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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, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Debt Securities, Available-for-sale [Line Items]        
Sales Proceeds   $ 61,832 $ 115,398 $ 1,445,196
Realized Gains   1,621 5,599 12,689
Realized Losses   (1,690) (833) (71,468)
Net Realized Gains (Losses)   (69) 4,766 (58,779)
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 72,083 168,758
Realized Gains   294 12 294
Realized Losses   (1,690) (833) (25,821)
Net Realized Gains (Losses)   (1,396) (821) (25,527)
CMBS        
Debt Securities, Available-for-sale [Line Items]        
Sales Proceeds $ 3,770 24,022 43,315 138,061
Realized Gains 392 1,327 5,587 1,327
Realized Losses 0 0 0 (29,584)
Net Realized Gains (Losses) $ 392 $ 1,327 $ 5,587 $ (28,257)