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Repurchase Agreements - Assets Pledged as Collateral (Details) - USD ($)
$ in Thousands
Jun. 30, 2019
Dec. 31, 2018
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements $ 1,843,815 $ 1,543,577
Fair Value of Collateral Pledged 2,156,962 1,784,191
Amortized Cost of Collateral Pledged 1,929,216 1,672,486
Consolidated K-Series    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
K-Series, carrying value 801,200 657,600
Agency ARMs    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements 58,802 67,648
Fair Value of Collateral Pledged 62,295 70,747
Amortized Cost of Collateral Pledged 64,004 73,290
Agency Fixed- Rate    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements 812,811 857,582
Fair Value of Collateral Pledged 858,359 907,610
Amortized Cost of Collateral Pledged 863,160 940,994
Non-Agency RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements 172,108 88,730
Fair Value of Collateral Pledged 234,583 117,958
Amortized Cost of Collateral Pledged 232,657 118,414
CMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements 800,094 529,617
Fair Value of Collateral Pledged 1,001,725 687,876
Amortized Cost of Collateral Pledged 769,395 539,788
CMBS | Consolidated K-Series    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
K-Series, carrying value $ 755,300 $ 543,000