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Financing Arrangements, Portfolio Investments - Assets Pledged as Collateral (Details) - USD ($)
$ in Thousands
Mar. 31, 2018
Dec. 31, 2017
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements $ 1,287,314 $ 1,276,918
Fair Value of Collateral Pledged 1,470,903 1,453,699
Amortized Cost of Collateral Pledged 1,392,272 1,368,115
Consolidated K-Series    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
K-Series, carrying value 484,800 468,000
Agency ARMs    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements 80,977 86,349
Fair Value of Collateral Pledged 84,361 90,343
Amortized Cost of Collateral Pledged 87,132 92,586
Agency Fixed- Rate    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements 853,390 842,474
Fair Value of Collateral Pledged 902,219 890,359
Amortized Cost of Collateral Pledged 933,829 902,744
Non-Agency RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements 37,016 38,160
Fair Value of Collateral Pledged 49,205 51,841
Amortized Cost of Collateral Pledged 48,269 50,693
CMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements 315,931 309,935
Fair Value of Collateral Pledged 435,118 421,156
Amortized Cost of Collateral Pledged 323,042 322,092
CMBS | Consolidated K-Series    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
K-Series, carrying value $ 393,400 $ 377,500