Derivatives (Details) - USD ($)				3 Months Ended			6 Months Ended
		Dec. 31, 2019		Jun. 30, 2020		Jun. 30, 2019	Jun. 30, 2020		Jun. 30, 2019
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net				$ (8,563,000)		$ (117,535,000)	$ (204,130,000)		$ (179,233,000)
Derivative assets, fair value		$ 4,290,000		7,926,000			7,926,000
Derivative liabilities, fair value		(974,000)		(4,208,000)			(4,208,000)
Derivative Asset, Fair Value, Gross Asset		4,290,000		7,926,000			7,926,000
Derivative Liability, Fair Value, Gross Liability		974,000		4,208,000			4,208,000
Variation margin		9,265,000		2,866,000			2,866,000
Derivative Liability, Notional Amount	[1]			1,225,000,000			1,225,000,000
Interest rate swaps
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Loss				(1,672,000)		(124,213,000)	(183,852,000)		(195,978,000)
Interest rate swaption
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Loss				0		0	(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				(10,928,000)		(102,000)	(19,377,000)		(211,000)
Derivative Liability, Fair Value, Gross Liability				(4,208,000)			(4,208,000)
Options on U.S. Treasury futures
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Loss				(6,680,000)		0	(17,406,000)		0
Derivative Asset, Fair Value, Gross Asset		2,883,000		3,168,000	[1]		3,168,000	[1]
Long position | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain				8,688,000		6,780,000	27,119,000		16,956,000
Derivative Asset, Fair Value, Gross Asset		834,000		4,758,000			4,758,000
Short position | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain				2,029,000					$ 0
Derivative Instruments Not Designated as Hedging Instruments, Loss						$ 0	(10,041,000)
Derivative Liability, Fair Value, Gross Liability		$ 974,000		$ 0			$ 0
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps
Derivative [Line Items]
Derivative, Average Fixed Interest Rate		1.62%		0.76%			0.76%
Derivative, Average Remaining Maturity		3 years 9 months 18 days					9 years
Derivative Asset, Notional Amount		$ 4,225,000,000		$ 475,000,000			$ 475,000,000
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption
Derivative [Line Items]
Derivative assets, fair value		573,000		0			0
Derivative instrument, cost basis	[2]	6,180,000
Derivative Asset, Fair Value, Gross Asset	[2]	573,000
Derivative Asset, Notional Amount		750,000,000	[2]	0			0
Not Designated as Hedging Instrument, Economic Hedge | U.S. Treasury futures
Derivative [Line Items]
Derivative liabilities, fair value		0		(4,208,000)	[1]		(4,208,000)	[1]
Derivative Liability, Notional Amount		0		1,225,000,000			1,225,000,000
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures
Derivative [Line Items]
Derivative assets, fair value		2,883,000		3,168,000			3,168,000
Derivative instrument, cost basis		4,359,000	[2]	20,622,000	[1]		20,622,000	[1]
Derivative Asset, Fair Value, Gross Asset	[2]	2,883,000
Derivative Asset, Notional Amount		1,350,000,000	[2]	1,425,000,000	[1]		1,425,000,000	[1]
Not Designated as Hedging Instrument, Economic Hedge | Short position | TBA securities
Derivative [Line Items]
Derivative liabilities, fair value		(974,000)		0			0
Derivative Liability, Notional Amount		500,000,000		0			0
Not Designated as Hedging Instrument, Trading | Long position | TBA securities
Derivative [Line Items]
Derivative assets, fair value		834,000		4,758,000			4,758,000
Derivative Asset, Notional Amount		$ 435,000,000		$ 1,250,000,000			$ 1,250,000,000
Maturity in three years or less | Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps
Derivative [Line Items]
Derivative, Average Fixed Interest Rate		1.58%		1.35%			1.35%
Derivative, Average Remaining Maturity		1 year 6 months					3 months 18 days
Derivative Asset, Notional Amount		$ 2,860,000,000		$ 50,000,000			$ 50,000,000
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		1.78%		0.69%			0.69%
Derivative, Average Remaining Maturity		9 years 4 months 24 days					9 years 10 months 24 days
Derivative Asset, Notional Amount		$ 545,000,000		$ 425,000,000			$ 425,000,000
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 futures and options outstanding as of June 30, 2020 will expire in September of 2020

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