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Derivatives Volume of Activity (Details)
6 Months Ended
Jun. 30, 2020
USD ($)
Derivative [Line Items]  
Derivative Liability, Notional Amount $ 1,225,000,000 [1]
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 2,915,000,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (6,665,000,000)
Derivative Asset, Notional Amount 475,000,000
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption  
Derivative [Line Items]  
Derivative Asset, Notional Amount 750,000,000 [2]
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 2,212,600,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (3,437,600,000)
Derivative Liability, Notional Amount 1,225,000,000
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures  
Derivative [Line Items]  
Derivative Asset, Notional Amount 1,350,000,000 [2]
Notional Amount of Derivative Instruments Added 3,425,000,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (3,350,000,000)
Derivative Asset, Notional Amount 1,425,000,000 [1]
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 3,017,000,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (3,517,000,000)
Derivative Liability, Notional Amount 0
Not Designated as Hedging Instrument, Trading | TBA securities | Long position  
Derivative [Line Items]  
Derivative Asset, Notional Amount 435,000,000
Notional Amount of Derivative Instruments Added 5,311,000,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off (4,496,000,000)
Derivative Asset, Notional Amount $ 1,250,000,000
[1] All futures and options outstanding as of June 30, 2020 will expire in September of 2020
[2] All options outstanding as of December 31, 2019 expired during the first quarter of 2020.