Mortgage-Backed Securities - Credit Ratings (Details) - Non-Agency RMBS	Sep. 30, 2021	Dec. 31, 2020
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	100.00%	100.00%
AAA
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	0.20%	0.20%
AA
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	0.00%	0.10%
A
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	2.20%	1.20%
BBB
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	2.40%	1.90%
BB
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	4.70%	4.30%
B
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	2.10%	2.00%
Below B
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	24.90%	31.90%
Not Rated
Credit Derivatives [Line Items]
Percentage of RMBS portfolio at fair value, by credit rating	63.50%	58.40%