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Repurchase Agreements - Amounts Outstanding and Secured by Assets Pledged as Collateral (Details) - USD ($) $ in Thousands | 1 Months Ended | 3 Months Ended |
--- | --- | --- | ---
Apr. 30, 2020 | Mar. 31, 2020 | Mar. 31, 2019 | Dec. 31, 2019
Financial Instruments Owned and Pledged as Collateral [Line Items] |  |  |  |
Outstanding Repurchase Agreements |  | $ 713,364 |  | $ 2,352,102
Fair Value of Collateral Pledged |  | 923,431 |  | 2,839,379
Amortized Cost of Collateral Pledged |  | 1,058,609 |  | 2,643,541
Proceeds from sale securities |  | (1,677,506) | $ 141,153 |
Subsequent Event |  |  |  |
Financial Instruments Owned and Pledged as Collateral [Line Items] |  |  |  |
Outstanding Repurchase Agreements | $ 248,800 |  |  |
Proceeds from sale securities | (562,900) |  |  |
Agency RMBS |  |  |  |
Financial Instruments Owned and Pledged as Collateral [Line Items] |  |  |  |
Outstanding Repurchase Agreements |  | 0 |  | 812,742
Fair Value of Collateral Pledged |  | 0 |  | 865,765
Amortized Cost of Collateral Pledged |  | 0 |  | 864,428
Agency RMBS | VIE, Primary Beneficiary | Consolidated SLST |  |  |  |
Financial Instruments Owned and Pledged as Collateral [Line Items] |  |  |  |
Fair value amount |  |  |  | 26,200
Agency CMBS |  |  |  |
Financial Instruments Owned and Pledged as Collateral [Line Items] |  |  |  |
Outstanding Repurchase Agreements |  | 0 |  | 133,184
Fair Value of Collateral Pledged |  | 0 |  | 139,317
Amortized Cost of Collateral Pledged |  | 0 |  | 140,118
Agency CMBS | VIE, Primary Beneficiary | Consolidated K-Series |  |  |  |
Financial Instruments Owned and Pledged as Collateral [Line Items] |  |  |  |
Fair value amount |  |  |  | 88,400
Non-Agency RMBS |  |  |  |
Financial Instruments Owned and Pledged as Collateral [Line Items] |  |  |  |
Outstanding Repurchase Agreements |  | 333,227 |  | 594,286
Fair Value of Collateral Pledged |  | 414,605 |  | 797,784
Amortized Cost of Collateral Pledged |  | 550,719 |  | 785,952
Non-Agency RMBS | Collateral Pledged [Member] |  |  |  |
Financial Instruments Owned and Pledged as Collateral [Line Items] |  |  |  |
Restricted cash posted as margin |  | 58,300 |  |
Non-Agency RMBS | VIE, Primary Beneficiary | Consolidated SLST |  |  |  |
Financial Instruments Owned and Pledged as Collateral [Line Items] |  |  |  |
Fair value amount |  | 155,400 |  | 214,800
CMBS |  |  |  |
Financial Instruments Owned and Pledged as Collateral [Line Items] |  |  |  |
Outstanding Repurchase Agreements |  | 380,137 |  | 811,890
Fair Value of Collateral Pledged |  | 508,826 |  | 1,036,513
Amortized Cost of Collateral Pledged |  | 507,890 |  | 853,043
Securities sold pending settlement |  | 199,200 |  |
CMBS | Collateral Pledged [Member] |  |  |  |
Financial Instruments Owned and Pledged as Collateral [Line Items] |  |  |  |
Restricted cash posted as margin |  | $ 111,200 |  |
CMBS | Subsequent Event |  |  |  |
Financial Instruments Owned and Pledged as Collateral [Line Items] |  |  |  |
Proceeds from sale securities | $ 211,200 |  |  |
CMBS | VIE, Primary Beneficiary | Consolidated K-Series |  |  |  |
Financial Instruments Owned and Pledged as Collateral [Line Items] |  |  |  |
Fair value amount |  |  |  | $ 848,200

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- Definition The fair value as of the balance sheet date of financial instruments and other positions owned by the entity and pledged to counterparties as collateral, including: (1) mortgages, mortgage-backed and asset backed securities; (2) US government and agency obligations; (3) state and municipal government obligations; (4) other sovereign government debt; (5) corporate obligations; (6) corporate equities; (7) principal investments; (8) derivative contracts; and (9) physical commodities. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=66007379&loc=d3e113888-111728 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 30 -Section 50 -Paragraph 1A -Subparagraph (c)(2) -URI http://asc.fasb.org/extlink&oid=109249958&loc=SL6224234-111729 + Details
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- Definition The cash flow from investments sold under the agreement to repurchase such investment. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 9 -URI http://asc.fasb.org/extlink&oid=118932676&loc=d3e3098-108585 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 8 -URI http://asc.fasb.org/extlink&oid=118932676&loc=d3e3095-108585 + Details
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- Definition Amount, after the effects of master netting arrangements, of funds outstanding borrowed in the form of a security repurchase agreement between the entity and another party for the sale and repurchase of identical or substantially the same securities at a date certain for a specified price. Includes liabilities not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 45 -Paragraph 11 -URI http://asc.fasb.org/extlink&oid=49176635&loc=d3e9760-107771 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 210 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-03.13(1)) -URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878 Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(m)(1)(a)(i)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 + Details
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