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Investment Securities Available for Sale, at Fair Value - Schedule of Investment Securities Available for Sale (Details) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2020	Dec. 31, 2019	Mar. 31, 2020
Fair Value Option
Amortized Cost	$ 288,935	$ 244,735
Gains	8,866	2,998
Unrealized Losses	(17,503)	(2,405)
Fair Value	280,298	245,328
CECL Securities
Amortized Cost	335,338	1,735,680
Unrealized Gains	1,685	32,723
Unrealized Losses	(13,624)	(7,591)
Fair Value	323,399	1,760,812
Total CECL Securities and Fair Value Option
Amortized Cost	624,273	1,980,415
Unrealized Gains	10,551	35,721
Unrealized Losses	(31,127)	(9,996)
Fair Value	603,697	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
Total CECL Securities and Fair Value Option
Weighted average reset period		26 months
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
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	108,134	122,628
Gains	153	2,435
Unrealized Losses	(11,884)	(1,248)
Fair Value	96,403	123,815
CECL Securities
Amortized Cost	291,925	578,955
Unrealized Gains	425	12,557
Unrealized Losses	(12,988)	(13)
Fair Value	279,362	591,499
Non-Agency RMBS | Non-Agency RMBS Held in Securitization Trust
Fair Value Option
Fair Value	44,300
CECL Securities
Fair Value	87,600
CMBS
Fair Value Option
Amortized Cost	141,282	20,096
Gains	3,225	563
Unrealized Losses	(5,619)	(19)
Fair Value	138,888	20,640
CECL Securities
Amortized Cost	43,413	234,524
Unrealized Gains	1,260	12,737
Unrealized Losses	(636)	(124)
Fair Value	44,037	247,137
CMBS | VIE, Primary Beneficiary | Consolidated K-Series
Total CECL Securities and Fair Value Option
Securities owned, fair value	95,900
ABS
Fair Value Option
Amortized Cost	39,519	49,902
Gains	5,488	0
Unrealized Losses	0	(688)
Fair Value	$ 45,007	$ 49,214

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