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Repurchase Agreements (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 4,752,348 $ 3,267,984
Weighted Average Rate 2.01% 2.69%
Fair Value of Collateral Pledged $ 5,024,625 $ 3,511,604
Payable for unsettled securities 6,180 58,915
Agency | Commercial Mortgage Backed Securities    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 1,735,848 $ 919,833
Weighted Average Rate 1.98% 2.51%
Fair Value of Collateral Pledged $ 1,901,452 $ 986,861
Agency | Residential Mortgage Backed Securities    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 2,594,645 $ 1,887,878
Weighted Average Rate 1.96% 2.66%
Fair Value of Collateral Pledged $ 2,647,638 $ 1,998,922
Agency | Interest-Only-Strip    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 255,912 $ 253,258
Weighted Average Rate 2.30% 2.96%
Fair Value of Collateral Pledged $ 282,522 $ 285,247
Non-Agency | Interest-Only-Strip    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 165,943 $ 207,015
Weighted Average Rate 2.67% 3.38%
Fair Value of Collateral Pledged $ 193,013 $ 240,574