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Collateral Positions (Details 2)
$ in Thousands
Jun. 30, 2018
USD ($)
Collateral Positions  
Total Fair Value of Assets Pledged and Accrued Interest $ 7,257,501
Agency MBS  
Collateral Positions  
Total Fair Value of Assets Pledged and Accrued Interest 2,292,698
Legacy Non-Agency MBS  
Collateral Positions  
Total Fair Value of Assets Pledged and Accrued Interest 1,820,478
RPL/NPL MBS  
Collateral Positions  
Total Fair Value of Assets Pledged and Accrued Interest 634,575
U.S. Treasury securities  
Collateral Positions  
Total Fair Value of Assets Pledged and Accrued Interest 220,731
CRT securities  
Collateral Positions  
Total Fair Value of Assets Pledged and Accrued Interest 516,937
MSR related assets  
Collateral Positions  
Total Fair Value of Assets Pledged and Accrued Interest 381,818
Residential whole loans  
Collateral Positions  
Total Fair Value of Assets Pledged and Accrued Interest 1,386,966
Cash  
Collateral Positions  
Total Fair Value of Assets Pledged and Accrued Interest 3,298
Repurchase Agreements and Other Advances  
Collateral Positions  
Fair Value 7,234,717
Amortized Cost 6,537,924
Accrued Interest on Pledged Assets 19,679
Repurchase Agreements and Other Advances | Agency MBS  
Collateral Positions  
Fair Value 2,283,312
Amortized Cost 2,318,975
Accrued Interest on Pledged Assets 6,281
Repurchase Agreements and Other Advances | Legacy Non-Agency MBS  
Collateral Positions  
Fair Value 1,813,359
Amortized Cost 1,377,319
Accrued Interest on Pledged Assets 7,119
Non-Agency MBS pledged as collateral in connection with contemporaneous repurchase and reverse repurchase agreements entered into with a single counterparty 320,300
Repurchase Agreements and Other Advances | RPL/NPL MBS  
Collateral Positions  
Fair Value 634,073
Amortized Cost 633,223
Accrued Interest on Pledged Assets 502
Repurchase Agreements and Other Advances | U.S. Treasury securities  
Collateral Positions  
Fair Value 220,731
Amortized Cost 0
Accrued Interest on Pledged Assets 0
Repurchase Agreements and Other Advances | CRT securities  
Collateral Positions  
Fair Value 516,486
Amortized Cost 475,568
Accrued Interest on Pledged Assets 451
Repurchase Agreements and Other Advances | MSR related assets  
Collateral Positions  
Fair Value 381,390
Amortized Cost 380,350
Accrued Interest on Pledged Assets 428
Repurchase Agreements and Other Advances | Residential whole loans  
Collateral Positions  
Fair Value 1,382,068
Amortized Cost 1,349,191
Accrued Interest on Pledged Assets 4,898
Repurchase Agreements and Other Advances | Cash  
Collateral Positions  
Fair Value 3,298
Amortized Cost 3,298
Accrued Interest on Pledged Assets 0
Repurchase Agreements and Other Advances | Residential Loans At Fair Value  
Collateral Positions  
Fair Value 429,700
Amortized Cost 396,900
Total Fair Value of Assets Pledged and Accrued Interest 952,300
Derivative Hedging Instruments  
Collateral Positions  
Fair Value 3,097
Amortized Cost 3,242
Accrued Interest on Pledged Assets 8
Derivative Hedging Instruments | Agency MBS  
Collateral Positions  
Fair Value 3,097
Amortized Cost 3,242
Accrued Interest on Pledged Assets 8
Derivative Hedging Instruments | Legacy Non-Agency MBS  
Collateral Positions  
Fair Value 0
Amortized Cost 0
Accrued Interest on Pledged Assets 0
Derivative Hedging Instruments | RPL/NPL MBS  
Collateral Positions  
Fair Value 0
Amortized Cost 0
Accrued Interest on Pledged Assets 0
Derivative Hedging Instruments | U.S. Treasury securities  
Collateral Positions  
Fair Value 0
Amortized Cost 0
Accrued Interest on Pledged Assets 0
Derivative Hedging Instruments | CRT securities  
Collateral Positions  
Fair Value 0
Amortized Cost 0
Accrued Interest on Pledged Assets 0
Derivative Hedging Instruments | MSR related assets  
Collateral Positions  
Fair Value 0
Amortized Cost 0
Accrued Interest on Pledged Assets 0
Derivative Hedging Instruments | Residential whole loans  
Collateral Positions  
Fair Value 0
Amortized Cost 0
Accrued Interest on Pledged Assets 0
Derivative Hedging Instruments | Cash  
Collateral Positions  
Fair Value 0
Amortized Cost 0
Accrued Interest on Pledged Assets $ 0