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Repurchase Agreements - Assets Pledged as Collateral (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Borrowings $ 2,352,102 $ 1,543,577
Fair Value of Collateral Pledged 2,839,379 1,784,191
Amortized Cost Of Collateral Pledged 2,643,541 1,672,486
Agency RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Borrowings 812,742 925,230
Fair Value of Collateral Pledged 865,765 978,357
Amortized Cost Of Collateral Pledged 864,428 1,014,284
Agency CMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Borrowings 133,184 0
Fair Value of Collateral Pledged 139,317 0
Amortized Cost Of Collateral Pledged 140,118 0
Non-Agency RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Borrowings 594,286 88,730
Fair Value of Collateral Pledged 797,784 117,958
Amortized Cost Of Collateral Pledged 785,952 118,414
CMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Borrowings 811,890 529,617
Fair Value of Collateral Pledged 1,036,513 687,876
Amortized Cost Of Collateral Pledged 853,043 539,788
Consolidated SLST | Agency RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Securities owned and pledged as collateral, fair value 26,200  
Consolidated SLST | Non-Agency RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Securities owned and pledged as collateral, fair value 214,800  
Consolidated K-Series | Agency CMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Securities owned and pledged as collateral, fair value 88,400  
Consolidated K-Series | CMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Securities owned and pledged as collateral, fair value $ 848,200 $ 543,000