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Investment Securities Available for Sale, at Fair Value - Proceeds from Sale (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Debt Securities, Available-for-sale [Line Items]        
Sales Proceeds $ 133,060 $ 370,173 $ 248,458 $ 1,815,369
Realized Gains 10,337 6,990 15,936 19,679
Realized Losses (452) (9,565) (1,285) (81,033)
Net Realized Gains (Losses) (9,885) 2,575 (14,651) 61,354
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 43,579 259,493 115,662 428,251
Realized Gains 4,841 141 4,853 435
Realized Losses 0 (8,860) (833) (34,681)
Net Realized Gains (Losses) (4,841) 8,719 (4,020) 34,246
Non-Agency RMBS | Non Agency RMBS Held In Securitization Trust        
Debt Securities, Available-for-sale [Line Items]        
Net Realized Gains (Losses) (4,800)   (4,800)  
CMBS        
Debt Securities, Available-for-sale [Line Items]        
Sales Proceeds 89,481 110,680 132,796 248,741
Realized Gains 5,496 6,849 11,083 8,176
Realized Losses (452) (705) (452) (30,289)
Net Realized Gains (Losses) $ (5,044) $ (6,144) $ (10,631) $ 22,113