Mortgage-Backed Securities and other securities - Gross Gains and Losses (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, Gain (Loss) [Abstract]
Net Gain  (Loss)	$ (45,661)	$ (116)	$ (33,516)	$ (5,841)
Non-Agency CMBS
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]
Proceeds	10,152	0	10,152	0
Gross Gains	0	0	0	0
Gross Losses	(43,934)	0	(43,934)	(5,929)
Net Gain  (Loss)	(43,934)	0	(43,934)	(5,929)
Non-Agency RMBS
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]
Proceeds	27,729	0	27,729	0
Gross Gains	255	0	255	0
Gross Losses	(1,425)	0	(1,425)	0
Net Gain  (Loss)	(1,170)	0	(1,170)	0
Other securities
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]
Proceeds	4,406	0	4,406	0
Gross Gains	0	0	0	0
Gross Losses	(478)	0	(478)	0
Net Gain  (Loss)	(478)	0	(478)	0
Total
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]
Proceeds	42,287	0	42,287	0
Gross Gains	255	0	255	0
Gross Losses	(45,837)	0	(45,837)	(5,929)
Net Gain  (Loss)	$ (45,582)	$ 0	$ (45,582)	$ (5,929)