Borrowings (Details) $ in Thousands			12 Months Ended
		Aug. 18, 2017 USD ($)	Dec. 31, 2017 USD ($) counterparties	Dec. 31, 2016 USD ($) counterparties
Borrowings [Line Items]
Reverse repurchase agreements	[1]		$ 1,209,315	$ 1,033,581
Total secured borrowings			$ 1,392,000	$ 1,058,000
Number of Counterparties with Outstanding Reverse Repurchase Agreements | counterparties			23	21
Concentration Risk, Reverse Repurchase Agreements			19.00%	15.00%
Number Counterparties With Concentration Risk, Reverse Repurchase Agreements | counterparties			1	0
Investments held with dealers as collateral			$ 1,410,000	$ 1,150,000
Pledged Financial Instruments, Not Separately Reported, Securities For Repurchase Agreements Unsettled			$ 10,600	33,400
Repurchase Agreements amount at risk threshold			10.00%
Other secured borrowings			$ 57,909	$ 24,086
Minimum [Member]
Borrowings [Line Items]
Reverse Repurchase Agreements Maturity			30 days
Reverse Repurchase Agreements Remaining Terms			2 days	3 days
Reverse Repurchase Agreements Interest Rate			(1.25%)	0.60%
Maximum [Member]
Borrowings [Line Items]
Reverse Repurchase Agreements Maturity			180 days
Reverse Repurchase Agreements Remaining Terms			1094 days	320 days
Reverse Repurchase Agreements Interest Rate			4.94%	3.76%
Reverse Repurchase Agreements [Member]
Borrowings [Line Items]
Cash collateral posted for securities sold under agreements to repurchase	[2],[3]		$ 18,600	$ 39,200
Security Owned and Pledged as Collateral, Fair Value			1,300	2,700
Commercial mortgage loans and REO [Member]
Borrowings [Line Items]
Reverse repurchase agreements			56,900
Fair value of Assets Transfered and Accounted for as Secured Borrowings			42,000
Consumer Loan [Member]
Borrowings [Line Items]
Fair value of Assets Transfered and Accounted for as Secured Borrowings			89,700
Securitized Residential Mortgage Loans [Member]
Borrowings [Line Items]
Fair value of Assets Transfered and Accounted for as Secured Borrowings			132,400
Non-QM loan securitization [Member]
Borrowings [Line Items]
Other secured borrowings			$ 125,100
Effective interest rate on borrowing			2.89%
Secured borrowing facility collateralized by unsecured loan portfolio [Member]
Borrowings [Line Items]
Other secured borrowings			$ 57,900
Effective interest rate on borrowing			4.34%
Secured borrowing facility collateralized by commercial mortgage loans and REO [Member]
Borrowings [Line Items]
Other secured borrowings				$ 24,100
Senior Notes [Member]
Borrowings [Line Items]
Effective interest rate on borrowing			5.55%
Debt Instrument, Face Amount		$ 86,000
Proceeds from Debt, Net of Issuance Costs		$ 84,700
Debt Instrument, Interest Rate, Stated Percentage		5.25%
Debt Instrument, Maturity Date		Sep. 01, 2022

[1] In the Company's Consolidated Statement of Assets, Liabilities, and Equity, all balances associated with repurchase agreements, reverse repurchase agreements, and financial derivatives are presented on a gross basis.

[2] For the purpose of this presentation, for each row the total amount of financial instruments transferred or pledged and cash collateral (received) or pledged may not exceed the applicable gross amount of assets or (liabilities) as presented here. Therefore, the Company has reduced the amount of financial instruments transferred or pledged as collateral related to the Company's reverse repurchase agreements and cash collateral pledged on the Company's financial derivative liabilities. Total financial instruments transferred or pledged as collateral on the Company's reverse repurchase agreements as of December 31, 2017 and 2016 were $1.41 billion and $1.16 billion, respectively. As of December 31, 2017 and 2016, total cash collateral on financial derivative assets excludes excess net cash collateral pledged of $6.4 million and $14.9 million, respectively. As of December 31, 2017 and 2016, total cash collateral on financial derivative liabilities excludes excess cash collateral pledged of $16.6 million and $14.8 million, respectively.

[3] When collateral is pledged to or pledged by a counterparty, it is often pledged or posted with respect to all positions with such counterparty, and in such cases such collateral cannot be specifically identified as relating to a specific asset or liability. As a result, in preparing the above tables, the Company has made assumptions in allocating pledged or posted collateral among the various rows.