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Repurchase Agreements (Details) - USD ($)
$ in Thousands
Sep. 30, 2020
Dec. 31, 2019
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability $ 2,594,683 $ 4,752,348
Weighted Average Rate 0.36% 2.01%
Fair Value of Collateral Pledged $ 2,766,132 $ 5,024,625
Payable for unsettled securities 190 6,180
Agency | Commercial Mortgage Backed Securities    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability $ 275,473 $ 1,735,848
Weighted Average Rate 0.23% 1.98%
Fair Value of Collateral Pledged $ 296,572 $ 1,901,452
Agency | Residential Mortgage Backed Securities    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability $ 1,975,736 $ 2,594,645
Weighted Average Rate 0.24% 1.96%
Fair Value of Collateral Pledged $ 2,069,035 $ 2,647,638
Agency | Interest-Only-Strip    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability $ 221,013 $ 255,912
Weighted Average Rate 1.04% 2.30%
Fair Value of Collateral Pledged $ 254,886 $ 282,522
Non-Agency | Interest-Only-Strip    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability $ 122,461 $ 165,943
Weighted Average Rate 1.26% 2.67%
Fair Value of Collateral Pledged $ 145,639 $ 193,013