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Financing Arrangements, Portfolio Investments - Narrative (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2017
USD ($)
counterparty
Dec. 31, 2016
USD ($)
counterparty
Dec. 31, 2015
USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]      
Repurchase agreement, average days to maturity 44 days 12 days  
Accrued interest payable $ 2,500 $ 1,100  
Advance rate (as a percent) 90.00%    
Average haircut (as a percent) 10.00%    
Repurchase agreement, number of counterparties | counterparty 10 8  
Cash and cash equivalents $ 95,191 $ 83,554 $ 61,959
Unencumbered investment securities $ 315,700    
Liquidation proceeds (as a percent) 32.20%    
Agency RMBS      
Accounts, Notes, Loans and Financing Receivable [Line Items]      
Average haircut (as a percent) 5.00%    
Residential Mortgage Backed Securities      
Accounts, Notes, Loans and Financing Receivable [Line Items]      
Unencumbered investment securities $ 188,800    
Non-Agency RMBS      
Accounts, Notes, Loans and Financing Receivable [Line Items]      
Average haircut (as a percent) 25.00%    
Unencumbered investment securities $ 50,300    
CMBS      
Accounts, Notes, Loans and Financing Receivable [Line Items]      
Average haircut (as a percent) 24.00%    
Unencumbered investment securities $ 76,600    
Held in Agency IO Portfolio for Trading Purposes      
Accounts, Notes, Loans and Financing Receivable [Line Items]      
Unencumbered investment securities $ 500    
Stockholders' Equity, Total | Lender Concentration Risk      
Accounts, Notes, Loans and Financing Receivable [Line Items]      
Concentration risk, percentage 5.00% 5.10%  
Consolidated K-Series      
Accounts, Notes, Loans and Financing Receivable [Line Items]      
K-series net carrying value $ 468,000 $ 314,900  
Consolidated K-Series | CMBS      
Accounts, Notes, Loans and Financing Receivable [Line Items]      
K-series net carrying value 377,500 254,600  
Loans      
Accounts, Notes, Loans and Financing Receivable [Line Items]      
Repurchase agreement, outstanding balance $ 1,300,000 $ 773,100  
Weighted average interest rate (as a percent) 2.18% 1.92%