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Residential Whole Loans (Fair Value) (Details)
$ in Thousands
 3 Months Ended
Mar. 31, 2020
USD ($)
loan
Mar. 31, 2019
loan
Dec. 31, 2019
USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]      
Weighted Average LTV Ratio 80.00%    
Total Residential whole loans, at fair value [1] $ 1,243,792   $ 1,381,583
Less than 60 Days Past Due:      
Accounts, Notes, Loans and Financing Receivable [Line Items]      
Outstanding principal balance 664,362   666,026
Aggregate fair value $ 593,037   641,616
Weighted Average LTV Ratio 75.27% 76.69%  
Number of loans | loan 3,186 3,159  
60 Days to 89 Days Past Due:      
Accounts, Notes, Loans and Financing Receivable [Line Items]      
Outstanding principal balance $ 60,720   58,160
Aggregate fair value $ 50,999   53,485
Weighted Average LTV Ratio 85.06% 79.48%  
Number of loans | loan 279 313  
90 Days or More Past Due:      
Accounts, Notes, Loans and Financing Receivable [Line Items]      
Outstanding principal balance $ 693,380   767,320
Aggregate fair value $ 599,756   $ 686,482
Weighted Average LTV Ratio 88.12% 89.69%  
Number of loans | loan 2,685 2,983  
[1]
Includes Non-QM loans held-for-sale with an amortized cost of $965.5 million and a net carrying value of $895.3 million at March 31, 2020.