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Derivatives Volume of Activity (Details)
3 Months Ended
Mar. 31, 2020
USD ($)
Derivative [Line Items]  
Derivative Liability, Notional Amount $ 1,177,500,000
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps  
Derivative [Line Items]  
Derivative Asset, Notional Amount 4,225,000,000
Notional Amount of Derivative Instruments Added (2,570,000,000)
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (6,565,000,000)
Derivative Asset, Notional Amount 230,000,000
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption  
Derivative [Line Items]  
Derivative Asset, Notional Amount 750,000,000 [1]
Notional Amount of Derivative Instruments Added 0
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (750,000,000)
Derivative Asset, Notional Amount 0
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 (1,477,500,000)
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (300,000,000)
Derivative Liability, Notional Amount 1,177,500,000
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures  
Derivative [Line Items]  
Derivative Asset, Notional Amount 1,350,000,000 [1]
Notional Amount of Derivative Instruments Added (2,000,000,000)
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (1,650,000,000)
Derivative Asset, Notional Amount 1,700,000,000 [2]
Not Designated as Hedging Instrument, Economic Hedge | TBA securities | Short position  
Derivative [Line Items]  
Derivative Liability, Notional Amount 500,000,000
Notional Amount of Derivative Instruments Added (830,000,000)
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (815,000,000)
Derivative Liability, Notional Amount 515,000,000
Not Designated as Hedging Instrument, Trading | TBA securities | Long position  
Derivative [Line Items]  
Derivative Asset, Notional Amount 435,000,000
Notional Amount of Derivative Instruments Added (1,905,000,000)
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (2,340,000,000)
Derivative Asset, Notional Amount $ 0
[1] All options outstanding as of December 31, 2019 expired during the first quarter of 2020.
[2] All futures and options outstanding as of March 31, 2020 will expire in June of 2020