Repurchase Agreements - Contractual Repricing, Master Repurchase Agreements (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2019	Dec. 31, 2018
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	$ 11,354,547	$ 7,037,651
Agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	$ 10,667,284	$ 6,456,823
Weighted Average Contractual Rate	2.54%	2.95%
Weighted Average Maturity in days	9 days	14 days
Haircut for Repurchase Agreements	4.36%	4.22%
Credit Risk and Non-Agency Securities
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	$ 11,354,547	$ 7,037,651
Weighted Average Contractual Rate	2.54%	2.97%
Weighted Average Maturity in days	9 days	14 days
Haircut for Repurchase Agreements	5.16%	5.48%
Maturity up to 30 days | Agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	$ 10,241,137	$ 5,213,145
Weighted Average Contractual Rate	2.56%	3.03%
Weighted Average Maturity in days	8 days	10 days
Haircut for Repurchase Agreements	4.35%	4.25%
Maturity up to 30 days | Credit Risk and Non-Agency Securities
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	$ 687,263	$ 580,828
Weighted Average Contractual Rate	2.45%	3.23%
Weighted Average Maturity in days	15 days	14 days
Haircut for Repurchase Agreements	16.25%	17.79%
Maturity 31 to 60 Days | Agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase Agreements	$ 426,147	$ 1,243,678
Weighted Average Contractual Rate	1.99%	2.60%
Weighted Average Maturity in days	34 days	34 days
Haircut for Repurchase Agreements	4.61%	4.10%