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Investment Securities Available For Sale, at Fair Value - Summary (Details) - USD ($) $ in Thousands | 12 Months Ended |
--- | --- | ---
Dec. 31, 2020 | Dec. 31, 2019 | Mar. 31, 2020
Fair Value Option |  |  |
Amortized Cost | $ 412,164 | $ 244,735 |
Unrealized Gains | 15,795 | 2,998 |
Unrealized Losses | (14,517) | (2,405) |
Fair Value | 413,442 | 245,328 |
CECL Securities |  |  |
Amortized Cost | 310,290 | 1,735,680 |
Unrealized Gains | 6,368 | 32,723 |
Unrealized Losses | (5,374) | (7,591) |
Fair Value | 311,284 | 1,760,812 |
Debt securities, available-for-sale, CECL and fair value option, amortized cost | 722,454 | 1,980,415 |
Debt securities, available-for-sale, CECL and fair value option, accumulated gross unrealized gain, before tax | 22,163 | 35,721 |
Debt Securities, Available-For-Sale, CECL And Fair Value Option, Accumulated Gross Unrealized Loss, before Tax | (19,891) | (9,996) |
Debt securities, available-for-sale, CECL and fair value option | 724,726 | $ 2,006,140 |
Consolidated K-Series | VIE, Primary Beneficiary |  |  |
CECL Securities |  |  |
IOs and mezzanine securities transferred to available-for-sale securities from consolidated K-series due to de-consolidation |  |  | $ 237,300
Agency ARMs |  |  |
CECL Securities |  |  |
Weighted average reset period |  | 26 months |
Agency RMBS: |  |  |
Fair Value Option |  |  |
Amortized Cost | 138,541 | $ 21,033 |
Unrealized Gains | 854 | 0 |
Unrealized Losses | 0 | (55) |
Fair Value | 139,395 | 20,978 |
CECL Securities |  |  |
Amortized Cost | 0 | 901,943 |
Unrealized Gains | 0 | 7,410 |
Unrealized Losses | 0 | (7,454) |
Fair Value | 0 | 901,899 |
Agency RMBS: | Agency ARMs |  |  |
CECL Securities |  |  |
Amortized Cost | 0 | 55,740 |
Unrealized Gains | 0 | 13 |
Unrealized Losses | 0 | (1,347) |
Fair Value | 0 | 54,406 |
Agency RMBS: | Agency Fixed-Rate |  |  |
Fair Value Option |  |  |
Amortized Cost | 138,541 | 21,033 |
Unrealized Gains | 854 | 0 |
Unrealized Losses | 0 | (55) |
Fair Value | 139,395 | 20,978 |
CECL Securities |  |  |
Amortized Cost | 0 | 846,203 |
Unrealized Gains | 0 | 7,397 |
Unrealized Losses | 0 | (6,107) |
Fair Value | 0 | 847,493 |
Agency CMBS |  |  |
Fair Value Option |  |  |
Amortized Cost | 0 | 31,076 |
Unrealized Gains | 0 | 0 |
Unrealized Losses | 0 | (395) |
Fair Value | 0 | 30,681 |
CECL Securities |  |  |
Amortized Cost | 0 | 20,258 |
Unrealized Gains | 0 | 19 |
Unrealized Losses | 0 | 0 |
Fair Value | 0 | 20,277 |
Total Agency |  |  |
Fair Value Option |  |  |
Amortized Cost | 138,541 | 52,109 |
Unrealized Gains | 854 | 0 |
Unrealized Losses | 0 | (450) |
Fair Value | 139,395 | 51,659 |
CECL Securities |  |  |
Amortized Cost | 0 | 922,201 |
Unrealized Gains | 0 | 7,429 |
Unrealized Losses | 0 | (7,454) |
Fair Value | 0 | 922,176 |
Non-Agency RMBS |  |  |
Fair Value Option |  |  |
Amortized Cost | 100,465 | 122,628 |
Unrealized Gains | 170 | 2,435 |
Unrealized Losses | (10,786) | (1,248) |
Fair Value | 89,849 | 123,815 |
CECL Securities |  |  |
Amortized Cost | 266,855 | 578,955 |
Unrealized Gains | 4,336 | 12,557 |
Unrealized Losses | (5,374) | (13) |
Fair Value | 265,817 | 591,499 |
Non-Agency RMBS | Non Agency RMBS Held In Securitization Trust |  |  |
Fair Value Option |  |  |
Fair Value | 37,600 |  |
CECL Securities |  |  |
Fair Value | 71,500 |  |
CMBS |  |  |
Fair Value Option |  |  |
Amortized Cost | 139,019 | 20,096 |
Unrealized Gains | 5,685 | 563 |
Unrealized Losses | (3,731) | (19) |
Fair Value | 140,973 | 20,640 |
CECL Securities |  |  |
Amortized Cost | 43,435 | 234,524 |
Unrealized Gains | 2,032 | 12,737 |
Unrealized Losses | 0 | (124) |
Fair Value | 45,467 | 247,137 |
CMBS | Consolidated K-Series | VIE, Primary Beneficiary |  |  |
CECL Securities |  |  |
IOs and mezzanine securities transferred to available-for-sale securities from consolidated K-series due to de-consolidation | 97,600 |  |
ABS |  |  |
Fair Value Option |  |  |
Amortized Cost | 34,139 | 49,902 |
Unrealized Gains | 9,086 | 0 |
Unrealized Losses | 0 | (688) |
Fair Value | $ 43,225 | $ 49,214 |

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