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Repurchase Agreements - Assets Pledged as Collateral (Details) - USD ($)
$ in Thousands
Mar. 31, 2019
Dec. 31, 2018
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements $ 1,654,439 $ 1,543,577
Fair Value of Collateral Pledged 1,954,746 1,784,191
Amortized Cost of Collateral Pledged 1,809,917 1,672,486
Consolidated K-Series    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
K-Series, carrying value 781,100 657,600
Agency ARMs    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements 64,706 67,648
Fair Value of Collateral Pledged 68,220 70,747
Amortized Cost of Collateral Pledged 70,513 73,290
Agency Fixed- Rate    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements 829,154 857,582
Fair Value of Collateral Pledged 879,501 907,610
Amortized Cost of Collateral Pledged 897,055 940,994
Non-Agency RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements 136,782 88,730
Fair Value of Collateral Pledged 185,881 117,958
Amortized Cost of Collateral Pledged 182,905 118,414
CMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements 623,797 529,617
Fair Value of Collateral Pledged 821,144 687,876
Amortized Cost of Collateral Pledged 659,444 539,788
CMBS | Consolidated K-Series    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
K-Series, carrying value $ 602,800 $ 543,000