Mortgage-Backed Securities - Significant Credit Quality Indicators (Details) $ in Thousands	Jun. 30, 2023 USD ($)	Dec. 31, 2022 USD ($)
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	$ 1,131,638	$ 1,469,977
Non-Agency RMBS - Senior
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	518,172	536,032
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	$ 72,218	$ 88,062
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Discount Rate
Debt Securities, Available-for-sale [Line Items]
Significant Inputs	0.065	0.075
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | CDR
Debt Securities, Available-for-sale [Line Items]
Significant Inputs	0.021	0.024
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Loss Severity
Debt Securities, Available-for-sale [Line Items]
Significant Inputs	0.382	0.397
Non-Agency RMBS - Subordinated
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	$ 300,167	$ 304,321
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	$ 72,979	$ 66,914
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Discount Rate
Debt Securities, Available-for-sale [Line Items]
Significant Inputs	0.070	0.092
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | CDR
Debt Securities, Available-for-sale [Line Items]
Significant Inputs	0.004	0.004
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Loss Severity
Debt Securities, Available-for-sale [Line Items]
Significant Inputs	0.425	0.409