Investment Securities - Summary of Purchases and Sales (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021
Debt Securities, Available-for-sale [Line Items]
Purchases/fundings	$ 18,139	$ 0
Sales	0	0
Principal collections	7,784	59,514
Redemptions	0
VIE eliminations
Debt Securities, Available-for-sale [Line Items]
Purchases/fundings	(84,357)	(27,333)
Sales	0	(11,604)
Principal collections	(22,014)	(14,481)
Redemptions	0
Held-to-maturity
Debt Securities, Available-for-sale [Line Items]
Purchases/fundings	18,139	0
Sales	0
Principal collections	664	51,690
Redemptions	0
RMBS | Available-for-sale
Debt Securities, Available-for-sale [Line Items]
Purchases/fundings	0	0
Sales	0	0
Principal collections	6,895	7,251
Redemptions	0
RMBS | Fair value option
Debt Securities, Available-for-sale [Line Items]
Purchases/fundings	84,357	27,333
Sales	0	0
Principal collections	21,604	13,344
Redemptions	0
CMBS | Fair value option
Debt Securities, Available-for-sale [Line Items]
Purchases/fundings	0	0
Sales	0	11,604
Principal collections	635	$ 1,710
Redemptions	$ 0