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Investment Securities Available For Sale, at Fair Value - Unrealized Losses in OCI (Details) - USD ($)
$ in Thousands
Dec. 31, 2020
Dec. 31, 2019
Debt Securities, Available-for-sale [Line Items]    
Less than 12 Months, Carrying Value $ 159,841 $ 25,507
Less than 12 Months, Gross Unrealized Losses (4,526) (124)
Greater than 12 Months, Carrying Value 8,234 222,390
Greater than 12 Months, Gross Unrealized Losses (848) (7,467)
Total, Carrying Value 168,075 247,897
Total, Gross Unrealized Losses (5,374) (7,591)
Agency RMBs    
Debt Securities, Available-for-sale [Line Items]    
Less than 12 Months, Carrying Value   0
Less than 12 Months, Gross Unrealized Losses   0
Greater than 12 Months, Carrying Value   222,286
Greater than 12 Months, Gross Unrealized Losses   (7,454)
Total, Carrying Value   222,286
Total, Gross Unrealized Losses   (7,454)
Non-Agency RMBS    
Debt Securities, Available-for-sale [Line Items]    
Less than 12 Months, Carrying Value 159,841 0
Less than 12 Months, Gross Unrealized Losses (4,526) 0
Greater than 12 Months, Carrying Value 8,234 104
Greater than 12 Months, Gross Unrealized Losses (848) (13)
Total, Carrying Value 168,075 104
Total, Gross Unrealized Losses $ (5,374) (13)
CMBS    
Debt Securities, Available-for-sale [Line Items]    
Less than 12 Months, Carrying Value   25,507
Less than 12 Months, Gross Unrealized Losses   (124)
Greater than 12 Months, Carrying Value   0
Greater than 12 Months, Gross Unrealized Losses   0
Total, Carrying Value   25,507
Total, Gross Unrealized Losses   $ (124)