Derivative Instruments - Summary of Entity's Derivative Instruments (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Notional Amount
Notional Amount	$ 778,200	$ 1,000,000
Estimated Fair Value
Fair value of derivative assets	33,675	5,111
Derivative liability, at fair value	(43,967)	(6,370)
Derivative instruments not accounted as hedges under GAAP
Estimated Fair Value
Fair value of derivative assets	33,675	5,111
Derivative liability, at fair value	(43,967)	(6,370)
Total derivative instruments	(10,292)	(1,259)
Interest rate swaps | Derivative instruments not accounted as hedges under GAAP
Notional Amount
Notional amount, assets	0	2,701,000
Notional amount, liabilities	0	1,255,000
Estimated Fair Value
Fair value of derivative assets	0	3,017
Derivative liability, at fair value	0	(501)
Swaptions | Derivative instruments not accounted as hedges under GAAP
Notional Amount
Notional amount, assets	50,000	0
Notional amount, liabilities	255,000	0
Estimated Fair Value
Fair value of derivative assets	195	0
Derivative liability, at fair value	(14)	0
Credit default swaps | Derivative instruments not accounted as hedges under GAAP
Notional Amount
Notional amount, assets	47,260	60,100
Notional amount, liabilities	97,260	90,900
Estimated Fair Value
Fair value of derivative assets	15,557	948
Derivative liability, at fair value	(22,106)	(3,795)
TBAs | Derivative instruments not accounted as hedges under GAAP
Notional Amount
Notional amount, assets	778,200	1,000,000
Notional amount, liabilities	778,200	1,000,000
Notional Amount	0	0
Estimated Fair Value
Fair value of derivative assets	17,923	1,146
Derivative liability, at fair value	(21,847)	(2,074)
Total derivative instruments	(3,924)	(928)
Long | TBAs | Derivative instruments not accounted as hedges under GAAP
Notional Amount
Notional amount, assets	778,200	1,000,000
Notional amount, liabilities	778,200	1,000,000
Estimated Fair Value
Fair value of derivative assets	17,923	1,146
Derivative liability, at fair value	$ (21,847)	$ (2,074)