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Residential Mortgage Securities and MSR Related Assets (Interest Income) (Details) - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2018
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Debt Securities, Available-for-sale [Line Items]        
Interest income   $ 54,137 $ 274,554 $ 322,475
Agency MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest   14,038 82,446 88,233
Effective yield adjustment   (5,186) (26,545) (25,930)
Interest income   8,852 55,901 62,303
Legacy Non-Agency MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest   18,263 87,024 109,714
Effective yield adjustment   10,565 59,622 69,309
Interest income   28,828 146,646 179,023
Accretion income $ 2,700   14,500  
RPL/NPL MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest   8,376 53,086 46,339
Effective yield adjustment   560 338 1,434
Interest income   8,936 53,424 47,773
Accretion income $ 1,400   329  
CRT securities        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest   7,010 20,532 30,628
Effective yield adjustment   511 (1,949) 2,748
Interest income   7,521 18,583 33,376
MSR related assets        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest   25,970 52,644 27,174
Effective yield adjustment   9,987 3 1,246
Interest income   $ 35,957 $ 52,647 $ 28,420