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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, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Debt Securities, Available-for-sale [Line Items]        
Interest income $ 2,329 $ 60,639 $ 51,678 $ 211,676
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 0 18,994 14,038 66,560
Effective yield adjustment 0 (7,188) (5,186) (21,039)
Interest income 0 11,806 8,852 45,521
Legacy Non-Agency MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 42 21,011 18,222 68,144
Effective yield adjustment 6 10,336 10,564 38,003
Interest income 48 31,347 28,786 106,147
Accretion Income       3,100
RPL/NPL MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 811 13,227 7,622 44,305
Effective yield adjustment 94 8 449 158
Interest income 905 13,235 8,071 44,463
Accretion Income   4 277 152
CRT securities        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 956 5,174 6,063 16,769
Effective yield adjustment 420 (923) (94) (1,224)
Interest income 1,376 4,251 5,969 15,545
MSR-related assets        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 2,991 15,273 23,332 38,230
Effective yield adjustment 3,250 1 6,857 2
Interest income $ 6,241 $ 15,274 $ 30,189 $ 38,232