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Mortgage-Backed Securities - Gains and Losses from Sales of Investments (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Investment Holdings [Line Items]        
Net realized gain (loss) $ 7,517 $ 26,380 $ 45,313 $ 102,234
Non-Agency RMBS        
Investment Holdings [Line Items]        
Proceeds from sales: 15,418 108,163 47,877 141,960
Gross realized gains: 11,229 20,017 37,742 21,274
Gross realized losses: (2,503) (6,179) (4,955) (6,179)
Agency RMBS        
Investment Holdings [Line Items]        
Proceeds from sales: 626 0 626 5,710,134
Gross realized gains: 0 0 0 74,264
Gross realized losses: (1,209) 0 (1,209) (5,816)
Agency CMBS        
Investment Holdings [Line Items]        
Proceeds from sales: 0 221,651 201,037 326,668
Gross realized gains: 0 12,542 13,735 18,691
Gross realized losses: $ 0 $ 0 $ 0 $ 0