Balance Sheet Offsetting - Assets (Details) - USD ($) $ in Thousands	Jun. 30, 2020	Dec. 31, 2019
Reverse repurchase agreements:
Net Amounts of Assets Presented in the Balance Sheet	$ 161,457	$ 59,031
Total
Gross Amounts of Recognized Assets	1,290,062	1,697,453
Net Amounts of Assets Presented in the Balance Sheet	1,290,062	1,697,453
Gross Amounts Not Offset in the Balance Sheet
Financial Instruments	(1,247,200)	(1,649,079)
Net Amount	42,862	48,374
Institutional Counterparties
Securities borrowed:
Gross Amounts of Recognized Assets	1,112,826	1,634,782
Net Amounts of Assets Presented in the Balance Sheet	1,112,826	1,634,782
Gross Amounts Not Offset in the Balance Sheet
Financial Instruments	(1,070,763)	(1,586,820)
Net Amount	42,063	47,962
Reverse repurchase agreements | Institutional Counterparties
Reverse repurchase agreements:
Gross Amounts of Recognized Assets	161,457	59,031
Net Amounts of Assets Presented in the Balance Sheet	161,457	59,031
Gross Amounts Not Offset in the Balance Sheet
Financial Instruments	(160,658)	(58,619)
Net Amount	799	412
Forward MBS Derivatives | Institutional Counterparties
Derivatives:
Gross Amounts of Recognized Assets	15,779	3,640
Net Amounts of Assets Presented in the Balance Sheet	15,779	3,640
Gross Amounts Not Offset in the Balance Sheet
Financial Instruments	(15,779)	(3,640)
Net Amounts of Assets Presented in the Balance Sheet	$ 0	$ 0