Mortgage-Backed Securities - Maturities of MBS by Estimated Weighted Average Life Classification (Details) - USD ($)	Sep. 30, 2021	Dec. 31, 2020
Fair value
Less than one year, at fair value	$ 25,317,000	$ 22,836,000
Greater than one year and less than five years, at fair value	792,326,000	637,485,000
Greater than five years and less than ten years, at fair value	645,916,000	774,248,000
Greater than ten years, at fair value	1,554,491,000	2,547,251,000
Total maturities, at fair value	3,018,050,000	3,981,820,000
Amortized cost
Less than one year, at amortized cost	46,680,000	40,415,000
Greater than one year and less than five years, at amortized cost	651,879,000	499,444,000
Greater than five years and less than ten years, at amortized cost	522,922,000	538,471,000
Greater than ten years, at amortized cost	1,290,178,000	2,224,980,000
Amortized Cost	2,511,659,000	3,303,310,000
Non-Agency RMBS - Senior
Amortized cost
Amortized Cost	32,143,429	46,500,000
Non-Agency RMBS - Subordinated
Amortized cost
Amortized Cost	1,352
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior
Fair value
Less than one year, at fair value	7,744,000	7,850,000
Greater than one year and less than five years, at fair value	351,515,000	366,218,000
Greater than five years and less than ten years, at fair value	303,819,000	467,336,000
Greater than ten years, at fair value	391,149,000	436,396,000
Total maturities, at fair value	1,054,227,000	1,277,800,000
Amortized cost
Less than one year, at amortized cost	5,978,000	4,691,000
Greater than one year and less than five years, at amortized cost	243,637,000	256,935,000
Greater than five years and less than ten years, at amortized cost	167,673,000	257,188,000
Greater than ten years, at amortized cost	236,448,000	271,451,000
Amortized Cost	653,736,000	790,265,000
Residential Mortgage-Backed Securities | Non-Agency RMBS - Subordinated
Fair value
Less than one year, at fair value	2,885,000	5,000
Greater than one year and less than five years, at fair value	155,226,000	105,272,000
Greater than five years and less than ten years, at fair value	244,959,000	102,805,000
Greater than ten years, at fair value	245,515,000	402,573,000
Total maturities, at fair value	648,585,000	610,655,000
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	132,268,000	83,188,000
Greater than five years and less than ten years, at amortized cost	223,810,000	78,435,000
Greater than ten years, at amortized cost	220,766,000	404,054,000
Amortized Cost	576,844,000	565,677,000
Residential Mortgage-Backed Securities | Non-Agency RMBS - Senior interest-only
Fair value
Less than one year, at fair value	3,821,000	5,780,000
Greater than one year and less than five years, at fair value	155,664,000	143,631,000
Greater than five years and less than ten years, at fair value	27,732,000	110,468,000
Greater than ten years, at fair value	1,000	2,380,000
Total maturities, at fair value	187,218,000	262,259,000
Amortized cost
Less than one year, at amortized cost	30,408,000	26,286,000
Greater than one year and less than five years, at amortized cost	149,352,000	138,150,000
Greater than five years and less than ten years, at amortized cost	21,690,000	82,368,000
Greater than ten years, at amortized cost	58,000	2,806,000
Amortized Cost	201,508,000	249,610,000
Residential Mortgage-Backed Securities | Agency RMBS - Interest-only
Fair value
Less than one year, at fair value	0	0
Greater than one year and less than five years, at fair value	0	864,000
Greater than five years and less than ten years, at fair value	65,889,000	89,874,000
Greater than ten years, at fair value	0	0
Total maturities, at fair value	65,889,000	90,738,000
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	0	1,898,000
Greater than five years and less than ten years, at amortized cost	106,477,000	116,969,000
Greater than ten years, at amortized cost	0	0
Amortized Cost	106,477,000	118,867,000
Commercial Mortgage Backed Securities | Agency MBS - Commercial
Fair value
Less than one year, at fair value	8,480,000	8,581,000
Greater than one year and less than five years, at fair value	0	0
Greater than five years and less than ten years, at fair value	0	0
Greater than ten years, at fair value	917,826,000	1,705,902,000
Total maturities, at fair value	926,306,000	1,714,483,000
Amortized cost
Less than one year, at amortized cost	8,454,000	8,650,000
Greater than one year and less than five years, at amortized cost	0	0
Greater than five years and less than ten years, at amortized cost	0	0
Greater than ten years, at amortized cost	832,906,000	1,546,669,000
Amortized Cost	841,360,000	1,555,319,000
Commercial Mortgage Backed Securities | Agency CMBS - Interest-only
Fair value
Less than one year, at fair value	2,387,000	620,000
Greater than one year and less than five years, at fair value	129,921,000	21,500,000
Greater than five years and less than ten years, at fair value	3,517,000	3,765,000
Greater than ten years, at fair value	0	0
Total maturities, at fair value	135,825,000	25,885,000
Amortized cost
Less than one year, at amortized cost	1,840,000	788,000
Greater than one year and less than five years, at amortized cost	126,622,000	19,273,000
Greater than five years and less than ten years, at amortized cost	3,272,000	3,511,000
Greater than ten years, at amortized cost	0	0
Amortized Cost	$ 131,734,000	$ 23,572,000