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Investment in Securities (Unrealized Loss Positions Securities) (Details) - USD ($)
$ in Thousands
Jun. 30, 2020
Dec. 31, 2019
Securities, Available-for-sale [Line Items]    
Fair Value, Less than 12 Months $ 79,670 $ 471,379
Unrealized Losses, Less than 12 Months (13,643) (5,146)
Fair Value, Greater than 12 Months 20,396 162,938
Unrealized Losses, Greater than 12 Months (894) (3,861)
Fair Value, Total 100,066 634,317
Unrealized Loss, Total (14,537) (9,007)
Agency RMBS    
Securities, Available-for-sale [Line Items]    
Fair Value, Less than 12 Months 64,974 328,968
Unrealized Losses, Less than 12 Months (520) (1,503)
Fair Value, Greater than 12 Months 1,119 125,095
Unrealized Losses, Greater than 12 Months (38) (1,999)
Fair Value, Total 66,093 454,063
Unrealized Loss, Total (558) (3,502)
Non-Agency RMBS    
Securities, Available-for-sale [Line Items]    
Fair Value, Less than 12 Months 11,381 88,495
Unrealized Losses, Less than 12 Months (2,119) (880)
Fair Value, Greater than 12 Months 19,277 27,218
Unrealized Losses, Greater than 12 Months (856) (699)
Fair Value, Total 30,658 115,713
Unrealized Loss, Total (2,975) (1,579)
CLOs    
Securities, Available-for-sale [Line Items]    
Fair Value, Less than 12 Months 2,633 37,354
Unrealized Losses, Less than 12 Months (10,609) (1,911)
Fair Value, Greater than 12 Months 0 9,245
Unrealized Losses, Greater than 12 Months 0 (1,103)
Fair Value, Total 2,633 46,599
Unrealized Loss, Total (10,609) (3,014)
Other Securities    
Securities, Available-for-sale [Line Items]    
Fair Value, Less than 12 Months 682 16,562
Unrealized Losses, Less than 12 Months (395) (852)
Fair Value, Greater than 12 Months 0 1,380
Unrealized Losses, Greater than 12 Months 0 (60)
Fair Value, Total 682 17,942
Unrealized Loss, Total $ (395) $ (912)