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Repurchase Agreements (Details) - USD ($)
$ in Thousands
Mar. 31, 2018
Dec. 31, 2017
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 2,613,892 $ 2,565,902
Weighted Average Rate 1.92% 1.67%
Fair Value of Collateral Pledged $ 2,803,770 $ 2,765,099
Payable for unsettled securities 23,468 156,899
RMBS | Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 1,059,749 $ 836,281
Weighted Average Rate 1.77% 1.47%
Fair Value of Collateral Pledged $ 1,120,858 $ 867,120
Securities, purchases pending settlement [1] 22,941 156,551
CMBS | Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 912,095 $ 1,003,146
Weighted Average Rate 1.75% 1.44%
Fair Value of Collateral Pledged $ 959,385 $ 1,071,904
CMBS | Non-Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 0 $ 15,508
Weighted Average Rate 0.00% 2.47%
Fair Value of Collateral Pledged $ 0 $ 18,212
CMBS IO | Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 320,418 $ 324,163
Weighted Average Rate 2.28% 2.17%
Fair Value of Collateral Pledged $ 354,578 $ 372,077
CMBS IO | Non-Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 249,482 $ 263,694
Weighted Average Rate 2.75% 2.43%
Fair Value of Collateral Pledged $ 295,606 $ 311,571
U.S. Treasuries    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 72,148 $ 123,110
Weighted Average Rate 2.00% 1.85%
Fair Value of Collateral Pledged $ 73,343 $ 124,215
[1] Includes purchased securities pending settlement.