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Investment Securities Available for Sale, at Fair Value - Schedule of Investment Securities Available for Sale (Details) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2020	Dec. 31, 2019	Mar. 31, 2020
Fair Value Option
Amortized Cost	$ 489,833	$ 244,735
Gains	9,746	2,998
Unrealized Losses	(37,576)	(2,405)
Fair Value	462,003	245,328
CECL Securities
Amortized Cost	533,233	1,735,680
Unrealized Gains	1,084	32,723
Unrealized Losses	(35,512)	(7,591)
Fair Value	498,805	1,760,812
Total CECL Securities and Fair Value Option
Amortized Cost	1,023,066	1,980,415
Unrealized Gains	10,830	35,721
Unrealized Losses	(73,088)	(9,996)
Fair Value	960,808	2,006,140
VIE, Primary Beneficiary | Consolidated K-Series
Total CECL Securities and Fair Value Option
Securities owned, fair value			$ 237,300
Agency RMBS
Fair Value Option
Amortized Cost	0	21,033
Gains	0	0
Unrealized Losses	0	(55)
Fair Value	0	20,978
CECL Securities
Amortized Cost	0	901,943
Unrealized Gains	0	7,410
Unrealized Losses	0	(7,454)
Fair Value	0	901,899
Agency RMBS | Agency Fixed- Rate
Fair Value Option
Amortized Cost	0	21,033
Gains	0	0
Unrealized Losses	0	(55)
Fair Value	0	20,978
CECL Securities
Amortized Cost	0	846,203
Unrealized Gains	0	7,397
Unrealized Losses	0	(6,107)
Fair Value	0	847,493
Agency RMBS | Agency ARMs
CECL Securities
Amortized Cost	0	55,740
Unrealized Gains	0	13
Unrealized Losses	0	(1,347)
Fair Value	0	$ 54,406
Total CECL Securities and Fair Value Option
Weighted average reset period		26 months
Agency CMBS
Fair Value Option
Amortized Cost	0	$ 31,076
Gains	0	0
Unrealized Losses	0	(395)
Fair Value	0	30,681
CECL Securities
Amortized Cost	0	20,258
Unrealized Gains	0	19
Unrealized Losses	0	0
Fair Value	0	20,277
Total Agency
Fair Value Option
Amortized Cost	0	52,109
Gains	0	0
Unrealized Losses	0	(450)
Fair Value	0	51,659
CECL Securities
Amortized Cost	0	922,201
Unrealized Gains	0	7,429
Unrealized Losses	0	(7,454)
Fair Value	0	922,176
Non-Agency RMBS
Fair Value Option
Amortized Cost	214,841	122,628
Gains	438	2,435
Unrealized Losses	(23,342)	(1,248)
Fair Value	191,937	123,815
CECL Securities
Amortized Cost	470,600	578,955
Unrealized Gains	0	12,557
Unrealized Losses	(32,341)	(13)
Fair Value	438,259	591,499
Non-Agency RMBS | Non-Agency RMBS Held in Securitization Trust
Fair Value Option
Fair Value	90,800
CECL Securities
Fair Value	86,300
CMBS
Fair Value Option
Amortized Cost	229,023	20,096
Gains	9,308	563
Unrealized Losses	(10,765)	(19)
Fair Value	227,566	20,640
CECL Securities
Amortized Cost	62,633	234,524
Unrealized Gains	1,084	12,737
Unrealized Losses	(3,171)	(124)
Fair Value	60,546	247,137
CMBS | VIE, Primary Beneficiary | Consolidated K-Series
Total CECL Securities and Fair Value Option
Securities owned, fair value	139,800
ABS
Fair Value Option
Amortized Cost	45,969	49,902
Gains	0	0
Unrealized Losses	(3,469)	(688)
Fair Value	$ 42,500	$ 49,214

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