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Financings - Collateral Positions (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Collateral Positions    
Assets pledged- fair value $ 3,259,305 $ 3,277,274
Accrued interest 13,449 19,084
Assets pledged and accrued interest 3,272,754 3,296,358
Due from counterparties 43,500 1,200
Due to counterparties 709 17,800
Securities received as collateral 0 5,200
VIE    
Collateral Positions    
Assets pledged 34,897 221,486
VIE | Agency CMBS    
Collateral Positions    
Assets pledged 1,400,230 1,486,142
Accrued interest 3,916 4,262
Assets pledged and accrued interest 1,404,146 1,490,404
Repurchase Agreements    
Collateral Positions    
Assets pledged 3,200,000 3,300,000
Repurchase Agreements | Subtotal Agency RMBS    
Collateral Positions    
Assets pledged 356,687 19,837
Accrued interest 1,336 453
Assets pledged and accrued interest 358,023 20,290
Repurchase Agreements | Non-Agency RMBS    
Collateral Positions    
Assets pledged 45,816 50,555
Accrued interest 414 479
Assets pledged and accrued interest 46,230 51,034
Repurchase Agreements | Non-Agency CMBS    
Collateral Positions    
Assets pledged 246,797 186,552
Accrued interest 951 915
Assets pledged and accrued interest 247,748 187,467
Repurchase Agreements | Whole-Loans and Securitized Commercial Loan    
Collateral Positions    
Assets pledged 529,495 1,041,885
Accrued interest 3,704 8,145
Assets pledged and accrued interest 533,199 1,050,030
Repurchase Agreements | Residential Bridge Loans    
Collateral Positions    
Assets pledged 34,897 221,486
Accrued interest 471 3,528
Assets pledged and accrued interest 35,368 225,014
Repurchase Agreements | Commercial Loans    
Collateral Positions    
Assets pledged 350,213 196,123
Accrued interest 1,855 1,067
Assets pledged and accrued interest 352,068 197,190
Repurchase Agreements | Securitized Commercial Loans    
Collateral Positions    
Assets pledged 171,640 13,688
Accrued interest 674 88
Assets pledged and accrued interest 172,314 13,776
Repurchase Agreements | Other securities    
Collateral Positions    
Assets pledged 80,031 59,780
Accrued interest 128 147
Assets pledged and accrued interest 80,159 59,927
Repurchase Agreements | Cash    
Collateral Positions    
Assets pledged- fair value 43,499 1,226
Assets pledged and accrued interest $ 43,499 $ 1,226