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Mortgage-Backed Securities - Collateral Characteristics of Non-Agency Residential MBS (Details) - Non-Agency RMBS - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
Investment Holdings [Line Items]    
Weighted average maturity (years) 20 years 1 month 6 days 21 years 4 months 24 days
Weighted average amortized loan to value 59.30% 60.30%
Weighted average FICO 713 706
Weighted average loan balance (in thousands) $ 262 $ 259
Weighted average percentage owner-occupied 83.70% 84.00%
Weighted average percentage single family residence 61.40% 62.70%
Weighted average current credit enhancement 1.00% 1.20%
CA    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 32.30% 31.20%
NY    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 10.70% 10.40%
FL    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 8.00% 8.00%
NJ    
Investment Holdings [Line Items]    
Weighted average geographic concentration of top four states 4.60% 4.60%