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Investment Securities Available for Sale, at Fair Value - Schedule of Investment Securities Available for Sale in Unrealized Loss Position (Details) - USD ($)
$ in Thousands
Jun. 30, 2020
Dec. 31, 2019
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]    
Carrying Value Less Than 12 Months $ 465,264 $ 25,507
Gross Unrealized Losses Less Than 12 Months (33,607) (124)
Carrying Value Greater Than 12 Months 23,600 222,390
Gross Unrealized Losses Greater Than 12 Months (1,905) (7,467)
Carrying Value 488,864 247,897
Gross Unrealized Losses (35,512) (7,591)
Agency RMBS    
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]    
Carrying Value Less Than 12 Months   0
Gross Unrealized Losses Less Than 12 Months   0
Carrying Value Greater Than 12 Months   222,286
Gross Unrealized Losses Greater Than 12 Months   (7,454)
Carrying Value   222,286
Gross Unrealized Losses   (7,454)
Non-Agency RMBS    
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]    
Carrying Value Less Than 12 Months 421,337 0
Gross Unrealized Losses Less Than 12 Months (31,061) 0
Carrying Value Greater Than 12 Months 16,922 104
Gross Unrealized Losses Greater Than 12 Months (1,280) (13)
Carrying Value 438,259 104
Gross Unrealized Losses (32,341) (13)
CMBS    
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]    
Carrying Value Less Than 12 Months 43,927 25,507
Gross Unrealized Losses Less Than 12 Months (2,546) (124)
Carrying Value Greater Than 12 Months 6,678 0
Gross Unrealized Losses Greater Than 12 Months (625) 0
Carrying Value 50,605 25,507
Gross Unrealized Losses $ (3,171) $ (124)