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Securities, at Fair Value - Interest Income (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Debt Securities, Available-for-sale [Line Items]        
Interest income $ 5,294 $ 15,345 $ 10,569 $ 31,804
Residential Mortgage Securities        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 1,055 944 1,950 2,231
Effective yield adjustment 1,006 1,044 2,272 10,593
Interest income 2,061 1,988 4,222 12,824
MSR-related assets        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 1,419 2,044 2,576 4,449
Effective yield adjustment 1,814 11,313 3,771 14,531
Interest income $ 3,233 13,357 $ 6,347 18,980
Accretion Income   $ 8,400   8,400
RPL/NPL MBS        
Debt Securities, Available-for-sale [Line Items]        
Accretion Income       $ 8,100