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Commitments and Contingencies, Contractual Commitments (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Dec. 31, 2016
Agency Business Commitments        
Cash collateral $ 210,875 $ 180,606 $ 139,398 $ 29,315
Debt Obligations        
2020 1,629,115      
2021 495,601      
2022 1,479,600      
2023 496,049      
2024 215,154      
Thereafter 363,344      
Total 4,678,863      
Minimum Annual Operating Lease Payments        
2020 5,301      
2021 3,044      
2022 2,775      
2023 2,052      
2024 1,459      
Thereafter 3,304      
Total 17,935      
Total        
2020 1,634,416      
2021 498,645      
2022 1,482,375      
2023 498,101      
2024 216,613      
Thereafter 366,648      
Total $ 4,696,798      
Operating Lease, Weighted average remaining lease term (in years) 5 years 2 months 12 days      
Operating Lease, Weighted average discount rate (as a percent) 4.70%      
Operating lease expense $ 6,100 $ 5,400 $ 4,700  
Unfunded CLO Commitments        
Unfunded commitments related to structured loans and investments 163,800      
Fannie Mae        
Agency Business Commitments        
Minimum liquid assets to be maintained to meet operational liquidity requirements $ 14,400      
Period of funding for collateral requirement 48 months      
Forward Contracts        
Agency Business Commitments        
Period of contractual commitment 60 days      
Minimum        
Total        
Remaining lease term 8 months 12 days      
Maximum        
Total        
Remaining lease term 7 years 2 months 12 days      
Restricted liquidity arrangement - loans sold under the Fannie Mae DUS program | Fannie Mae        
Agency Business Commitments        
Letter of credit assigned $ 45,000      
Cash collateral 1,900      
Reserve required to fund additional restricted liquidity over the next 48 months $ 36,300      
Period of additional funding for collateral requirement 48 months      
Cash collateral arrangement - purchase and loss obligations under Freddie Mac's SBL Program        
Agency Business Commitments        
Cash collateral per securitization $ 5,000      
Outstanding letters of credit $ 5,000