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Investment in Securities (Proceeds, Realized Gains (Losses) on Sales) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Securities, Available-for-sale [Line Items]    
Proceeds $ 289,826 $ 1,518,817
Available-for-sale Securities, Gross Realized Gains 8,729 19,476
Available-for-sale Securities, Gross Realized Losses (2,254) (4,092)
Available-for-sale Securities, Gross Realized Gain (Loss) 6,475 15,384
Available-for-sale securities Realizes Losses - adjustments to cost basis of certain securities (1,200)  
Agency RMBS    
Securities, Available-for-sale [Line Items]    
Proceeds 71,737 1,285,482
Available-for-sale Securities, Gross Realized Gains 424 9,221
Available-for-sale Securities, Gross Realized Losses (395) (2,813)
Available-for-sale Securities, Gross Realized Gain (Loss) 29 6,408
Non-Agency RMBS and CMBS    
Securities, Available-for-sale [Line Items]    
Proceeds 123,208 77,802
Available-for-sale Securities, Gross Realized Gains 6,609 8,496
Available-for-sale Securities, Gross Realized Losses (1,365) (1,056)
Available-for-sale Securities, Gross Realized Gain (Loss) 5,244 7,440
CLOs    
Securities, Available-for-sale [Line Items]    
Proceeds 85,575 34,542
Available-for-sale Securities, Gross Realized Gains 1,184 1,122
Available-for-sale Securities, Gross Realized Losses (191) (23)
Available-for-sale Securities, Gross Realized Gain (Loss) 993 1,099
Other Securities    
Securities, Available-for-sale [Line Items]    
Proceeds 9,306 120,991
Available-for-sale Securities, Gross Realized Gains 512 637
Available-for-sale Securities, Gross Realized Losses (303) (200)
Available-for-sale Securities, Gross Realized Gain (Loss) $ 209 $ 437