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Financing Arrangements, Portfolio Investments - Assets Pledged as Collateral (Details) - USD ($)
$ in Thousands
Jun. 30, 2018
Dec. 31, 2017
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements $ 1,179,961 $ 1,276,918
Fair Value of Collateral Pledged 1,361,732 1,453,699
Amortized Cost of Collateral Pledged 1,277,454 1,368,115
Consolidated K-Series    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
K-Series, carrying value 506,500 468,000
Agency ARMs    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements 65,173 86,349
Fair Value of Collateral Pledged 67,923 90,343
Amortized Cost of Collateral Pledged 70,385 92,586
Agency Fixed- Rate    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements 809,744 842,474
Fair Value of Collateral Pledged 856,397 890,359
Amortized Cost of Collateral Pledged 892,262 902,744
Non-Agency RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements 9,750 38,160
Fair Value of Collateral Pledged 11,885 51,841
Amortized Cost of Collateral Pledged 11,751 50,693
CMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Financing Arrangements 295,294 309,935
Fair Value of Collateral Pledged 425,527 421,156
Amortized Cost of Collateral Pledged 303,056 322,092
CMBS | Consolidated K-Series    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
K-Series, carrying value $ 385,600 $ 377,500