Mortgage-Backed Securities - Maturities of MBS by Estimated Weighted Average Life Classification (Details) - USD ($) $ in Thousands	Mar. 31, 2023	Dec. 31, 2022
Fair value
Less than one year, at fair value	$ 14,401	$ 19,140
Greater than one year and less than five years, at fair value	315,866	316,659
Greater than five years and less than ten years, at fair value	473,209	502,440
Greater than ten years, at fair value	601,043	740,186
Total maturities, at fair value	1,404,519	1,578,425
Amortized cost
Less than one year, at amortized cost	18,236	22,081
Greater than one year and less than five years, at amortized cost	334,704	331,634
Greater than five years and less than ten years, at amortized cost	391,981	433,349
Greater than ten years, at amortized cost	539,581	682,913
Amortized Cost	1,284,502	1,469,977
Non-Agency RMBS - Senior
Fair value
Less than one year, at fair value	1,873	6,727
Greater than one year and less than five years, at fair value	146,542	152,811
Greater than five years and less than ten years, at fair value	294,053	308,351
Greater than ten years, at fair value	302,695	293,919
Total maturities, at fair value	745,163	761,808
Amortized cost
Less than one year, at amortized cost	1,611	6,336
Greater than one year and less than five years, at amortized cost	124,002	122,916
Greater than five years and less than ten years, at amortized cost	196,061	206,615
Greater than ten years, at amortized cost	209,299	200,165
Amortized Cost	530,973	536,032
Non-Agency RMBS - Subordinated
Fair value
Less than one year, at fair value	3,255	3,957
Greater than one year and less than five years, at fair value	16,480	6,829
Greater than five years and less than ten years, at fair value	89,551	113,903
Greater than ten years, at fair value	177,473	162,220
Total maturities, at fair value	286,759	286,909
Amortized cost
Less than one year, at amortized cost	778	1,184
Greater than one year and less than five years, at amortized cost	12,598	5,008
Greater than five years and less than ten years, at amortized cost	89,763	118,700
Greater than ten years, at amortized cost	198,950	179,429
Amortized Cost	302,089	304,321
Non-Agency RMBS - Senior interest-only
Fair value
Less than one year, at fair value	176	205
Greater than one year and less than five years, at fair value	30,794	30,780
Greater than five years and less than ten years, at fair value	74,759	65,038
Greater than ten years, at fair value	3,125	2,741
Total maturities, at fair value	108,854	98,764
Amortized cost
Less than one year, at amortized cost	6,564	6,249
Greater than one year and less than five years, at amortized cost	62,817	64,172
Greater than five years and less than ten years, at amortized cost	87,475	89,266
Greater than ten years, at amortized cost	4,413	3,133
Amortized Cost	161,269	162,820
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	0
Greater than five years and less than ten years, at fair value	14,846	15,148
Greater than ten years, at fair value	0	0
Total maturities, at fair value	14,846	15,148
Amortized cost
Less than one year, at amortized cost	0	0
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	18,682	18,768
Greater than ten years, at amortized cost	0	0
Amortized Cost	18,682	18,768
Agency MBS - Commercial
Fair value
Less than one year, at fair value	8,035	8,112
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	117,750	281,306
Total maturities, at fair value	125,785	289,418
Amortized cost
Less than one year, at amortized cost	8,040	8,112
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	126,919	300,186
Amortized Cost	134,959	308,298
Agency CMBS - Interest-only
Fair value
Less than one year, at fair value	1,062	139
Greater than one year and less than five years, at fair value	122,050	126,239
Greater than five years and less than ten years, at fair value	0	0
Greater than ten years, at fair value	0	0
Total maturities, at fair value	123,112	126,378
Amortized cost
Less than one year, at amortized cost	1,243	200
Greater than one year and less than five years, at amortized cost	135,287	139,538
Greater than five years and less than ten years, at amortized cost	0	0
Greater than ten years, at amortized cost	0	0
Amortized Cost	$ 136,530	$ 139,738