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Financing Arrangements, Portfolio Investments - Assets Pledged as Collateral (Details) - USD ($)
$ in Thousands
Dec. 31, 2017
Dec. 31, 2016
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Borrowings $ 1,276,918 $ 773,142
Fair Value of Collateral Pledged 1,453,699 945,143
Amortized Cost Of Collateral Pledged 1,368,115 889,327
Agency ARMs RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Borrowings 86,349 102,088
Fair Value of Collateral Pledged 90,343 109,552
Amortized Cost Of Collateral Pledged 92,586 110,903
Agency Fixed-rate RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Borrowings 842,474 289,619
Fair Value of Collateral Pledged 890,359 308,411
Amortized Cost Of Collateral Pledged 902,744 318,544
Agency IOs/U.S. Treasury Securities    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Borrowings 0 60,862
Fair Value of Collateral Pledged 0 82,153
Amortized Cost Of Collateral Pledged 0 93,819
Non-Agency RMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Borrowings 38,160 113,749
Fair Value of Collateral Pledged 51,841 150,944
Amortized Cost Of Collateral Pledged 50,693 149,969
CMBS    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Outstanding Borrowings 309,935 206,824
Fair Value of Collateral Pledged 421,156 294,083
Amortized Cost Of Collateral Pledged $ 322,092 $ 216,092