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Mortgage-Backed Securities - Significant Credit Quality Indicators (Details)
Sep. 30, 2021
USD ($)
Dec. 31, 2020
USD ($)
Investment Holdings [Line Items]    
Amortized Cost $ 2,511,659,000 $ 3,303,310,000
Non-Agency RMBS - Senior    
Investment Holdings [Line Items]    
Amortized Cost $ 32,143,429 $ 46,500,000
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Discount Rate    
Investment Holdings [Line Items]    
Significant Inputs 0.062 0.092
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | CDR    
Investment Holdings [Line Items]    
Significant Inputs 0.046 0.035
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Loss Severity    
Investment Holdings [Line Items]    
Significant Inputs 0.546 0.583
Non-Agency RMBS - Subordinated    
Investment Holdings [Line Items]    
Amortized Cost $ 1,352  
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Discount Rate    
Investment Holdings [Line Items]    
Significant Inputs 0.060  
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | CDR    
Investment Holdings [Line Items]    
Significant Inputs 0.003  
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Loss Severity    
Investment Holdings [Line Items]    
Significant Inputs 0.300