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Mortgage-Backed Securities and Other Securities - FV and Unrealized Loss (Details)
$ in Thousands
Mar. 31, 2023
USD ($)
security
Dec. 31, 2022
USD ($)
security
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 14,782 $ 31,589
Fair value, 12 months or more 70,338 88,593
Fair Value 85,120 120,182
Unrealized Losses    
Unrealized losses, less than 12 Months (2,660) (5,224)
Unrealized losses, 12 months or more (31,837) (28,773)
Unrealized Losses $ (34,497) $ (33,997)
Number  of Securities    
Number of securities, less than 12 months | security 5 9
Number of securities, 12 months or more | security 21 19
Number  of Securities | security 26 28
Subtotal Agency    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 56 $ 52
Fair value, 12 months or more 0 0
Fair Value 56 52
Unrealized Losses    
Unrealized losses, less than 12 Months (6) (5)
Unrealized losses, 12 months or more 0 0
Unrealized Losses $ (6) $ (5)
Number  of Securities    
Number of securities, less than 12 months | security 1 1
Number of securities, 12 months or more | security 0 0
Number  of Securities | security 1 1
Agency RMBS Interest-only strips    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 56 $ 52
Fair value, 12 months or more 0 0
Fair Value 56 52
Unrealized Losses    
Unrealized losses, less than 12 Months (6) (5)
Unrealized losses, 12 months or more 0 0
Unrealized Losses $ (6) $ (5)
Number  of Securities    
Number of securities, less than 12 months | security 1 1
Number of securities, 12 months or more | security 0 0
Number  of Securities | security 1 1
Subtotal Non-Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 1,340 $ 19,054
Fair value, 12 months or more 64,120 79,125
Fair Value 65,460 98,179
Unrealized Losses    
Unrealized losses, less than 12 Months (234) (2,794)
Unrealized losses, 12 months or more (31,097) (26,805)
Unrealized Losses $ (31,331) $ (29,599)
Number  of Securities    
Number of securities, less than 12 months | security 1 5
Number of securities, 12 months or more | security 19 17
Number  of Securities | security 20 22
Non-Agency CMBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 0 $ 0
Fair value, 12 months or more 53,578 76,365
Fair Value 53,578 76,365
Unrealized Losses    
Unrealized losses, less than 12 Months 0 0
Unrealized losses, 12 months or more (24,350) (21,704)
Unrealized Losses $ (24,350) $ (21,704)
Number  of Securities    
Number of securities, less than 12 months | security 0 0
Number of securities, 12 months or more | security 10 11
Number  of Securities | security 10 11
Non-Agency RMBS    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 1,340 $ 19,054
Fair value, 12 months or more 8,952 1,557
Fair Value 10,292 20,611
Unrealized Losses    
Unrealized losses, less than 12 Months (234) (2,794)
Unrealized losses, 12 months or more (3,236) (1,101)
Unrealized Losses $ (3,470) $ (3,895)
Number  of Securities    
Number of securities, less than 12 months | security 1 5
Number of securities, 12 months or more | security 5 2
Number  of Securities | security 6 7
Non-Agency RMBS Interest-only strips    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 0 $ 0
Fair value, 12 months or more 1,590 1,203
Fair Value 1,590 1,203
Unrealized Losses    
Unrealized losses, less than 12 Months 0 0
Unrealized losses, 12 months or more (3,511) (4,000)
Unrealized Losses $ (3,511) $ (4,000)
Number  of Securities    
Number of securities, less than 12 months | security 0 0
Number of securities, 12 months or more | security 4 4
Number  of Securities | security 4 4
Other securities    
Debt Securities, Available-for-sale [Line Items]    
Fair value, less than 12 months $ 13,386 $ 12,483
Fair value, 12 months or more 6,218 9,468
Fair Value 19,604 21,951
Unrealized Losses    
Unrealized losses, less than 12 Months (2,420) (2,425)
Unrealized losses, 12 months or more (740) (1,968)
Unrealized Losses $ (3,160) $ (4,393)
Number  of Securities    
Number of securities, less than 12 months | security 3 3
Number of securities, 12 months or more | security 2 2
Number  of Securities | security 5 5