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Investment Securities Available for Sale - Schedule of Investment Securities Available for Sale in Unrealized Loss Position (Details) - USD ($)
$ in Thousands
Sep. 30, 2019
Dec. 31, 2018
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]    
Carrying Value Less Than 12 Months $ 46,741 $ 573,470
Gross Unrealized Losses Less Than 12 Months (332) (9,864)
Carrying Value Greater Than 12 Months 291,919 726,186
Gross Unrealized Losses Greater Than 12 Months (7,991) (30,262)
Carrying Value 338,660 1,299,656
Gross Unrealized Losses (8,323) (40,126)
Agency RMBS    
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]    
Carrying Value Less Than 12 Months 0 310,783
Gross Unrealized Losses Less Than 12 Months 0 (8,037)
Carrying Value Greater Than 12 Months 291,801 726,028
Gross Unrealized Losses Greater Than 12 Months (7,977) (30,247)
Carrying Value 291,801 1,036,811
Gross Unrealized Losses (7,977) (38,284)
Non-Agency RMBS    
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]    
Carrying Value Less Than 12 Months 15,430 187,395
Gross Unrealized Losses Less Than 12 Months (178) (1,451)
Carrying Value Greater Than 12 Months 118 158
Gross Unrealized Losses Greater Than 12 Months (14) (15)
Carrying Value 15,548 187,553
Gross Unrealized Losses (192) (1,466)
CMBS    
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]    
Carrying Value Less Than 12 Months 31,311 75,292
Gross Unrealized Losses Less Than 12 Months (154) (376)
Carrying Value Greater Than 12 Months 0 0
Gross Unrealized Losses Greater Than 12 Months 0 0
Carrying Value 31,311 75,292
Gross Unrealized Losses $ (154) $ (376)