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Residential Mortgage Securities and MSR-Related Assets (Interest Income) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Agency MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest $ 18,994 $ 21,549 $ 66,560 $ 62,546
Effective yield adjustment (7,188) (7,217) (21,039) (19,751)
Interest income 11,806 14,332 45,521 42,795
Legacy Non-Agency MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 21,011 27,026 68,144 83,791
Effective yield adjustment 10,336 18,984 38,003 53,648
Interest income 31,347 46,010 106,147 137,439
Accretion Income   2,300 3,100 2,300
RPL/NPL MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 13,227 11,526 44,305 31,167
Effective yield adjustment 8 1,131 158 1,206
Interest income 13,235 12,657 44,463 32,373
Accretion Income 4 1,100 152 1,200
CRT securities        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 5,174 7,257 16,769 23,484
Effective yield adjustment (923) 491 (1,224) 2,455
Interest income 4,251 7,748 15,545 25,939
MSR-related assets        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 15,222 6,387 38,107 18,985
Effective yield adjustment 52 20 125 1,264
Interest income $ 15,274 $ 6,407 $ 38,232 $ 20,249