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Mortgage-Backed Securities and other securities - FV and unrealized loss (Details)
$ in Thousands
Mar. 31, 2020
USD ($)
security
item
Dec. 31, 2019
USD ($)
security
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 290,310 $ 412,552
Fair value, 12 months or more 18,642 19,897
Fair Value 308,952 432,449
Unrealized Losses    
Unrealized losses, less than 12 Months (86,010) (11,267)
Unrealized losses, 12 months or more (3,061) (666)
Unrealized Losses $ (89,071) $ (11,933)
Number  of Securities    
Number of securities, less than 12 months | security 67 55
Number of securities, 12 months or more | security 12 11
Number  of Securities | security 79 66
Agency CMBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months   $ 214,084
Fair value, 12 months or more   0
Fair Value   214,084
Unrealized Losses    
Unrealized losses, less than 12 Months   (5,798)
Unrealized losses, 12 months or more   0
Unrealized Losses   $ (5,798)
Number  of Securities    
Number of securities, less than 12 months | security   16
Number of securities, 12 months or more | security   0
Number  of Securities | security   16
Agency RMBS Interest-Only Strips    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 731 $ 1,376
Fair value, 12 months or more 1,496 1,828
Fair Value 2,227 3,204
Unrealized Losses    
Unrealized losses, less than 12 Months (72) (43)
Unrealized losses, 12 months or more (243) (95)
Unrealized Losses $ (315) $ (138)
Number  of Securities    
Number of securities, less than 12 months | security 3 4
Number of securities, 12 months or more | security 7 7
Number  of Securities | security 10 11
Subtotal Agency    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 731 $ 215,460
Fair value, 12 months or more 1,496 1,828
Fair Value 2,227 217,288
Unrealized Losses    
Unrealized losses, less than 12 Months (72) (5,841)
Unrealized losses, 12 months or more (243) (95)
Unrealized Losses $ (315) $ (5,936)
Number  of Securities    
Number of securities, less than 12 months | security 3 20
Number of securities, 12 months or more | security 7 7
Number  of Securities | security 10 27
Non-Agency CMBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 218,447 $ 171,650
Fair value, 12 months or more 17,146 18,069
Fair Value 235,593 189,719
Unrealized Losses    
Unrealized losses, less than 12 Months (51,052) (4,302)
Unrealized losses, 12 months or more (2,818) (571)
Unrealized Losses $ (53,870) $ (4,873)
Number  of Securities    
Number of securities, less than 12 months | security 40 31
Number of securities, 12 months or more | security 5 4
Number  of Securities | security 45 35
Non-Agency RMBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 18,993 $ 13,214
Fair value, 12 months or more 0 0
Fair Value 18,993 13,214
Unrealized Losses    
Unrealized losses, less than 12 Months (2,978) (260)
Unrealized losses, 12 months or more 0 0
Unrealized Losses $ (2,978) $ (260)
Number  of Securities    
Number of securities, less than 12 months 5 1
Number of securities, 12 months or more 0 0
Number  of Securities | security 5 1
Non-Agency RMBS Interest-Only Strips    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 4,728 $ 1,716
Fair value, 12 months or more 0 0
Fair Value 4,728 1,716
Unrealized Losses    
Unrealized losses, less than 12 Months (2,061) (658)
Unrealized losses, 12 months or more 0 0
Unrealized Losses $ (2,061) $ (658)
Number  of Securities    
Number of securities, less than 12 months 3 1
Number of securities, 12 months or more 0 0
Number  of Securities | security 3 1
Subtotal Non-Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 242,168 $ 186,580
Fair value, 12 months or more 17,146 18,069
Fair Value 259,314 204,649
Unrealized Losses    
Unrealized losses, less than 12 Months (56,091) (5,220)
Unrealized losses, 12 months or more (2,818) (571)
Unrealized Losses $ (58,909) $ (5,791)
Number  of Securities    
Number of securities, less than 12 months | security 48 33
Number of securities, 12 months or more | security 5 4
Number  of Securities | security 53 37
Other securities    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 47,411 $ 10,512
Fair value, 12 months or more 0 0
Fair Value 47,411 10,512
Unrealized Losses    
Unrealized losses, less than 12 Months (29,847) (206)
Unrealized losses, 12 months or more 0 0
Unrealized Losses $ (29,847) $ (206)
Number  of Securities    
Number of securities, less than 12 months | security 16 2
Number of securities, 12 months or more | security 0 0
Number  of Securities | security 16 2