Derivatives - TBA Agency Securities (Details) - USD ($) $ in Thousands	Dec. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Notional Amount	$ 7,975,000	$ 7,350,000
TBA Agency Securities, 15-year, 3.0%
Derivative [Line Items]
Notional Amount	500,000
Cost Basis	511,055
Fair Value	511,885
TBA Agency Securities, 30-year, 2.5%
Derivative [Line Items]
Notional Amount	500,000
Cost Basis	494,813
Fair Value	494,395
TBA Agency Securities, 30-year, 4.5%
Derivative [Line Items]
Notional Amount		500,000
Cost Basis		514,270
Fair Value		517,123
TBA Agency Securities, 30-year, 5.0%
Derivative [Line Items]
Notional Amount		400,000
Cost Basis		414,914
Fair Value		416,297
TBA Agency Securities
Derivative [Line Items]
Notional Amount	1,000,000	900,000
Cost Basis	1,005,868	929,184
Fair Value	1,006,280	$ 933,420
Notional amount, forward settling	$ 1,000,000