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Repurchase Agreements (Maturity Information) (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements $ 9,139,821 $ 7,879,087
Repurchase agreement financings are subject to termination 2,400,000  
Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 1,557,675 2,384,357
Non-Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 1,121,802 1,447,585
RPL/NPL MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 495,091 1,084,532
CRT securities    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 203,569 391,586
Residential whole loans, at fair value    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 4,743,094 2,020,508
Term Notes Backed by MSR-Related Collateral    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 962,515 474,127
Other    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 57,198 76,419
Repurchase agreements    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements $ 9,140,944 $ 7,879,114
Weighted Average Interest Rate 2.99% 3.42%
Unamortized debt issuance expense $ 1,123 $ 27
Overnight | Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Overnight | Non-Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Overnight | RPL/NPL MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Overnight | CRT securities    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Overnight | Residential whole loans, at fair value    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Overnight | Term Notes Backed by MSR-Related Collateral    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Overnight | Other    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Overnight | Repurchase agreements    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements $ 0  
Weighted Average Interest Rate 0.00%  
Within 30 Days | Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements $ 1,557,675  
Within 30 Days | Non-Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 942,212  
Within 30 Days | RPL/NPL MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 495,091  
Within 30 Days | CRT securities    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 203,569  
Within 30 Days | Residential whole loans, at fair value    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 486,226  
Within 30 Days | Term Notes Backed by MSR-Related Collateral    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 772,197  
Within 30 Days | Other    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 15,150  
Within 30 Days | Repurchase agreements    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements $ 4,472,120  
Weighted Average Interest Rate 2.55%  
Over 30 Days to 3 Months | Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements $ 0  
Over 30 Days to 3 Months | Non-Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Over 30 Days to 3 Months | RPL/NPL MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Over 30 Days to 3 Months | CRT securities    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Over 30 Days to 3 Months | Residential whole loans, at fair value    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 2,600,720  
Over 30 Days to 3 Months | Term Notes Backed by MSR-Related Collateral    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 145,664  
Over 30 Days to 3 Months | Other    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Over 30 Days to 3 Months | Repurchase agreements    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements $ 2,746,384  
Weighted Average Interest Rate 3.43%  
Over 3 Months to 12 Months | Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements $ 0  
Over 3 Months to 12 Months | Non-Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 179,590  
Over 3 Months to 12 Months | RPL/NPL MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Over 3 Months to 12 Months | CRT securities    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Over 3 Months to 12 Months | Residential whole loans, at fair value    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 748,149  
Over 3 Months to 12 Months | Term Notes Backed by MSR-Related Collateral    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 44,654  
Over 3 Months to 12 Months | Other    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 42,048  
Over 3 Months to 12 Months | Repurchase agreements    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements $ 1,014,441  
Weighted Average Interest Rate 3.36%  
Over 12 months | Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements $ 0  
Over 12 months | Non-Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Over 12 months | RPL/NPL MBS    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Over 12 months | CRT securities    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Over 12 months | Residential whole loans, at fair value    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 907,999  
Over 12 months | Term Notes Backed by MSR-Related Collateral    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Over 12 months | Other    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements 0  
Over 12 months | Repurchase agreements    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreements $ 907,999  
Weighted Average Interest Rate 3.44%  
Minimum    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreement financings are subject to termination, period 1 month  
Maximum    
Debt Securities, Available-for-sale [Line Items]    
Repurchase agreement financings are subject to termination, period 6 months