Derivative Instruments - TBAs (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2019	Dec. 31, 2018
Currency swaps and forwards
Derivative assets	$ 13,776	$ 14,466
Derivative liability, at fair value	(6,370)	(10,130)
Derivative Instruments Not Accounted as Hedges Under GAAP
Currency swaps and forwards
Derivative assets	5,111	2,606
Derivative liability, at fair value	(6,370)	(10,130)
Derivative, fair value, net	(1,259)	(7,524)
TBAs | Derivative Instruments Not Accounted as Hedges Under GAAP
Currency swaps and forwards
Notional amount, assets	1,000,000
Derivative notional amount net	0
Derivative assets	1,146
Derivative liability, at fair value	(2,074)
Derivative, fair value, net	(928)
TBAs | Derivative Instruments Not Accounted as Hedges Under GAAP | Long
Currency swaps and forwards
Notional amount, assets	1,000,000
Derivative assets	1,146
Changes in notional amount
Notional Amount at the beginning of the period	0
Additions	3,200,000
Settlement, Termination, Expiration or Exercise	(2,200,000)
Notional Amount at the end of the period	1,000,000
TBAs | Derivative Instruments Not Accounted as Hedges Under GAAP | Short
Changes in notional amount
Notional Amount at the beginning of the period	0
Additions	3,200,000
Settlement, Termination, Expiration or Exercise	(2,200,000)
Notional Amount at the end of the period	1,000,000
To Be Announced Purchase Contracts | Derivative Instruments Not Accounted as Hedges Under GAAP
Currency swaps and forwards
Derivative liability, notional amount, net		$ (1,000,000)
Derivative liability, at fair value	$ (2,074)