Repurchase Agreements - Contractual Repricing, Master Repurchase Agreements (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2020	Dec. 31, 2019
Assets Sold under Agreements to Repurchase [Line Items]
Balance	$ 4,536,065	$ 11,354,547
Weighted Average Contractual Rate	0.23%
Weighted Average Maturity in days	21 days
Haircut (as a percent)	3.13%
Agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Balance		$ 10,667,284
Weighted Average Contractual Rate		2.54%
Weighted Average Maturity in days		9 days
Haircut (as a percent)		4.36%
Credit Risk and Non-Agency Securities
Assets Sold under Agreements to Repurchase [Line Items]
Balance		$ 11,354,547
Weighted Average Contractual Rate		2.54%
Weighted Average Maturity in days		9 days
Haircut (as a percent)		5.16%
≤ 30 days | Agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Balance	$ 3,618,255	$ 10,241,137
Weighted Average Contractual Rate	0.23%	2.56%
Weighted Average Maturity in days	15 days	8 days
Haircut (as a percent)	3.12%	4.35%
≤ 30 days | Credit Risk and Non-Agency Securities
Assets Sold under Agreements to Repurchase [Line Items]
Balance		$ 687,263
Weighted Average Contractual Rate		2.45%
Weighted Average Maturity in days		15 days
Haircut (as a percent)		16.25%
> 30 days to ≤ 60 days | Agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Balance	$ 917,810	$ 426,147
Weighted Average Contractual Rate	0.23%	1.99%
Weighted Average Maturity in days	45 days	34 days
Haircut (as a percent)	3.20%	4.61%