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Mortgage-Backed Securities and other securities - Gross unrealized losses and estimated fair value (Details)
$ in Thousands
Dec. 31, 2019
USD ($)
item
Dec. 31, 2018
USD ($)
item
Fair Value    
Fair value, less than 12 Months $ 412,552 $ 114,194
Fair value, 12 months or longer 19,897 903,289
Fair Value 432,449 1,017,483
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss (11,267) (1,540)
12 Months or Longer, Accumulated Loss (666) (31,503)
Unrealized Losses $ (11,933) $ (33,043)
Number of Securities    
Number of positions, less than 12 Months | item 55 21
Number of positions, 12 months or longer | item 11 85
Number of Securities | item 66 106
Agency CMBS    
Fair Value    
Fair value, less than 12 Months $ 214,084 $ 29,413
Fair value, 12 months or longer 0 879,549
Fair Value 214,084 908,962
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss (5,798) (307)
12 Months or Longer, Accumulated Loss 0 (29,287)
Unrealized Losses $ (5,798) $ (29,594)
Number of Securities    
Number of positions, less than 12 Months | item 16 3
Number of positions, 12 months or longer | item 0 72
Number of Securities | item 16 75
Agency RMBS Interest-Only Strips    
Fair Value    
Fair value, less than 12 Months $ 1,376 $ 3,277
Fair value, 12 months or longer 1,828 3,917
Fair Value 3,204 7,194
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss (43) (124)
12 Months or Longer, Accumulated Loss (95) (283)
Unrealized Losses $ (138) $ (407)
Number of Securities    
Number of positions, less than 12 Months | item 4 7
Number of positions, 12 months or longer | item 7 9
Number of Securities | item 11 16
Subtotal Agency RMBS    
Fair Value    
Fair value, less than 12 Months $ 215,460 $ 32,690
Fair value, 12 months or longer 1,828 883,466
Fair Value 217,288 916,156
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss (5,841) (431)
12 Months or Longer, Accumulated Loss (95) (29,570)
Unrealized Losses $ (5,936) $ (30,001)
Number of Securities    
Number of positions, less than 12 Months | item 20 10
Number of positions, 12 months or longer | item 7 81
Number of Securities | item 27 91
Non-Agency RMBS    
Fair Value    
Fair value, less than 12 Months $ 13,214 $ 0
Fair value, 12 months or longer 0 500
Fair Value 13,214 500
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss (260) 0
12 Months or Longer, Accumulated Loss 0 0
Unrealized Losses $ (260) $ 0
Number of Securities    
Number of positions, less than 12 Months | item 1 0
Number of positions, 12 months or longer | item 0 1
Number of Securities | item 1 1
Non-Agency RMBS Interest-Only Strips    
Fair Value    
Fair value, less than 12 Months $ 1,716 $ 957
Fair value, 12 months or longer 0 0
Fair Value 1,716 957
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss (658) (7)
12 Months or Longer, Accumulated Loss 0 0
Unrealized Losses $ (658) $ (7)
Number of Securities    
Number of positions, less than 12 Months | item 1 2
Number of positions, 12 months or longer | item 0 0
Number of Securities | item 1 2
Non-Agency CMBS    
Fair Value    
Fair value, less than 12 Months $ 171,650 $ 65,339
Fair value, 12 months or longer 18,069 19,323
Fair Value 189,719 84,662
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss (4,302) (712)
12 Months or Longer, Accumulated Loss (571) (1,933)
Unrealized Losses $ (4,873) $ (2,645)
Number of Securities    
Number of positions, less than 12 Months | item 31 7
Number of positions, 12 months or longer | item 4 3
Number of Securities | item 35 10
Subtotal Non-Agency MBS    
Fair Value    
Fair value, less than 12 Months $ 186,580 $ 66,296
Fair value, 12 months or longer 18,069 19,823
Fair Value 204,649 86,119
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss (5,220) (719)
12 Months or Longer, Accumulated Loss (571) (1,933)
Unrealized Losses $ (5,791) $ (2,652)
Number of Securities    
Number of positions, less than 12 Months | item 33 9
Number of positions, 12 months or longer | item 4 4
Number of Securities | item 37 13
Other securities    
Fair Value    
Fair value, less than 12 Months $ 10,512 $ 15,208
Fair value, 12 months or longer 0 0
Fair Value 10,512 15,208
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss (206) (390)
12 Months or Longer, Accumulated Loss 0 0
Unrealized Losses $ (206) $ (390)
Number of Securities    
Number of positions, less than 12 Months | item 2 2
Number of positions, 12 months or longer | item 0 0
Number of Securities | item 2 2