Derivatives (Details) - USD ($) $ in Thousands		3 Months Ended			6 Months Ended
	Dec. 31, 2019	Jun. 30, 2021	Mar. 31, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020	Dec. 31, 2020
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net		$ (52,940)		$ (8,563)	$ 54,861	$ (204,130)
Derivative assets, fair value		16,854			16,854		$ 11,342
Derivative liabilities, fair value		(27,325)			(27,325)		(1,634)
Interest rate swaps
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Loss		0		(1,672)	0	(183,852)
Interest rate swaption
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain		19,062		0	38,701
Derivative Instruments Not Designated as Hedging Instruments, Loss		(19,062)				(573)
Derivative assets, fair value							1,253
Derivative instrument, cost basis							13,000
Derivative Asset, Notional Amount							$ 1,250,000
Derivative, Average Fixed Interest Rate							1.07%
U.S. Treasury futures
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain					32,464
Derivative Instruments Not Designated as Hedging Instruments, Loss		(63,184)		(10,928)		(19,377)
Options on U.S. Treasury futures
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain					1,086
Derivative Instruments Not Designated as Hedging Instruments, Loss		(11,531)		(6,680)		(17,406)
Long position | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain		40,837		8,688		27,119
Derivative Instruments Not Designated as Hedging Instruments, Loss					(17,390)
Short position | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain				$ 2,029
Derivative Instruments Not Designated as Hedging Instruments, Loss		0			0	$ (10,041)
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption
Derivative [Line Items]
Derivative assets, fair value							$ 1,360
Derivative liabilities, fair value							(107)
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption | 6 months or less
Derivative [Line Items]
Derivative assets, fair value		8,781			8,781		1,161
Derivative instrument, cost basis		6,688			6,688		6,312
Derivative Asset, Notional Amount		$ 500,000			$ 500,000		$ 750,000
Derivative, Average Fixed Interest Rate		1.16%			1.16%		1.02%
Average Term in Years					10 years
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption | 6-9 months
Derivative [Line Items]
Derivative assets, fair value							$ 92
Derivative instrument, cost basis							6,688
Derivative Asset, Notional Amount							$ 500,000
Derivative, Average Fixed Interest Rate							1.16%
Average Term in Years					10 years
Not Designated as Hedging Instrument, Economic Hedge | Options on U.S. Treasury futures
Derivative [Line Items]
Derivative assets, fair value		$ 3,227			$ 3,227		$ 1,094
Derivative Asset, Notional Amount		850,000			$ 850,000		500,000
Derivative, Average Remaining Maturity	1 month				3 months
Not Designated as Hedging Instrument, Economic Hedge | Short position | U.S. Treasury futures
Derivative [Line Items]
Derivative liabilities, fair value		(27,140)			$ (27,140)		(1,527)
Derivative Liability, Notional Amount		3,250,000			$ 3,250,000		825,000
Derivative, Average Remaining Maturity			2 months		3 months
Not Designated as Hedging Instrument, Trading | Long position | TBA securities
Derivative [Line Items]
Derivative assets, fair value		4,846			$ 4,846		$ 8,888
Derivative liabilities, fair value		$ (185)			$ (185)