Quarterly report pursuant to Section 13 or 15(d)

INVESTMENTS IN REAL ESTATE AND OTHER SECURITIES - Summary of the Geographic Distribution of the Collateral Securing Non-Agency RMBS (Details)

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INVESTMENTS IN REAL ESTATE AND OTHER SECURITIES - Summary of the Geographic Distribution of the Collateral Securing Non-Agency RMBS (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Non-Agency    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 20,484,775 $ 24,747,959
Percentage of Total Outstanding 100.00% 100.00%
Non-Agency | Western U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 7,276,817 $ 9,048,847
Percentage of Total Outstanding 35.50% 36.60%
Non-Agency | Southeastern U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 5,337,487 $ 5,983,966
Percentage of Total Outstanding 26.10% 24.20%
Non-Agency | Northeastern U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 4,532,153 $ 5,416,137
Percentage of Total Outstanding 22.10% 21.90%
Non-Agency | Midwestern U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 2,176,968 $ 2,562,269
Percentage of Total Outstanding 10.60% 10.40%
Non-Agency | Southwestern U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 1,143,615 $ 1,440,467
Percentage of Total Outstanding 5.60% 5.80%
Non-Agency | Other U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 17,735 $ 296,273
Percentage of Total Outstanding 0.10% 1.10%
Consumer loans | Bonds    
Debt Securities, Available-for-sale [Line Items]    
Face amount of investment $ 20,100 $ 25,000
Corporate Loan | Bonds    
Debt Securities, Available-for-sale [Line Items]    
Face amount of investment $ 23,300 $ 85,000