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Financing Arrangements, Portfolio Investments - Narrative (Details)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2017
USD ($)
counterparty
Dec. 31, 2016
USD ($)
counterparty
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Average days to maturity 18 days 12 days
Interest payable $ 500 $ 1,100
Advance rate 87.80%  
Average haircut 12.20%  
Repurchase agreements, number of counterparties | counterparty 8  
Cash and cash equivalents $ 101,904 $ 83,554
Unencumbered investment securities $ 243,100  
Liquidation proceeds, percentage 58.20%  
Held in Agency IO Portfolio for Trading Purposes    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Unencumbered investment securities $ 8,900  
Lender Concentration Risk | Stockholders' Equity    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements, number of counterparties | counterparty 0 0
Concentration risk, percentage   5.10%
Agency RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Average haircut 4.00% 5.00%
Non-Agency RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Average haircut 25.00%  
Unencumbered investment securities $ 68,100  
CMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Average haircut 20.00%  
Unencumbered investment securities $ 139,900  
Agency IOs    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Average haircut 25.00%  
Residential Mortgage Backed Securities    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Unencumbered investment securities $ 35,100  
Loans    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreement, amount outstanding $ 608,300 $ 773,100
Weighted average interest rate 2.33% 1.92%