments Added	3,017,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	(3,517,000)
Derivative Liability, Notional Amount	0
Not Designated as Hedging Instrument, Trading | TBA securities | Long position
Derivative [Line Items]
Derivative Asset, Notional Amount	435,000
Notional Amount of Derivative Instruments Added	9,936,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	(9,246,000)
Derivative Asset, Notional Amount	$ 1,125,000