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Fair Value of Financial Instruments - Assets and Liabilities Measured at Fair Value on a Recurring Basis (Details) - USD ($) $ in Thousands | Mar. 31, 2019 | Dec. 31, 2018
--- | --- | ---
Assets carried at fair value |  |
Investment securities available for sale | $ 1,583,965 | $ 1,512,252
Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets |  | 1,800
Liabilities carried at fair value |  |
Derivative labilities | 12,800 | 8,500
Variation margin | 27,700 | 8,500
Level 3 |  |
Assets carried at fair value |  |
Investments in unconsolidated entities | 92,961 | 73,833
Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Distressed and other residential mortgage loans, at fair value | 875,566 | 737,523
Investments in unconsolidated entities | 36,575 | 32,994
Total | 16,839,315 | 13,972,879
Liabilities carried at fair value |  |
Total | 13,547,195 | 11,022,248
Fair Value, Measurements, Recurring | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 14,873 | 10,263
Fair Value, Measurements, Recurring | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 1,023,938 | 1,037,730
Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 314,086 | 214,037
Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 245,941 | 260,485
Fair Value, Measurements, Recurring | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 14,328,336 | 11,679,847
Fair Value, Measurements, Recurring | Multi-family collateralized debt obligations |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 13,547,195 | 11,022,248
Fair Value, Measurements, Recurring | Level 1 |  |
Assets carried at fair value |  |
Distressed and other residential mortgage loans, at fair value | 0 | 0
Investments in unconsolidated entities | 0 | 0
Total | 0 | 0
Liabilities carried at fair value |  |
Total | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 0
Fair Value, Measurements, Recurring | Level 1 | Multi-family collateralized debt obligations |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 0 | 0
Fair Value, Measurements, Recurring | Level 2 |  |
Assets carried at fair value |  |
Distressed and other residential mortgage loans, at fair value | 0 | 0
Investments in unconsolidated entities | 0 | 0
Total | 1,598,838 | 1,469,815
Liabilities carried at fair value |  |
Total | 0 | 0
Fair Value, Measurements, Recurring | Level 2 | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 14,873 | 10,263
Fair Value, Measurements, Recurring | Level 2 | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 1,023,938 | 1,037,730
Fair Value, Measurements, Recurring | Level 2 | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 314,086 | 214,037
Fair Value, Measurements, Recurring | Level 2 | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 245,941 | 207,785
Fair Value, Measurements, Recurring | Level 2 | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 0
Fair Value, Measurements, Recurring | Level 2 | Multi-family collateralized debt obligations |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 0 | 0
Fair Value, Measurements, Recurring | Level 3 |  |
Assets carried at fair value |  |
Distressed and other residential mortgage loans, at fair value | 875,566 | 737,523
Investments in unconsolidated entities | 36,575 | 32,994
Total | 15,240,477 | 12,503,064
Liabilities carried at fair value |  |
Total | 13,547,195 | 11,022,248
Fair Value, Measurements, Recurring | Level 3 | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Fair Value, Measurements, Recurring | Level 3 | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 52,700
Fair Value, Measurements, Recurring | Level 3 | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 14,328,336 | 11,679,847
Fair Value, Measurements, Recurring | Level 3 | Multi-family collateralized debt obligations |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | $ 13,547,195 | $ 11,022,248

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