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Mortgage-Backed Securities - Collateral Characteristics of Non-Agency Residential MBS (Details) - Non-Agency RMBS - USD ($)
$ in Thousands
Sep. 30, 2024
Dec. 31, 2023
Debt Securities, Available-for-sale [Line Items]    
Weighted average maturity (years) 18 years 7 months 6 days 19 years 6 months
Weighted average amortized loan to value 56.30% 57.10%
Weighted average FICO 706 707
Weighted average loan balance (in thousands) $ 249 $ 252
Weighted average percentage owner-occupied 83.70% 84.50%
Weighted average percentage single family residence 60.30% 61.40%
Weighted average current credit enhancement 1.20% 1.30%
CA    
Debt Securities, Available-for-sale [Line Items]    
Weighted average geographic concentration of top four states 32.80% 33.10%
NY    
Debt Securities, Available-for-sale [Line Items]    
Weighted average geographic concentration of top four states 11.80% 11.60%
FL    
Debt Securities, Available-for-sale [Line Items]    
Weighted average geographic concentration of top four states 7.60% 7.60%
NJ    
Debt Securities, Available-for-sale [Line Items]    
Weighted average geographic concentration of top four states 4.60% 4.50%