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Repurchase Agreements - Assets Pledged as Collateral (Details) - USD ($)
$ in Thousands
Sep. 30, 2019
Dec. 31, 2018
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements $ 1,823,910 $ 1,543,577
Fair Value of Collateral Pledged 2,152,081 1,784,191
Amortized Cost of Collateral Pledged 1,962,280 1,672,486
Consolidated K-Series    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
K-Series, carrying value 885,100 657,600
Agency ARMs    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements 55,598 67,648
Fair Value of Collateral Pledged 57,546 70,747
Amortized Cost of Collateral Pledged 58,993 73,290
Agency Fixed- Rate    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements 785,266 857,582
Fair Value of Collateral Pledged 830,400 907,610
Amortized Cost of Collateral Pledged 832,071 940,994
Non-Agency RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements 210,339 88,730
Fair Value of Collateral Pledged 288,014 117,958
Amortized Cost of Collateral Pledged 280,724 118,414
CMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements 772,707 529,617
Fair Value of Collateral Pledged 976,121 687,876
Amortized Cost of Collateral Pledged 790,492 539,788
CMBS | Consolidated K-Series    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
K-Series, carrying value $ 773,400 $ 543,000