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Mortgage-Backed Securities - Collateral Characteristics of Non-Agency Residential MBS (Details) - Non-Agency RMBS - USD ($)
$ in Thousands
Sep. 30, 2021
Dec. 31, 2020
Investment Holdings [Line Items]    
Weighted average maturity (years) 21 years 7 months 6 days 22 years 2 months 12 days
Weighted average amortized loan to value 60.60% 61.40%
Weighted average FICO 708 714
Weighted average loan balance (in thousands) $ 263 $ 291
Weighted average percentage owner-occupied 83.70% 81.80%
Weighted average percentage single family residence 61.80% 61.70%
Weighted average current credit enhancement 1.10% 0.90%
CA    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 31.50% 33.80%
NY    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 10.00% 8.70%
FL    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 8.00% 7.90%
NJ    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 4.50% 4.30%