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Securities, at Fair Value (Impact of AFS Securities on AOCI) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
AOCI from AFS Securities:    
Unrealized gain on AFS securities at beginning of period $ 79,607 $ 392,722
Unrealized (loss)/gain on AFS securities, net (3,855) 124,410
Reclassification adjustment for MBS sales included in net income 0 (23,953)
Reclassification adjustment for impairment included in net income 0 (344,269)
Change in AOCI from AFS securities (3,855) (243,812)
Balance at end of period 75,752 148,910
Agency MBS    
AOCI from AFS Securities:    
Unrealized (loss)/gain on AFS securities, net $ (3,855) $ 124,410