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Derivative Financial Instruments - Aggregate Fair Value and Notional Amount of Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
Sep. 30, 2019
Dec. 31, 2018
Derivative [Line Items]    
Fair Value $ (190,362) $ (49,066)
Notional Amount 10,799,279 5,911,385
TBAs    
Derivative [Line Items]    
Notional Amount 3,620,000 1,460,000
Derivative Liabilities    
Derivative [Line Items]    
Fair Value (234,011) (84,855)
Notional Amount 6,148,072 2,953,724
Derivative Liabilities | Interest rate swaps    
Derivative [Line Items]    
Fair Value (166,465) (36,416)
Notional Amount 3,896,300 1,742,000
Derivative Liabilities | Interest rate swaps | Cash Flow Hedging    
Derivative [Line Items]    
Fair Value (61,685) (34,492)
Notional Amount 139,500 139,500
Derivative Liabilities | TBAs    
Derivative [Line Items]    
Fair Value (4,192) (13,215)
Notional Amount 1,655,000 935,000
Derivative Liabilities | Loan purchase commitments    
Derivative [Line Items]    
Fair Value (1,669) (732)
Notional Amount 457,272 137,224
Derivative Assets    
Derivative [Line Items]    
Fair Value 43,649 35,789
Notional Amount 4,651,207 2,957,661
Derivative Assets | Interest rate swaps    
Derivative [Line Items]    
Fair Value 28,987 28,211
Notional Amount 1,190,500 2,106,500
Derivative Assets | TBAs    
Derivative [Line Items]    
Fair Value 5,250 4,665
Notional Amount 1,960,000 520,000
Derivative Assets | Swaptions    
Derivative [Line Items]    
Fair Value 4,655 0
Notional Amount 625,000 0
Derivative Assets | Loan purchase commitments    
Derivative [Line Items]    
Fair Value 4,757 2,913
Notional Amount $ 875,707 $ 331,161