Mortgage-Backed Securities - Maturities of MBS by Estimated Weighted Average Life Classification (Details) - USD ($) $ in Thousands	Jun. 30, 2022	Dec. 31, 2021
Fair value
Less than one year, at fair value	$ 27,906	$ 18,512
Greater than one year and less than five years, at fair value	529,247	710,866
Greater than five years and less than ten years, at fair value	468,964	689,249
Greater than ten years, at fair value	824,749	1,213,276
Total maturities, at fair value	1,850,866	2,631,903
Amortized cost
Less than one year, at amortized cost	27,721	40,042
Greater than one year and less than five years, at amortized cost	524,465	606,616
Greater than five years and less than ten years, at amortized cost	399,323	562,909
Greater than ten years, at amortized cost	711,711	994,374
Amortized Cost	1,663,220	2,203,941
Non-Agency RMBS - Senior
Fair value
Less than one year, at fair value	16,680	3,186
Greater than one year and less than five years, at fair value	254,209	279,222
Greater than five years and less than ten years, at fair value	274,948	318,684
Greater than ten years, at fair value	308,091	384,590
Total maturities, at fair value	853,928	985,682
Amortized cost
Less than one year, at amortized cost	7,095	2,349
Greater than one year and less than five years, at amortized cost	195,680	194,506
Greater than five years and less than ten years, at amortized cost	157,884	190,030
Greater than ten years, at amortized cost	200,058	229,602
Amortized Cost	560,717	616,487
Non-Agency RMBS - Subordinated
Fair value
Less than one year, at fair value	2,177	3,303
Greater than one year and less than five years, at fair value	52,706	149,089
Greater than five years and less than ten years, at fair value	89,145	276,979
Greater than ten years, at fair value	206,050	222,654
Total maturities, at fair value	350,078	652,025
Amortized cost
Less than one year, at amortized cost	2	1
Greater than one year and less than five years, at amortized cost	42,105	129,063
Greater than five years and less than ten years, at amortized cost	96,592	244,103
Greater than ten years, at amortized cost	207,491	202,601
Amortized Cost	346,190	575,768
Non-Agency RMBS - Senior interest-only
Fair value
Less than one year, at fair value	269	2,300
Greater than one year and less than five years, at fair value	71,457	140,558
Greater than five years and less than ten years, at fair value	43,661	29,642
Greater than ten years, at fair value	2,382	1
Total maturities, at fair value	117,769	172,501
Amortized cost
Less than one year, at amortized cost	11,490	27,764
Greater than one year and less than five years, at amortized cost	114,167	140,757
Greater than five years and less than ten years, at amortized cost	44,189	22,648
Greater than ten years, at amortized cost	2,250	61
Amortized Cost	172,096	191,230
Agency RMBS - Interest-only
Fair value
Less than one year, at fair value	0	0
Greater than one year and less than five years, at fair value	15,359	0
Greater than five years and less than ten years, at fair value	58,095	60,487
Greater than ten years, at fair value	0	0
Total maturities, at fair value	73,454	60,487
Amortized cost
Less than one year, at amortized cost	0	0
Greater than one year and less than five years, at amortized cost	28,205	0
Greater than five years and less than ten years, at amortized cost	97,620	102,934
Greater than ten years, at amortized cost	0	0
Amortized Cost	125,825	102,934
Agency MBS - Commercial
Fair value
Less than one year, at fair value	8,252	8,388
Greater than one year and less than five years, at fair value	0	0
Greater than five years and less than ten years, at fair value	0	0
Greater than ten years, at fair value	308,226	606,031
Total maturities, at fair value	316,478	614,419
Amortized cost
Less than one year, at amortized cost	8,252	8,388
Greater than one year and less than five years, at amortized cost	0	0
Greater than five years and less than ten years, at amortized cost	0	0
Greater than ten years, at amortized cost	301,912	562,110
Amortized Cost	310,164	570,498
Agency CMBS - Interest-only
Fair value
Less than one year, at fair value	528	1,335
Greater than one year and less than five years, at fair value	135,516	141,997
Greater than five years and less than ten years, at fair value	3,115	3,457
Greater than ten years, at fair value	0	0
Total maturities, at fair value	139,159	146,789
Amortized cost
Less than one year, at amortized cost	882	1,540
Greater than one year and less than five years, at amortized cost	144,308	142,290
Greater than five years and less than ten years, at amortized cost	3,038	3,194
Greater than ten years, at amortized cost	0	0
Amortized Cost	$ 148,228	$ 147,024