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Mortgage-Backed Securities and other securities - Sales and realized gains (losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Dec. 31, 2019
Sep. 30, 2019
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Sep. 30, 2018
Jun. 30, 2018
Mar. 31, 2018
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]                      
Proceeds                   $ 2,430,054  
Net Gain (Loss) $ 11,992 $ 21,399 $ (8) $ (5,105) $ (33,995) $ (24,229) $ (5,608) $ 575 $ 28,278 (63,257) $ 20,598
Total mortgage-backed securities and other securities                      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]                      
Proceeds                 1,136,617   1,589,145
Gross Gains                 34,669 18,512 32,632
Gross Losses                 (5,814) (81,721) (12,034)
Net Gain (Loss)                 28,855 (63,209) 20,598
Agency CMBS                      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]                      
Proceeds                 891,072 1,534,967  
Gross Gains                 32,793 0  
Gross Losses                 (4,190) (51,045)  
Net Gain (Loss)                 28,603 (51,045)  
Subtotal Agency RMBS                      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]                      
Proceeds                 205,310 589,854 1,251,985
Gross Gains                 1,559 18 5,020
Gross Losses                 0 (23,997) (7,936)
Net Gain (Loss)                 1,559 (23,979) (2,916)
Subtotal Agency RMBS | Agency interest only strips accounted for as derivatives                      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]                      
Proceeds                     2,600
Gross Gains                     432
Subtotal Agency RMBS | Non Agency RMBS Interest Only Strips Accounted For As Derivatives                      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]                      
Proceeds                     2,200
Gross Gains                     274
Gross Losses                     (180)
Non-Agency RMBS                      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]                      
Proceeds                   99,842 243,838
Gross Gains                   7,008 24,356
Gross Losses                   (478) (2,241)
Net Gain (Loss)                   6,530 22,115
Non-Agency CMBS                      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]                      
Proceeds                 40,235 140,292 54,875
Gross Gains                 317 3,086 2,543
Gross Losses                 (1,624) (6,201) (1,803)
Net Gain (Loss)                 $ (1,307) (3,115) 740
Other securities                      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]                      
Proceeds                   65,099 38,447
Gross Gains                   8,400 713
Gross Losses                   0 (54)
Net Gain (Loss)                   $ 8,400 $ 659