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Investment in Securities (Proceeds, Realized Gains (Losses) on Sales) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Securities, Available-for-sale [Line Items]        
Available-for-sale securities Realizes Losses - Write offs $ (2,500)   $ (16,300)  
Proceeds 40,462 $ 488,128 1,765,704 $ 1,544,862
Available-for-sale Securities, Gross Realized Gains 4,509 15,467 29,458 20,280
Available-for-sale Securities, Gross Realized Losses (553) (568) (10,506) (7,807)
Available-for-sale Securities, Gross Realized Gain (Loss) 3,956 14,899 18,952 12,473
OTTI charge on securities   10,100   16,100
Agency RMBS        
Securities, Available-for-sale [Line Items]        
Proceeds 10,675 331,572 1,438,469 719,082
Available-for-sale Securities, Gross Realized Gains 2,467 4,511 15,982 6,954
Available-for-sale Securities, Gross Realized Losses (564) (34) (3,369) (1,950)
Available-for-sale Securities, Gross Realized Gain (Loss) 1,903 4,477 12,613 5,004
Non-Agency RMBS and CMBS        
Securities, Available-for-sale [Line Items]        
Proceeds 17,926 16,496 116,349 165,180
Available-for-sale Securities, Gross Realized Gains 1,669 9,606 11,081 11,356
Available-for-sale Securities, Gross Realized Losses (171) (341) (3,880) (3,835)
Available-for-sale Securities, Gross Realized Gain (Loss) 1,498 9,265 7,201 7,521
CLOs        
Securities, Available-for-sale [Line Items]        
Proceeds 0 2,060 41,714 58,157
Available-for-sale Securities, Gross Realized Gains 0 1,287 1,122 1,169
Available-for-sale Securities, Gross Realized Losses 256 27 (2,928) (816)
Available-for-sale Securities, Gross Realized Gain (Loss) 256 1,314 (1,806) 353
Other Securities        
Securities, Available-for-sale [Line Items]        
Proceeds 11,861 138,000 169,172 602,443
Available-for-sale Securities, Gross Realized Gains 373 63 1,273 801
Available-for-sale Securities, Gross Realized Losses (74) (220) (329) (1,206)
Available-for-sale Securities, Gross Realized Gain (Loss) $ 299 $ (157) $ 944 $ (405)