Derivatives (Details) - USD ($)		3 Months Ended			12 Months Ended
		Mar. 31, 2020		Mar. 31, 2019	Dec. 31, 2019
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net		$ (195,567,000)		$ (61,697,000)
Derivative assets, fair value		3,031,000			$ 4,290,000
Derivative liabilities, fair value		(13,640,000)			(974,000)
Derivative Asset, Fair Value, Gross Asset		3,031,000			4,290,000
Derivative Liability, Fair Value, Gross Liability		13,640,000			974,000
Variation margin		1,557,000			9,265,000
Derivative Liability, Notional Amount		1,177,500,000
Interest rate swaps
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Loss		(182,181,000)		(71,764,000)
Interest rate swaption
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Loss		(573,000)		0
Derivative Asset, Fair Value, Gross Asset					573,000
U.S. Treasury futures
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Loss		(8,447,000)		(109,000)
Derivative Liability, Fair Value, Gross Liability		(8,438,000)
Options on U.S. Treasury futures
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Loss		(10,727,000)		0
Derivative Asset, Fair Value, Gross Asset		3,031,000			2,883,000
Long position | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain		18,432,000		10,176,000
Derivative Asset, Fair Value, Gross Asset					834,000
Short position | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain				$ 0
Derivative Instruments Not Designated as Hedging Instruments, Loss		(12,071,000)
Derivative Liability, Fair Value, Gross Liability		$ 5,202,000			$ 974,000
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps
Derivative [Line Items]
Derivative, Average Fixed Interest Rate		1.34%			1.62%
Derivative, Average Remaining Maturity		3 years 7 months 6 days			3 years 9 months 18 days
Derivative Asset, Notional Amount		$ 230,000,000			$ 4,225,000,000
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption
Derivative [Line Items]
Derivative assets, fair value		0			573,000
Derivative instrument, cost basis	[1]				6,180,000
Derivative Asset, Fair Value, Gross Asset	[1]				573,000
Derivative Asset, Notional Amount		0			750,000,000	[1]
Not Designated as Hedging Instrument, Economic Hedge | U.S. Treasury futures
Derivative [Line Items]
Derivative liabilities, fair value		(8,438,000)	[2]		0
Derivative Liability, Notional Amount		1,177,500,000			0
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures
Derivative [Line Items]
Derivative assets, fair value		3,031,000			2,883,000
Derivative instrument, cost basis		14,884,000	[2]		4,359,000	[1]
Derivative Asset, Fair Value, Gross Asset		3,031,000	[2]		2,883,000	[1]
Derivative Asset, Notional Amount		1,700,000,000	[2]		1,350,000,000	[1]
Not Designated as Hedging Instrument, Economic Hedge | Short position | TBA securities
Derivative [Line Items]
Derivative liabilities, fair value		(5,202,000)			(974,000)
Derivative Liability, Notional Amount		515,000,000			500,000,000
Not Designated as Hedging Instrument, Trading | Long position | TBA securities
Derivative [Line Items]
Derivative assets, fair value		0			834,000
Derivative Asset, Notional Amount		$ 0			$ 435,000,000
Maturity in three years or less | Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps
Derivative [Line Items]
Derivative, Average Fixed Interest Rate		1.61%			1.58%
Derivative, Average Remaining Maturity		3 months 18 days			1 year 6 months
Derivative Asset, Notional Amount		$ 150,000,000			$ 2,860,000,000
Maturity between 3 and 6 years | Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps
Derivative [Line Items]
Derivative, Average Fixed Interest Rate					1.43%
Derivative, Average Remaining Maturity					4 years 8 months 12 days
Derivative Asset, Notional Amount					$ 700,000,000
Maturity between 6 and 10 years | Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps
Derivative [Line Items]
Derivative, Average Fixed Interest Rate		0.83%			1.78%
Derivative, Average Remaining Maturity		9 years 10 months 24 days			9 years 4 months 24 days
Derivative Asset, Notional Amount		$ 80,000,000			$ 545,000,000
Maturity greater than 10 years [Member] | Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps
Derivative [Line Items]
Derivative, Average Fixed Interest Rate					2.84%
Derivative, Average Remaining Maturity					27 years 8 months 12 days
Derivative Asset, Notional Amount					$ 120,000,000

[1] All options outstanding as of December 31, 2019 expired during the first quarter of 2020.

[2] All futures and options outstanding as of March 31, 2020 will expire in June of 2020