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Residential Mortgage Securities and MSR-Related Assets (Interest Income) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Debt Securities, Available-for-sale [Line Items]        
Interest income $ 4,975 $ 72,395 $ 49,349 $ 151,037
Agency MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 402 22,938 14,038 47,566
Effective yield adjustment (412) (7,664) (5,186) (13,851)
Interest income (10) 15,274 8,852 33,715
Legacy Non-Agency MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 897 22,861 18,179 47,133
Effective yield adjustment 1,153 14,523 10,560 27,667
Interest income 2,050 37,384 28,739 74,800
RPL/NPL MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 1,228 14,635 6,811 31,078
Effective yield adjustment 77 8 355 150
Interest income 1,305 14,643 7,166 31,228
Accretion Income     277 148
CRT securities        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 1,622 5,477 5,107 11,595
Effective yield adjustment 8 (383) (515) (301)
Interest income 1,630 5,094 4,592 11,294
MSR-related assets        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 6,133 12,338 20,340 22,957
Effective yield adjustment 3,608 0 3,608 1
Interest income $ 9,741 $ 12,338 $ 23,948 $ 22,958