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Fair Value of Financial Instruments - Assets and Liabilities Measured at Fair Value on a Recurring Basis (Details) - USD ($) $ in Thousands | Sep. 30, 2017 | Dec. 31, 2016
--- | --- | ---
Assets carried at fair value |  |
Investment securities available for sale | $ 674,161 | $ 818,976
Level 3 |  |
Assets carried at fair value |  |
Investment in unconsolidated entities | 51,342 | 79,390
Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Residential mortgage loans, at fair value | 69,512 | 17,769
Investment in unconsolidated entities | 41,026 | 60,332
Total | 9,366,148 | 7,987,218
Liabilities carried at fair value |  |
Total | 7,991,086 | 6,625,394
Fair Value, Measurements, Recurring | TBA securities |  |
Assets carried at fair value |  |
Derivative assets | 180,562 | 148,139
Fair Value, Measurements, Recurring | Interest rate swap futures |  |
Assets carried at fair value |  |
Derivative assets | 1,228 | 444
Fair Value, Measurements, Recurring | U.S. Treasury futures |  |
Liabilities carried at fair value |  |
Derivative liabilities | 193 | 107
Fair Value, Measurements, Recurring | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 18 | 108
Liabilities carried at fair value |  |
Derivative liabilities | 274 | 391
Fair Value, Measurements, Recurring | Swaptions |  |
Assets carried at fair value |  |
Derivative assets | 18 | 431
Fair Value, Measurements, Recurring | Eurodollar futures |  |
Assets carried at fair value |  |
Derivative assets | 289 | 1,175
Fair Value, Measurements, Recurring | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 415,032 | 526,363
Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 133,022 | 163,284
Fair Value, Measurements, Recurring | U.S. Treasury Securities |  |
Assets carried at fair value |  |
Investment securities available for sale | 2,924 | 2,887
Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 123,183 | 126,442
Fair Value, Measurements, Recurring | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 8,399,334 | 6,939,844
Fair Value, Measurements, Recurring | Multi-family collateralized debt obligations |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 7,990,619 | 6,624,896
Fair Value, Measurements, Recurring | Level 1 |  |
Assets carried at fair value |  |
Residential mortgage loans, at fair value | 0 | 0
Investment in unconsolidated entities | 0 | 0
Total | 4,441 | 4,506
Liabilities carried at fair value |  |
Total | 193 | 107
Fair Value, Measurements, Recurring | Level 1 | TBA securities |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Interest rate swap futures |  |
Assets carried at fair value |  |
Derivative assets | 1,228 | 444
Fair Value, Measurements, Recurring | Level 1 | U.S. Treasury futures |  |
Liabilities carried at fair value |  |
Derivative liabilities | 193 | 107
Fair Value, Measurements, Recurring | Level 1 | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Liabilities carried at fair value |  |
Derivative liabilities | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Swaptions |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Eurodollar futures |  |
Assets carried at fair value |  |
Derivative assets | 289 | 1,175
Fair Value, Measurements, Recurring | Level 1 | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | U.S. Treasury Securities |  |
Assets carried at fair value |  |
Investment securities available for sale | 2,924 | 2,887
Fair Value, Measurements, Recurring | Level 1 | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Multi-family collateralized debt obligations |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 0 | 0
Fair Value, Measurements, Recurring | Level 2 |  |
Assets carried at fair value |  |
Residential mortgage loans, at fair value | 0 | 0
Investment in unconsolidated entities | 0 | 0
Total | 805,212 | 920,870
Liabilities carried at fair value |  |
Total | 274 | 391
Fair Value, Measurements, Recurring | Level 2 | TBA securities |  |
Assets carried at fair value |  |
Derivative assets | 180,562 | 148,139
Fair Value, Measurements, Recurring | Level 2 | Interest rate swap futures |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Fair Value, Measurements, Recurring | Level 2 | U.S. Treasury futures |  |
Liabilities carried at fair value |  |
Derivative liabilities | 0 | 0
Fair Value, Measurements, Recurring | Level 2 | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 18 | 108
Liabilities carried at fair value |  |
Derivative liabilities | 274 | 391
Fair Value, Measurements, Recurring | Level 2 | Swaptions |  |
Assets carried at fair value |  |
Derivative assets | 18 | 431
Fair Value, Measurements, Recurring | Level 2 | Eurodollar futures |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Fair Value, Measurements, Recurring | Level 2 | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 415,032 | 526,363
Fair Value, Measurements, Recurring | Level 2 | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 133,022 | 163,284
Fair Value, Measurements, Recurring | Level 2 | U.S. Treasury Securities |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 2 | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 76,560 | 82,545
Fair Value, Measurements, Recurring | Level 2 | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 0
Fair Value, Measurements, Recurring | Level 2 | Multi-family collateralized debt obligations |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 0 | 0
Fair Value, Measurements, Recurring | Level 3 |  |
Assets carried at fair value |  |
Residential mortgage loans, at fair value | 69,512 | 17,769
Investment in unconsolidated entities | 41,026 | 60,332
Total | 8,556,495 | 7,061,842
Liabilities carried at fair value |  |
Total | 7,990,619 | 6,624,896
Fair Value, Measurements, Recurring | Level 3 | TBA securities |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | Interest rate swap futures |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | U.S. Treasury futures |  |
Liabilities carried at fair value |  |
Derivative liabilities | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Liabilities carried at fair value |  |
Derivative liabilities | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | Swaptions |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | Eurodollar futures |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | U.S. Treasury Securities |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 46,623 | 43,897
Fair Value, Measurements, Recurring | Level 3 | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 8,399,334 | 6,939,844
Fair Value, Measurements, Recurring | Level 3 | Multi-family collateralized debt obligations |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | $ 7,990,619 | $ 6,624,896

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