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Securities, at Fair Value - Interest Income (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Debt Securities, Available-for-sale [Line Items]        
Interest income $ 5,612 $ 10,629 $ 16,181 $ 42,433
Residential Mortgage Securities        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 1,308 931 3,258 3,161
Effective yield adjustment 699 1,364 2,971 11,958
Interest income 2,007 2,295 6,229 15,119
MSR-related assets        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 2,015 1,595 4,591 6,044
Effective yield adjustment 1,590 6,739 5,361 21,270
Interest income $ 3,605 8,334 $ 9,952 27,314
Accretion Income   $ 4,000   12,400
RPL/NPL MBS        
Debt Securities, Available-for-sale [Line Items]        
Accretion Income       $ 8,800