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Investment Securities Available For Sale, at Fair Value - Realized Gain or Loss Activity (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds $ 85,437 $ 432,585 $ 1,820,194
Realized Gains 18,375 16,006 19,679
Realized Losses (31) (4,786) (81,208)
Net Realized Gains (Losses) 18,344 11,220 (61,529)
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)
Agency RMBS      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds   123,622 992,966
Realized Gains   0 5,402
Realized Losses   (3,480) (15,854)
Net Realized Gains (Losses)   (3,480) (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
Non-Agency RMBS      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds 24,374 176,166 433,076
Realized Gains 374 4,923 435
Realized Losses 0 (854) (34,856)
Net Realized Gains (Losses) 374 4,069 (34,421)
CMBS      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds   132,797 248,741
Realized Gains   11,083 8,176
Realized Losses   (452) (30,289)
Net Realized Gains (Losses)   $ 10,631 $ (22,113)
ABS      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds 36,215    
Realized Gains 18,001    
Realized Losses 0    
Net Realized Gains (Losses) 18,001    
U.S. Treasury Securities      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds 24,848    
Realized Gains 0    
Realized Losses (31)    
Net Realized Gains (Losses) $ (31)