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Repurchase Agreements - Assets Pledged as Collateral (Details)
$ in Thousands
Dec. 31, 2019
USD ($)
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Outstanding Borrowings $ 2,352,102
Fair Value of Collateral Pledged 2,839,379
Amortized Cost Of Collateral Pledged 2,643,541
Agency RMBS  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Outstanding Borrowings 812,742
Fair Value of Collateral Pledged 865,765
Amortized Cost Of Collateral Pledged 864,428
Agency RMBS | Consolidated SLST | VIE, Primary Beneficiary  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Securities owned and pledged as collateral, fair value 26,200
Agency CMBS  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Outstanding Borrowings 133,184
Fair Value of Collateral Pledged 139,317
Amortized Cost Of Collateral Pledged 140,118
Agency CMBS | Consolidated K-Series | VIE, Primary Beneficiary  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Securities owned and pledged as collateral, fair value 88,400
Non-Agency RMBS  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Outstanding Borrowings 594,286
Fair Value of Collateral Pledged 797,784
Amortized Cost Of Collateral Pledged 785,952
Non-Agency RMBS | Consolidated SLST | VIE, Primary Beneficiary  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Securities owned and pledged as collateral, fair value 214,800
CMBS  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Outstanding Borrowings 811,890
Fair Value of Collateral Pledged 1,036,513
Amortized Cost Of Collateral Pledged 853,043
CMBS | Consolidated K-Series | VIE, Primary Beneficiary  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Securities owned and pledged as collateral, fair value $ 848,200