Securities, at Fair Value - Narrative (Details) - USD ($)		3 Months Ended	9 Months Ended		12 Months Ended
		Sep. 30, 2022	Sep. 30, 2023	Sep. 30, 2022	Dec. 31, 2022	Jun. 30, 2023	Mar. 31, 2023	Jun. 30, 2022	Mar. 31, 2022	Dec. 31, 2021
Debt Securities, Available-for-sale [Line Items]
Securities, at fair value	[1]		$ 723,959,000		$ 333,364,000
Fair Value / Carrying Value		$ 37,192,000	28,557,000	$ 37,192,000	35,314,000	$ 31,035,000	$ 33,062,000	$ 36,927,000	$ 35,457,000	$ 39,447,000
Securities, at fair value
Debt Securities, Available-for-sale [Line Items]
Securities, at fair value			92,900,000		97,900,000
Amortized costs			90,400,000		86,400,000
Gross unrealized gains			2,600,000		$ 11,500,000
Gross unrealized losses			$ (135,000)
Weighted average yield (in percent)			15.90%		14.30%
Weighted average to maturity			14 days		9 months 18 days
Optional extension period			2 years
Optional extension weighted average term			2 years 14 days
CRT securities
Debt Securities, Available-for-sale [Line Items]
CRT securities			$ 83,100,000		$ 79,200,000
Non-Agency MBS
Debt Securities, Available-for-sale [Line Items]
Securities, at fair value			23,000,000		24,600,000
Gross unrealized losses			960,000		0
CRT, Fair Value Option
Debt Securities, Available-for-sale [Line Items]
Securities, at fair value			51,000,000		48,600,000
Debt securities, sold		15,300,000	0	15,700,000
Realized gain		70,000		84,000
Gross unrealized losses			0		$ 1,200,000
AFS securities
Debt Securities, Available-for-sale [Line Items]
Gross unrealized losses			135,000
Fair Value / Carrying Value		$ 0	$ 0	$ 0

[1] See Note 6 for information regarding the Company’s pledged assets.