Mortgage-Backed Securities - Maturities of MBS by Estimated Weighted Average Life Classification (Details) - USD ($) $ in Thousands	Jun. 30, 2023	Dec. 31, 2022
Fair value
Less than one year, at fair value	$ 27,370	$ 19,140
Greater than one year and less than five years, at fair value	171,821	316,659
Greater than five years and less than ten years, at fair value	457,904	502,440
Greater than ten years, at fair value	571,436	740,186
Total maturities, at fair value	1,228,531	1,578,425
Amortized cost
Less than one year, at amortized cost	23,416	22,081
Greater than one year and less than five years, at amortized cost	174,063	331,634
Greater than five years and less than ten years, at amortized cost	419,373	433,349
Greater than ten years, at amortized cost	514,786	682,913
Amortized Cost	1,131,638	1,469,977
Non-Agency RMBS - Senior
Fair value
Less than one year, at fair value	15,762	6,727
Greater than one year and less than five years, at fair value	123,866	152,811
Greater than five years and less than ten years, at fair value	275,676	308,351
Greater than ten years, at fair value	302,316	293,919
Total maturities, at fair value	717,620	761,808
Amortized cost
Less than one year, at amortized cost	6,719	6,336
Greater than one year and less than five years, at amortized cost	105,871	122,916
Greater than five years and less than ten years, at amortized cost	198,732	206,615
Greater than ten years, at amortized cost	206,850	200,165
Amortized Cost	518,172	536,032
Non-Agency RMBS - Subordinated
Fair value
Less than one year, at fair value	2,528	3,957
Greater than one year and less than five years, at fair value	15,999	6,829
Greater than five years and less than ten years, at fair value	100,800	113,903
Greater than ten years, at fair value	160,132	162,220
Total maturities, at fair value	279,459	286,909
Amortized cost
Less than one year, at amortized cost	335	1,184
Greater than one year and less than five years, at amortized cost	12,163	5,008
Greater than five years and less than ten years, at amortized cost	105,536	118,700
Greater than ten years, at amortized cost	182,133	179,429
Amortized Cost	300,167	304,321
Non-Agency RMBS - Senior interest-only
Fair value
Less than one year, at fair value	392	205
Greater than one year and less than five years, at fair value	23,502	30,780
Greater than five years and less than ten years, at fair value	68,504	65,038
Greater than ten years, at fair value	2,728	2,741
Total maturities, at fair value	95,126	98,764
Amortized cost
Less than one year, at amortized cost	7,331	6,249
Greater than one year and less than five years, at amortized cost	48,517	64,172
Greater than five years and less than ten years, at amortized cost	96,150	89,266
Greater than ten years, at amortized cost	8,320	3,133
Amortized Cost	160,318	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	12,924	15,148
Greater than ten years, at fair value	0	0
Total maturities, at fair value	12,924	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	18,955	18,768
Greater than ten years, at amortized cost	0	0
Amortized Cost	18,955	18,768
Agency MBS - Commercial
Fair value
Less than one year, at fair value	7,950	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	106,260	281,306
Total maturities, at fair value	114,210	289,418
Amortized cost
Less than one year, at amortized cost	7,968	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	117,483	300,186
Amortized Cost	125,451	308,298
Agency CMBS - Interest-only
Fair value
Less than one year, at fair value	738	139
Greater than one year and less than five years, at fair value	8,454	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	9,192	126,378
Amortized cost
Less than one year, at amortized cost	1,063	200
Greater than one year and less than five years, at amortized cost	7,512	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	$ 8,575	$ 139,738