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Mortgage-Backed Securities and other securities - FV and Unrealized Loss (Details)
$ in Thousands
Jun. 30, 2022
USD ($)
security
Dec. 31, 2021
USD ($)
security
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 41,188 $ 0
Fair value, 12 months or more 89,139 107,420
Fair Value 130,327 107,420
Unrealized Losses    
Unrealized losses, less than 12 Months (6,139) 0
Unrealized losses, 12 months or more (23,581) (66,455)
Unrealized Losses $ (29,720) $ (66,455)
Number  of Securities    
Number of securities, less than 12 months | security 10 0
Number of securities, 12 months or more | security 18 25
Number  of Securities | security 28 25
Non-Agency CMBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 0 $ 0
Fair value, 12 months or more 84,051 96,080
Fair Value 84,051 96,080
Unrealized Losses    
Unrealized losses, less than 12 Months 0 0
Unrealized losses, 12 months or more (18,656) (62,716)
Unrealized Losses $ (18,656) $ (62,716)
Number  of Securities    
Number of securities, less than 12 months | security 0 0
Number of securities, 12 months or more | security 11 16
Number  of Securities | security 11 16
Non-Agency RMBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 14,790 $ 0
Fair value, 12 months or more 175 201
Fair Value 14,965 201
Unrealized Losses    
Unrealized losses, less than 12 Months (2,526) 0
Unrealized losses, 12 months or more (54) (35)
Unrealized Losses $ (2,580) $ (35)
Number  of Securities    
Number of securities, less than 12 months | security 6 0
Number of securities, 12 months or more | security 1 1
Number  of Securities | security 7 1
Non-Agency RMBS Interest-Only Strips    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 0 $ 0
Fair value, 12 months or more 1,180 2,117
Fair Value 1,180 2,117
Unrealized Losses    
Unrealized losses, less than 12 Months 0 0
Unrealized losses, 12 months or more (4,221) (3,491)
Unrealized Losses $ (4,221) $ (3,491)
Number  of Securities    
Number of securities, less than 12 months | security 0 0
Number of securities, 12 months or more | security 4 4
Number  of Securities | security 4 4
Subtotal Non-Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 14,790 $ 0
Fair value, 12 months or more 85,406 98,398
Fair Value 100,196 98,398
Unrealized Losses    
Unrealized losses, less than 12 Months (2,526) 0
Unrealized losses, 12 months or more (22,931) (66,242)
Unrealized Losses $ (25,457) $ (66,242)
Number  of Securities    
Number of securities, less than 12 months | security 6 0
Number of securities, 12 months or more | security 16 21
Number  of Securities | security 22 21
Other securities    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 26,398 $ 0
Fair value, 12 months or more 3,733 9,022
Fair Value 30,131 9,022
Unrealized Losses    
Unrealized losses, less than 12 Months (3,613) 0
Unrealized losses, 12 months or more (650) (213)
Unrealized Losses $ (4,263) $ (213)
Number  of Securities    
Number of securities, less than 12 months | security 4 0
Number of securities, 12 months or more | security 2 4
Number  of Securities | security 6 4