Mortgage-Backed Securities - Maturities of MBS by Estimated Weighted Average Life Classification (Details) - USD ($) $ in Thousands	Sep. 30, 2023	Dec. 31, 2022
Fair value
Less than one year, at fair value	$ 36,725	$ 19,140
Greater than one year and less than five years, at fair value	152,983	316,659
Greater than five years and less than ten years, at fair value	409,527	502,440
Greater than ten years, at fair value	553,080	740,186
Total maturities, at fair value	1,152,315	1,578,425
Amortized cost
Less than one year, at amortized cost	47,015	22,081
Greater than one year and less than five years, at amortized cost	163,083	331,634
Greater than five years and less than ten years, at amortized cost	385,199	433,349
Greater than ten years, at amortized cost	522,199	682,913
Amortized Cost	1,117,496	1,469,977
Non-Agency RMBS - Senior
Fair value
Less than one year, at fair value	10,791	6,727
Greater than one year and less than five years, at fair value	105,507	152,811
Greater than five years and less than ten years, at fair value	275,837	308,351
Greater than ten years, at fair value	291,714	293,919
Total maturities, at fair value	683,849	761,808
Amortized cost
Less than one year, at amortized cost	1,517	6,336
Greater than one year and less than five years, at amortized cost	96,886	122,916
Greater than five years and less than ten years, at amortized cost	205,336	206,615
Greater than ten years, at amortized cost	206,770	200,165
Amortized Cost	510,509	536,032
Non-Agency RMBS - Subordinated
Fair value
Less than one year, at fair value	3,115	3,957
Greater than one year and less than five years, at fair value	17,699	6,829
Greater than five years and less than ten years, at fair value	84,753	113,903
Greater than ten years, at fair value	161,553	162,220
Total maturities, at fair value	267,120	286,909
Amortized cost
Less than one year, at amortized cost	1,417	1,184
Greater than one year and less than five years, at amortized cost	13,944	5,008
Greater than five years and less than ten years, at amortized cost	88,855	118,700
Greater than ten years, at amortized cost	197,211	179,429
Amortized Cost	301,427	304,321
Non-Agency RMBS - Senior Interest-only
Fair value
Less than one year, at fair value	284	205
Greater than one year and less than five years, at fair value	22,076	30,780
Greater than five years and less than ten years, at fair value	48,937	65,038
Greater than ten years, at fair value	2,342	2,741
Total maturities, at fair value	73,639	98,764
Amortized cost
Less than one year, at amortized cost	16,243	6,249
Greater than one year and less than five years, at amortized cost	45,012	64,172
Greater than five years and less than ten years, at amortized cost	91,008	89,266
Greater than ten years, at amortized cost	6,908	3,133
Amortized Cost	159,171	162,820
Agency RMBS - Interest-only
Fair value
Less than one year, at fair value	13,893	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	0	15,148
Greater than ten years, at fair value	0	0
Total maturities, at fair value	13,893	15,148
Amortized cost
Less than one year, at amortized cost	19,042	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	0	18,768
Greater than ten years, at amortized cost	0	0
Amortized Cost	19,042	18,768
Agency MBS - Commercial
Fair value
Less than one year, at fair value	7,870	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	97,471	281,306
Total maturities, at fair value	105,341	289,418
Amortized cost
Less than one year, at amortized cost	7,895	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	111,310	300,186
Amortized Cost	119,205	308,298
Agency CMBS - Interest-only
Fair value
Less than one year, at fair value	772	139
Greater than one year and less than five years, at fair value	7,701	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	8,473	126,378
Amortized cost
Less than one year, at amortized cost	901	200
Greater than one year and less than five years, at amortized cost	7,241	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	$ 8,142	$ 139,738