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Mortgage-Backed Securities and other securities - Gross unrealized losses and estimated fair value (Details)
$ in Thousands
Dec. 31, 2021
USD ($)
item
Dec. 31, 2020
USD ($)
item
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 Months $ 0 $ 151,034
Fair value, 12 months or longer 107,420 51,359
Fair Value 107,420 202,393
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss 0 (38,708)
12 Months or Longer, Accumulated Loss (66,455) (16,922)
Unrealized Losses $ (66,455) $ (55,630)
Number of Securities    
Number of positions, less than 12 Months | item 0 29
Number of positions, 12 months or longer | item 25 16
Number of Securities | item 25 45
Non-Agency CMBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 Months $ 0 $ 102,935
Fair value, 12 months or longer 96,080 50,887
Fair Value 96,080 153,822
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss 0 (33,602)
12 Months or Longer, Accumulated Loss (62,716) (15,406)
Unrealized Losses $ (62,716) $ (49,008)
Number of Securities    
Number of positions, less than 12 Months | item 0 16
Number of positions, 12 months or longer | item 16 15
Number of Securities | item 16 31
Non-Agency RMBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 Months $ 0 $ 18,242
Fair value, 12 months or longer 201 0
Fair Value 201 18,242
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss 0 (2,498)
12 Months or Longer, Accumulated Loss (35) 0
Unrealized Losses $ (35) $ (2,498)
Number of Securities    
Number of positions, less than 12 Months | item 0 4
Number of positions, 12 months or longer | item 1 0
Number of Securities | item 1 4
Non-Agency RMBS Interest-Only Strips    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 Months $ 0 $ 3,492
Fair value, 12 months or longer 2,117 472
Fair Value 2,117 3,964
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss 0 (790)
12 Months or Longer, Accumulated Loss (3,491) (1,516)
Unrealized Losses $ (3,491) $ (2,306)
Number of Securities    
Number of positions, less than 12 Months | item 0 3
Number of positions, 12 months or longer | item 4 1
Number of Securities | item 4 4
Subtotal Non-Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 Months $ 0 $ 124,669
Fair value, 12 months or longer 98,398 51,359
Fair Value 98,398 176,028
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss 0 (36,890)
12 Months or Longer, Accumulated Loss (66,242) (16,922)
Unrealized Losses $ (66,242) $ (53,812)
Number of Securities    
Number of positions, less than 12 Months | item 0 23
Number of positions, 12 months or longer | item 21 16
Number of Securities | item 21 39
Other securities    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 Months $ 0 $ 26,365
Fair value, 12 months or longer 9,022 0
Fair Value 9,022 26,365
Unrealized Losses    
Unrealized loss position, less than 12 Months, accumulated loss 0 (1,818)
12 Months or Longer, Accumulated Loss (213) 0
Unrealized Losses $ (213) $ (1,818)
Number of Securities    
Number of positions, less than 12 Months | item 0 6
Number of positions, 12 months or longer | item 4 0
Number of Securities | item 4 6