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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
Sep. 30, 2021
Dec. 31, 2020
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]    
Less than 12 months, Carrying Value $ 58,036 $ 159,841
Less Than 12 months, Gross Unrealized Losses (387) (4,526)
Greater Than 12 months, Carrying Value 36,739 8,234
Greater Than 12 months, Gross Unrealized Losses (53) (848)
Total, Carrying Value 94,775 168,075
Total Gross Unrealized Losses (440) (5,374)
Non-Agency RMBS    
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]    
Less than 12 months, Carrying Value 35,532 159,841
Less Than 12 months, Gross Unrealized Losses (22) (4,526)
Greater Than 12 months, Carrying Value 36,739 8,234
Greater Than 12 months, Gross Unrealized Losses (53) (848)
Total, Carrying Value 72,271 168,075
Total Gross Unrealized Losses (75) $ (5,374)
CMBS    
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss [Abstract]    
Less than 12 months, Carrying Value 22,504  
Less Than 12 months, Gross Unrealized Losses (365)  
Greater Than 12 months, Carrying Value 0  
Greater Than 12 months, Gross Unrealized Losses 0  
Total, Carrying Value 22,504  
Total Gross Unrealized Losses $ (365)