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Derivative Financial Instruments - Aggregate Fair Value and Notional Amount of Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Derivative [Line Items]    
Fair Value $ (23,897) $ (127,723)
Notional Amount 9,206,372 13,589,356
TBAs    
Derivative [Line Items]    
Notional Amount 8,980,000 6,610,000
Interest rate futures    
Derivative [Line Items]    
Notional Amount   226,000
Derivative Liabilities    
Derivative [Line Items]    
Fair Value (114,614) (163,424)
Notional Amount 4,716,372 6,929,494
Derivative Liabilities | Interest rate swaps    
Derivative [Line Items]    
Fair Value 0 (97,235)
Notional Amount 0 2,314,300
Derivative Liabilities | Interest rate swaps | Cash Flow Hedging    
Derivative [Line Items]    
Fair Value 0 (51,530)
Notional Amount 0 139,500
Derivative Liabilities | TBAs    
Derivative [Line Items]    
Fair Value (110,648) (13,359)
Notional Amount 4,490,000 4,160,000
Derivative Liabilities | Interest rate futures    
Derivative [Line Items]    
Fair Value 0 (10)
Notional Amount 0 12,300
Derivative Liabilities | Loan purchase and interest rate lock commitments    
Derivative [Line Items]    
Fair Value (3,966) (1,290)
Notional Amount 226,372 303,394
Derivative Assets    
Derivative [Line Items]    
Fair Value 90,717 35,701
Notional Amount 4,490,000 6,659,862
Derivative Assets | Interest rate swaps    
Derivative [Line Items]    
Fair Value 0 17,095
Notional Amount 0 1,399,000
Derivative Assets | TBAs    
Derivative [Line Items]    
Fair Value 90,717 5,755
Notional Amount 4,490,000 2,445,000
Derivative Assets | Interest rate futures    
Derivative [Line Items]    
Fair Value 0 777
Notional Amount 0 213,700
Derivative Assets | Swaptions    
Derivative [Line Items]    
Fair Value 0 1,925
Notional Amount 0 1,065,000
Derivative Assets | Loan purchase and interest rate lock commitments    
Derivative [Line Items]    
Fair Value 0 10,149
Notional Amount $ 0 $ 1,537,162