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Repurchase Agreements - Amounts Outstanding and Secured by Assets Pledged as Collateral (Details) - USD ($)
$ in Thousands
Jun. 30, 2020
Dec. 31, 2019
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements $ 87,571 $ 2,352,102
Fair Value of Collateral Pledged 156,523 2,839,379
Amortized Cost of Collateral Pledged 214,328 2,643,541
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 87,571 594,286
Fair Value of Collateral Pledged 156,523 797,784
Amortized Cost of Collateral Pledged 214,328 785,952
Non-Agency RMBS | VIE, Primary Beneficiary | Consolidated SLST    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Fair value amount 156,500 214,800
CMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Repurchase Agreements 0 811,890
Fair Value of Collateral Pledged 0 1,036,513
Amortized Cost of Collateral Pledged $ 0 853,043
CMBS | VIE, Primary Beneficiary | Consolidated K-Series    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Fair value amount   $ 848,200