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Financing Arrangements, Portfolio Investments - Assets Pledged as Collateral (Details) - USD ($)
$ in Thousands
Sep. 30, 2017
Dec. 31, 2016
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements $ 608,304 $ 773,142
Fair Value of Collateral Pledged 731,855 945,143
Amortized Cost of Collateral Pledged 689,722 889,327
Consolidated K-Series    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
K-Series, carrying value 408,700 314,900
Agency ARMs    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements 80,327 102,088
Fair Value of Collateral Pledged 85,117 109,552
Amortized Cost of Collateral Pledged 85,990 110,903
Agency Fixed Rate    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements 248,936 289,619
Fair Value of Collateral Pledged 261,450 308,411
Amortized Cost of Collateral Pledged 270,587 318,544
Agency IOs/U.S. Treasury Securities    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements 26,048 60,862
Fair Value of Collateral Pledged 36,702 82,153
Amortized Cost of Collateral Pledged 47,913 93,819
Non Agency    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements 48,773 113,749
Fair Value of Collateral Pledged 64,917 150,944
Amortized Cost of Collateral Pledged 63,792 149,969
CMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements 204,220 206,824
Fair Value of Collateral Pledged 283,669 294,083
Amortized Cost of Collateral Pledged 221,440 216,092
CMBS | Consolidated K-Series    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
K-Series, carrying value $ 237,800 $ 254,600