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Short-Term Debt - Warehouse Line of Credit (Details) - USD ($)
$ in Thousands
Jun. 30, 2020
Dec. 31, 2019
Short-term Debt    
Warehouse line of credit $ 104,620 $ 133,811
Paid swap margin calls on our derivatives 137,100 104,700
Derivative instruments at fair value 2,205 5,833
Derivative instruments at fair value 93,317 52,197
Warehouse Line Facility    
Short-term Debt    
Warehouse line of credit 104,800 133,800
Agency MBS    
Short-term Debt    
Pledged as collateral 1,680,000 3,420,000
Derivative instruments at fair value 2,200  
Derivative instruments at fair value 93,300  
Non-Agency MBS    
Short-term Debt    
Pledged as collateral 165,000 535,000
Interest rate swap agreements    
Short-term Debt    
Derivative instruments at fair value   5,300
TBA Agency MBS    
Short-term Debt    
Derivative instruments at fair value $ 2,205 $ 531