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Investment Securities Available for Sale, at Fair Value - Proceeds from Sale (Details) - USD ($)
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Debt Securities, Available-for-sale [Line Items]        
Sales Proceeds $ 370,173,000 $ 41,182,000 $ 1,815,369,000 $ 97,951,000
Realized Gains 6,990,000 5,013,000 19,679,000 21,971,000
Realized Losses (9,565,000) 0 (81,033,000) (156,000)
Net Realized Gains (Losses) (2,575,000) 5,013,000 (61,354,000) 21,815,000
Agency RMBS        
Debt Securities, Available-for-sale [Line Items]        
Sales Proceeds     992,966,000  
Realized Gains     5,402,000  
Realized Losses     (15,854,000)  
Net Realized Gains (Losses)     (10,452,000)  
Agency RMBS | Agency ARMs        
Debt Securities, Available-for-sale [Line Items]        
Sales Proceeds     49,892,000  
Realized Gains     44,000  
Realized Losses     (4,157,000)  
Net Realized Gains (Losses)     (4,113,000)  
Agency RMBS | Agency Fixed- Rate        
Debt Securities, Available-for-sale [Line Items]        
Sales Proceeds     943,074,000  
Realized Gains     5,358,000  
Realized Losses     (11,697,000)  
Net Realized Gains (Losses)     (6,339,000)  
Agency CMBS        
Debt Securities, Available-for-sale [Line Items]        
Sales Proceeds     145,411,000  
Realized Gains     5,666,000  
Realized Losses     (209,000)  
Net Realized Gains (Losses)     5,457,000  
Total Agency        
Debt Securities, Available-for-sale [Line Items]        
Sales Proceeds     1,138,377,000  
Realized Gains     11,068,000  
Realized Losses     (16,063,000)  
Net Realized Gains (Losses)     (4,995,000)  
Non-Agency RMBS        
Debt Securities, Available-for-sale [Line Items]        
Sales Proceeds 259,493,000 1,021,000 428,251,000 1,021,000
Realized Gains 141,000 33,000 435,000 33,000
Realized Losses (8,860,000) 0 (34,681,000) 0
Net Realized Gains (Losses) (8,719,000)   (34,246,000)  
Non-Agency RMBS | Non-Agency RMBS Held in Securitization Trust        
Debt Securities, Available-for-sale [Line Items]        
Sales Proceeds 40,400,000   67,600,000  
Net Realized Gains (Losses) 26,100   200,000  
CMBS        
Debt Securities, Available-for-sale [Line Items]        
Sales Proceeds 110,680,000 40,161,000 248,741,000 96,930,000
Realized Gains 6,849,000 4,980,000 8,176,000 21,938,000
Realized Losses (705,000) 0 (30,289,000) (156,000)
Net Realized Gains (Losses) $ 6,144,000 $ 4,980,000 $ (22,113,000) $ 21,782,000