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Securities, at Fair Value (Interest Income) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Debt Securities, Available-for-sale [Line Items]    
Interest income $ 16,459 $ 58,581
Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Coupon interest 0 13,636
Effective yield adjustment 0 (4,775)
Interest income 0 8,861
Legacy Non-Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Coupon interest 14 17,282
Effective yield adjustment 670 9,406
Interest income 684 26,688
Accretion Income 670  
RPL/NPL MBS    
Debt Securities, Available-for-sale [Line Items]    
Coupon interest 352 5,583
Effective yield adjustment 8,135 280
Interest income 8,487 5,863
Accretion Income 8,100 277
CRT securities    
Debt Securities, Available-for-sale [Line Items]    
Coupon interest 921 3,485
Effective yield adjustment 744 (523)
Interest income 1,665 2,962
MSR-related assets    
Debt Securities, Available-for-sale [Line Items]    
Coupon interest 2,405 14,207
Effective yield adjustment 3,218 0
Interest income $ 5,623 $ 14,207