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Securities, at Fair Value - Interest Income (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Debt Securities, Available-for-sale [Line Items]    
Interest income $ 5,275 $ 16,459
Residential Mortgage Securities    
Debt Securities, Available-for-sale [Line Items]    
Coupon interest 895 1,287
Effective yield adjustment 1,265 9,549
Interest income 2,160 10,836
MSR-related assets    
Debt Securities, Available-for-sale [Line Items]    
Coupon interest 1,157 2,405
Effective yield adjustment 1,958 3,218
Interest income 3,115 $ 5,623
RPL/NPL MBS    
Debt Securities, Available-for-sale [Line Items]    
Accretion Income $ 8,800