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Fair Value Measurements - Unobservable Inputs Assumptions - Non-Agency RMBS Held for Investment (Details) - Level 3
Dec. 31, 2024
Dec. 31, 2023
Discount Rate | Minimum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.05 0.06
Discount Rate | Minimum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0 0
Discount Rate | Minimum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.09 0
Discount Rate | Maximum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.10 0.10
Discount Rate | Maximum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.15 0.13
Discount Rate | Maximum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 1 1
Discount Rate | Weighted Average Borrowing Rates | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.066 0.066
Discount Rate | Weighted Average Borrowing Rates | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.085 0.075
Discount Rate | Weighted Average Borrowing Rates | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.118 0.120
Prepay Rate | Minimum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.06 0.01
Prepay Rate | Minimum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.06 0.05
Prepay Rate | Minimum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.06 0.04
Prepay Rate | Maximum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.20 0.20
Prepay Rate | Maximum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.20 0.25
Prepay Rate | Maximum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.25 0.25
Prepay Rate | Weighted Average Borrowing Rates | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.066 0.064
Prepay Rate | Weighted Average Borrowing Rates | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.081 0.066
Prepay Rate | Weighted Average Borrowing Rates | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.070 0.068
CDR | Minimum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0 0
CDR | Minimum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0 0
CDR | Minimum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0 0
CDR | Maximum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.13 0.12
CDR | Maximum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.03 0.05
CDR | Maximum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.07 0.07
CDR | Weighted Average Borrowing Rates | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.012 0.014
CDR | Weighted Average Borrowing Rates | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.007 0.005
CDR | Weighted Average Borrowing Rates | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.009 0.009
Loss Severity | Minimum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.25 0.26
Loss Severity | Minimum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.25 0.10
Loss Severity | Minimum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0 0
Loss Severity | Maximum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.86 0.77
Loss Severity | Maximum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.50 0.50
Loss Severity | Maximum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.83 0.82
Loss Severity | Weighted Average Borrowing Rates | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.300 0.328
Loss Severity | Weighted Average Borrowing Rates | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.331 0.348
Loss Severity | Weighted Average Borrowing Rates | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.294 0.303