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Fair Value Measurements - Unobservable Inputs Assumptions - Non-Agency RMBS Held for Investment (Details) - Level 3
Mar. 31, 2025
Dec. 31, 2024
Discount Rate | Minimum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.05 0.05
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 0.09
Discount Rate | Maximum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.12 0.10
Discount Rate | Maximum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.15 0.15
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 0.063 0.066
Discount Rate | Weighted Average Borrowing Rates | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.084 0.085
Discount Rate | Weighted Average Borrowing Rates | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.107 0.118
Prepay Rate | Minimum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.06 0.06
Prepay Rate | Minimum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.06 0.06
Prepay Rate | Minimum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.06 0.06
Prepay Rate | Maximum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.18 0.20
Prepay Rate | Maximum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.22 0.20
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 0.066
Prepay Rate | Weighted Average Borrowing Rates | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.084 0.081
Prepay Rate | Weighted Average Borrowing Rates | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.068 0.070
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 0.16 0.13
CDR | Maximum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.03 0.03
CDR | Maximum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.13 0.07
CDR | Weighted Average Borrowing Rates | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.012 0.012
CDR | Weighted Average Borrowing Rates | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.007 0.007
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 0.25
Loss Severity | Minimum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.25 0.25
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 0.86
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 0.89 0.83
Loss Severity | Weighted Average Borrowing Rates | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.305 0.300
Loss Severity | Weighted Average Borrowing Rates | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.321 0.331
Loss Severity | Weighted Average Borrowing Rates | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.281 0.294