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Mortgage-Backed Securities - Schedule of Significant Credit Quality Indicators (Details)
Jun. 30, 2020
USD ($)
Dec. 31, 2019
USD ($)
Investment Holdings [Line Items]    
Amortized Cost $ 4,224,267,000 $ 10,999,354,000
Non-Agency RMBS - Senior    
Investment Holdings [Line Items]    
Amortized Cost $ 80,221,558  
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Discount Rate    
Investment Holdings [Line Items]    
Significant Inputs 0.054  
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | CDR    
Investment Holdings [Line Items]    
Significant Inputs 0.030  
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Loss Severity    
Investment Holdings [Line Items]    
Significant Inputs 0.533  
Non-Agency RMBS - Subordinated    
Investment Holdings [Line Items]    
Amortized Cost $ 55,859,406  
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Discount Rate    
Investment Holdings [Line Items]    
Significant Inputs 0.093  
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | CDR    
Investment Holdings [Line Items]    
Significant Inputs 0.010  
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Loss Severity    
Investment Holdings [Line Items]    
Significant Inputs 0.363