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Securities, at Fair Value (Impact of AFS Securities on AOCI) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
AOCI from AFS Securities:        
Unrealized gain on AFS securities at beginning of period $ 75,752 $ 148,910 $ 79,607 $ 392,722
Unrealized (loss)/gain on AFS securities, net (9,589) 48,715 (13,444) 393,503
Reclassification adjustment for MBS sales included in net income 0 (144,736) 0 (389,067)
Reclassification adjustment for impairment included in net income 0 0 0 (344,269)
Change in AOCI from AFS securities (9,589) (96,021) (13,444) (339,833)
Balance at end of period 66,163 52,889 66,163 52,889
Agency MBS        
AOCI from AFS Securities:        
Unrealized (loss)/gain on AFS securities, net $ (9,589) $ 48,715 $ (13,444) $ 393,503