Derivatives (Details) - USD ($) $ in Thousands			3 Months Ended		9 Months Ended
	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net			$ 7,974	$ (50,709)	$ (196,156)	$ (229,941)
Derivative assets, fair value	$ 4,266	$ 4,290	4,266		4,266
Derivative liabilities, fair value	(5,164)	(974)	(5,164)		(5,164)
Derivative Asset, Fair Value, Gross Asset	4,266	4,290	4,266		4,266
Derivative Liability, Fair Value, Gross Liability	5,164	974	5,164		5,164
Interest rate swaps
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain			911
Derivative Instruments Not Designated as Hedging Instruments, Loss				52,908	182,941	248,886
Interest rate swaption
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain			411
Derivative Instruments Not Designated as Hedging Instruments, Loss				4,329	162	4,329
Derivative Asset, Fair Value, Gross Asset		573
U.S. Treasury futures
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain				1,712		1,501
Derivative Instruments Not Designated as Hedging Instruments, Loss			6,517		25,140
Derivative Liability, Fair Value, Gross Liability	(5,164)		(5,164)		(5,164)
Options on U.S. Treasury futures
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Loss			5,655	0	23,815	0
Derivative Asset, Fair Value, Gross Asset		2,883
Long position | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain			18,824	4,652	45,943	21,609
Derivative Asset, Fair Value, Gross Asset	$ 3,469	834	3,469		3,469
Short position | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain			$ 0	$ 164		$ 164
Derivative Instruments Not Designated as Hedging Instruments, Loss					$ 10,041
Derivative Liability, Fair Value, Gross Liability		974
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaps
Derivative [Line Items]
Derivative, Average Fixed Interest Rate	1.35%		1.35%		1.35%
Variation margin	$ 297		$ 297		$ 297
Derivative Asset, Notional Amount	50,000	4,225,000	50,000		50,000
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption
Derivative [Line Items]
Derivative assets, fair value	411	573	411		411
Derivative instrument, cost basis	$ 4,150	$ 6,180	$ 4,150		$ 4,150
Derivative, Average Fixed Interest Rate	1.01%	2.07%	1.01%		1.01%
Derivative Asset, Notional Amount	$ 500,000	$ 750,000	$ 500,000		$ 500,000
Derivative, Average Remaining Maturity	6 months	1 month
Not Designated as Hedging Instrument, Economic Hedge | U.S. Treasury futures
Derivative [Line Items]
Derivative liabilities, fair value	$ (5,164)	$ 0	(5,164)		(5,164)
Derivative, Average Remaining Maturity	3 months
Derivative Liability, Notional Amount	$ 1,025,000	0	1,025,000		1,025,000
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures
Derivative [Line Items]
Derivative assets, fair value	386	2,883	386		386
Derivative instrument, cost basis		2,883
Derivative Asset, Notional Amount	$ 1,225,000	$ 1,350,000	1,225,000		1,225,000
Derivative, Average Remaining Maturity	1 month	2 months
Not Designated as Hedging Instrument, Economic Hedge | Short position | TBA securities
Derivative [Line Items]
Derivative liabilities, fair value	$ 0	$ (974)	0		0
Derivative Liability, Notional Amount	0	500,000	0		0
Not Designated as Hedging Instrument, Trading | Long position | TBA securities
Derivative [Line Items]
Derivative assets, fair value	3,469	834	3,469		3,469
Derivative Asset, Notional Amount	$ 1,125,000	$ 435,000	$ 1,125,000		$ 1,125,000