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Investment Securities Available For Sale, at Fair Value - Summary (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Fair Value Option    
Amortized Cost $ 154,581 $ 412,164
Unrealized Gains 19,517 15,795
Unrealized Losses (2,774) (14,517)
Fair Value 171,324 413,442
CECL Securities    
Amortized Cost 27,743 310,290
Unrealized Gains 1,787 6,368
Unrealized Losses (10) (5,374)
Fair Value 29,520 311,284
Debt securities, available-for-sale, CECL and fair value option, amortized cost 182,324 722,454
Debt securities, available-for-sale, CECL and fair value option, accumulated gross unrealized gain, before tax 21,304 22,163
Debt Securities, Available-For-Sale, CECL And Fair Value Option, Accumulated Gross Unrealized Loss, before Tax (2,784) (19,891)
Debt securities, available-for-sale, CECL and fair value option 200,844 724,726
Debt securities, available-for-sale, amortized cost, excluding accrued interest, before allowance for credit loss 27,743 310,290
Agency RMBS    
Fair Value Option    
Amortized Cost 0 138,541
Unrealized Gains 0 854
Unrealized Losses 0 0
Fair Value 0 139,395
Non-Agency RMBS    
Fair Value Option    
Amortized Cost 100,186 100,465
Unrealized Gains 949 170
Unrealized Losses (2,636) (10,786)
Fair Value 98,499 89,849
CECL Securities    
Amortized Cost 27,743 266,855
Unrealized Gains 1,787 4,336
Unrealized Losses (10) (5,374)
Fair Value 29,520 265,817
Debt securities, available-for-sale, amortized cost, excluding accrued interest, before allowance for credit loss 27,743 266,855
Non-Agency RMBS | Non Agency RMBS Held In Securitization Trust    
Fair Value Option    
Fair Value   37,600
CECL Securities    
Amortized Cost   71,500
Debt securities, available-for-sale, amortized cost, excluding accrued interest, before allowance for credit loss   71,500
CMBS    
Fair Value Option    
Amortized Cost 32,600 139,019
Unrealized Gains 684 5,685
Unrealized Losses (138) (3,731)
Fair Value 33,146 140,973
CECL Securities    
Amortized Cost 0 43,435
Unrealized Gains 0 2,032
Unrealized Losses 0 0
Fair Value 0 45,467
Debt securities, available-for-sale, amortized cost, excluding accrued interest, before allowance for credit loss 0 43,435
ABS    
Fair Value Option    
Amortized Cost 21,795 34,139
Unrealized Gains 17,884 9,086
Unrealized Losses 0 0
Fair Value $ 39,679 $ 43,225