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Balance Sheet Offsetting - Liabilities (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Total    
Gross Amounts of Recognized Liabilities $ 2,002,833 $ 2,175,157
Gross Amounts Offset in the Balance Sheet (2,878) (667)
Net Amounts of Liabilities Presented in the Balance Sheet 1,999,955 2,174,490
Gross Amounts Not Offset in the Balance Sheet    
Financial Instruments (1,848,947) (2,124,554)
Net Amount 151,008 49,936
Institutional Counterparties    
Securities loaned:    
Gross Amounts of Recognized Liabilities 1,167,559 1,555,964
Net Amounts of Liabilities Presented in the Balance Sheets 1,167,559 1,555,964
Gross Amounts Not Offset in the Balance Sheet    
Financial Instruments (1,075,906) (1,509,933)
Net Amount 91,653 46,031
Institutional Counterparties | Interest rate swaps    
Derivatives:    
Gross Amounts of Recognized Liabilities 201 178
Net Amounts of Liabilities Presented in the Balance Sheet 201 178
Gross Amounts Not Offset in the Balance Sheet    
Financial Instruments   (112)
Net Amount 201 66
Institutional Counterparties | Repurchase agreements    
Repurchase agreements:    
Gross Amounts of Recognized Liabilities 690,178 586,651
Net Amounts of Liabilities Presented in the Balance Sheet 690,178 586,651
Gross Amounts Not Offset in the Balance Sheet    
Financial Instruments (690,178) (586,651)
Net Amount 0 0
Institutional Counterparties | Forward MBS Derivatives    
Derivatives:    
Gross Amounts of Recognized Liabilities 136,640 6,890
Gross Amounts Offset in the Balance Sheet (2,878) (667)
Net Amounts of Liabilities Presented in the Balance Sheet 133,762 6,223
Gross Amounts Not Offset in the Balance Sheet    
Financial Instruments (74,608) (2,384)
Net Amount 59,154 3,839
Customer Counterparties | Repurchase agreements    
Repurchase agreements:    
Gross Amounts of Recognized Liabilities 8,255 25,474
Net Amounts of Liabilities Presented in the Balance Sheet 8,255 25,474
Gross Amounts Not Offset in the Balance Sheet    
Financial Instruments (8,255) (25,474)
Net Amount $ 0 $ 0