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Mortgage-Backed Securities - Narrative (Details) - USD ($)
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Mar. 31, 2020
Sep. 30, 2021
Sep. 30, 2020
Dec. 31, 2020
Investment Holdings [Line Items]            
Gross unrealized loss $ 117,176,000     $ 117,176,000   $ 122,310,000
Gains (losses) on extinguishment of debt (25,622,000) $ (55,794,000)   (284,535,000) $ (55,338,000)  
Agency MBS            
Investment Holdings [Line Items]            
Gross unrealized loss 0     0   69,000
Non-Agency RMBS            
Investment Holdings [Line Items]            
Gross unrealized loss $ 190,000     $ 190,000   $ 248,000
Non-Agency RMBS            
Investment Holdings [Line Items]            
Market value of investments transferred     $ 135,000,000      
Servicing asset at amortized cost   196,000,000     $ 196,000,000  
Repurchase of transferred investments   252,000,000        
Gains (losses) on extinguishment of debt   $ (56,000,000)