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Investment Securities - AFS and Fair Value Option (Details)
$ in Thousands
Mar. 31, 2021
USD ($)
security
Dec. 31, 2020
USD ($)
security
Unrealized Losses    
Number of securities with unrealized losses | security 1 2
RMBS    
Estimated Fair Value    
Securities with a loss less than 12 months   $ 438
Securities with a loss greater than 12 months $ 1,170 1,195
Unrealized Losses    
Securities with a loss less than 12 months   (25)
Securities with a loss greater than 12 months (34) $ (41)
Portion of securities with variable rate 139,400  
RMBS | Fair value option    
Unrealized Losses    
Fair value of investment securities before consolidation of VIEs 249,000  
Unpaid principal balance of investment securities before consolidation of VIEs 160,100  
Portion of securities with variable rate 0  
CMBS | Fair value option    
Unrealized Losses    
Fair value of investment securities before consolidation of VIEs 1,200,000  
Unpaid principal balance of investment securities before consolidation of VIEs 2,700,000  
Portion of securities with variable rate 96,900  
VIE eliminations    
Unrealized Losses    
Fair value of investment securities before consolidation of VIEs eliminated against VIE liabilities $ 19,300