Derivatives (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended	9 Months Ended
	Dec. 31, 2019	Sep. 30, 2021	Sep. 30, 2020	Jun. 30, 2021	Sep. 30, 2021	Sep. 30, 2020	Dec. 31, 2020
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net		$ 9,603	$ 7,974		$ 64,463	$ (196,156)
Derivative assets, fair value		70,098			70,098		$ 11,342
Derivative liabilities, fair value		(12,584)			(12,584)		(1,634)
Interest rate swaps
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain			911
Derivative Instruments Not Designated as Hedging Instruments, Loss		0			0	(182,941)
Interest rate swaption
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain		3,985	411		42,686
Derivative Instruments Not Designated as Hedging Instruments, Loss						(162)
Derivative assets, fair value		9,939			9,939		1,253
Derivative instrument, cost basis		13,100			13,100		13,000
Derivative Asset, Notional Amount		$ 750,000			$ 750,000		$ 1,250,000
Derivative, Average Fixed Interest Rate		1.46%			1.46%		1.07%
U.S. Treasury futures
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain		$ 11,209			$ 43,673
Derivative Instruments Not Designated as Hedging Instruments, Loss			(6,517)			(25,140)
Derivative assets, fair value		60,159			60,159		$ 0
Options on U.S. Treasury futures
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net		3,226	5,655		2,141	23,815
Long position | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain			18,824			45,943
Derivative Instruments Not Designated as Hedging Instruments, Loss		(2,365)			(19,755)
Short position | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain			$ 0
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		9,939			9,939		1,360
Derivative liabilities, fair value							(107)
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption | 3 months or less
Derivative [Line Items]
Derivative assets, fair value		4,453			4,453
Derivative instrument, cost basis		3,725			3,725
Derivative Asset, Notional Amount		$ 250,000			$ 250,000
Derivative, Average Fixed Interest Rate		1.19%			1.19%
Average Term in Years					10 years
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption | 9-12 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 | Interest rate swaption | 6 months or less
Derivative [Line Items]
Derivative assets, fair value							$ 1,161
Derivative instrument, cost basis							6,312
Derivative Asset, Notional Amount							$ 750,000
Derivative, Average Fixed Interest Rate							1.02%
Average Term in Years					10 years
Not Designated as Hedging Instrument, Economic Hedge | Interest rate swaption | 9 -12 months
Derivative [Line Items]
Derivative assets, fair value		$ 5,486			$ 5,486
Derivative instrument, cost basis		9,375			9,375
Derivative Asset, Notional Amount		$ 500,000			$ 500,000
Derivative, Average Fixed Interest Rate		1.60%			1.60%
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		$ 0			$ 0		$ 1,094
Derivative Asset, Notional Amount		0			0		500,000
Derivative, Average Remaining Maturity	1 month
Not Designated as Hedging Instrument, Economic Hedge | Short position | U.S. Treasury futures
Derivative [Line Items]
Derivative liabilities, fair value		0			0		(1,527)
Derivative Liability, Notional Amount		3,540,000			$ 3,540,000		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		0			$ 0		$ 8,888
Derivative liabilities, fair value		$ (12,584)			$ (12,584)