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Investment Securities Available for Sale, at Fair Value - Proceeds from Sale (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2020
Jun. 30, 2019
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds $ 61,832 $ 1,445,196 $ 56,769
Realized Gains 1,621 12,689 16,957
Realized Losses (1,690) (71,468) (156)
Net Realized Gains/Losses (69) (58,779) 16,801
Agency RMBS      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds   992,966  
Realized Gains   5,402  
Realized Losses   (15,854)  
Net Realized Gains/Losses   (10,452)  
Agency RMBS | Agency ARMs      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds   49,892  
Realized Gains   44  
Realized Losses   (4,157)  
Net Realized Gains/Losses   (4,113)  
Agency RMBS | Agency Fixed- Rate      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds   943,074  
Realized Gains   5,358  
Realized Losses   (11,697)  
Net Realized Gains/Losses   (6,339)  
Agency CMBS      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds   145,411  
Realized Gains   5,666  
Realized Losses   (209)  
Net Realized Gains/Losses   5,457  
Total Agency      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds   1,138,377  
Realized Gains   11,068  
Realized Losses   (16,063)  
Net Realized Gains/Losses   (4,995)  
Non-Agency RMBS      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds 37,810 168,758  
Realized Gains 294 294  
Realized Losses (1,690) (25,821)  
Net Realized Gains/Losses (1,396) (25,527)  
Non-Agency RMBS | Non-Agency RMBS Held in Securitization Trust      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds 27,200 27,200  
Net Realized Gains/Losses 200 200  
CMBS      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds 24,022 138,061 56,769
Realized Gains 1,327 1,327 16,957
Realized Losses 0 (29,584) (156)
Net Realized Gains/Losses $ 1,327 $ (28,257) $ 16,801