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Residential Mortgage Securities and MSR Related Assets (Interest Income) (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Agency MBS      
Debt Securities, Available-for-sale [Line Items]      
Coupon interest $ 82,446 $ 88,233 $ 96,678
Effective yield adjustment (26,545) (25,930) (31,323)
Interest income 55,901 62,303 65,355
Legacy Non-Agency MBS      
Debt Securities, Available-for-sale [Line Items]      
Coupon interest 87,024 109,714 127,645
Effective yield adjustment 59,622 69,309 76,005
Interest income 146,646 179,023 203,650
Accretion income 14,500 2,700 1,700
RPL/NPL MBS      
Debt Securities, Available-for-sale [Line Items]      
Coupon interest 53,086 46,339 65,957
Effective yield adjustment 338 1,434 1,505
Interest income 53,424 47,773 67,462
Accretion income 329 1,400 1,200
CRT securities      
Debt Securities, Available-for-sale [Line Items]      
Coupon interest 20,532 30,628 27,706
Effective yield adjustment (1,949) 2,748 4,009
Interest income 18,583 33,376 31,715
MSR related assets      
Debt Securities, Available-for-sale [Line Items]      
Coupon interest 52,644 27,174 24,534
Effective yield adjustment 3 1,246 296
Interest income $ 52,647 $ 28,420 $ 24,830