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Repurchase Agreements - Narrative (Details)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2020
USD ($)
counterparty
Dec. 31, 2019
USD ($)
counterparty
Jun. 30, 2019
USD ($)
Financial Instruments Owned and Pledged as Collateral [Line Items]      
Average days to maturity 55 days 73 days  
Interest payable $ 200 $ 8,800  
Advance rate 55.00%    
Average haircut 45.00%    
Repurchase agreements, number of counterparties | counterparty 1 14  
Cash and cash equivalents $ 371,697 $ 118,763 $ 134,993
Unencumbered investment securities $ 812,461 535,827  
Liquidation proceeds, percentage 100.00%    
Credit Suisse AG, Cayman Islands Branch [Member]      
Financial Instruments Owned and Pledged as Collateral [Line Items]      
Repurchase agreement, amount at risk $ 255,200    
Residential loans      
Financial Instruments Owned and Pledged as Collateral [Line Items]      
Repurchase agreements, number of counterparties | counterparty 1    
Deferred finance costs, gross $ 1,400 $ 800  
Loans      
Financial Instruments Owned and Pledged as Collateral [Line Items]      
Weighted average interest rate 2.72% 2.72%