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Organization (Details) - USD ($)
$ in Thousands
3 Months Ended
Jun. 30, 2020
Mar. 31, 2020
Dec. 31, 2019
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]      
Loss on sale of assets   $ 301,700  
Notional amount   495,500  
Loss on sale of derivatives   44,100  
Decrease in outstanding repurchase agreements $ 625,800 1,700,000  
Repurchase agreements 87,571   $ 2,352,102
Proceeds from sale of mortgage-backed securities 109,300    
Non-Agency RMBS      
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]      
Repurchase agreements 87,571   $ 594,286
Residential loans      
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]      
Proceeds from sale of loans 43,800    
Non-Agency RMBS      
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]      
Proceeds from sale of loans 37,800    
CMBS      
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]      
Proceeds from sale of loans 24,000    
Disposal Group, Disposed of by Sale, Not Discontinued Operations      
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]      
Assets sold   $ (2,000,000)  
Residential loans | Asset Pledged as Collateral      
Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]      
Repurchase agreements $ 248,800