Mortgage-Backed Securities - Maturities of MBS by Estimated Weighted Average Life Classification (Details) - USD ($) $ in Thousands	Sep. 30, 2022	Dec. 31, 2021
Fair value
Less than one year, at fair value	$ 27,571	$ 18,512
Greater than one year and less than five years, at fair value	341,960	710,866
Greater than five years and less than ten years, at fair value	510,618	689,249
Greater than ten years, at fair value	777,603	1,213,276
Total maturities, at fair value	1,657,752	2,631,903
Amortized cost
Less than one year, at amortized cost	27,263	40,042
Greater than one year and less than five years, at amortized cost	363,961	606,616
Greater than five years and less than ten years, at amortized cost	458,031	562,909
Greater than ten years, at amortized cost	725,094	994,374
Amortized Cost	1,574,349	2,203,941
Non-Agency RMBS - Senior
Fair value
Less than one year, at fair value	14,897	3,186
Greater than one year and less than five years, at fair value	164,597	279,222
Greater than five years and less than ten years, at fair value	295,320	318,684
Greater than ten years, at fair value	311,564	384,590
Total maturities, at fair value	786,378	985,682
Amortized cost
Less than one year, at amortized cost	5,197	2,349
Greater than one year and less than five years, at amortized cost	138,794	194,506
Greater than five years and less than ten years, at amortized cost	189,007	190,030
Greater than ten years, at amortized cost	209,767	229,602
Amortized Cost	542,765	616,487
Non-Agency RMBS - Subordinated
Fair value
Less than one year, at fair value	4,175	3,303
Greater than one year and less than five years, at fair value	7,683	149,089
Greater than five years and less than ten years, at fair value	122,733	276,979
Greater than ten years, at fair value	174,101	222,654
Total maturities, at fair value	308,692	652,025
Amortized cost
Less than one year, at amortized cost	1,428	1
Greater than one year and less than five years, at amortized cost	5,250	129,063
Greater than five years and less than ten years, at amortized cost	133,297	244,103
Greater than ten years, at amortized cost	203,971	202,601
Amortized Cost	343,946	575,768
Non-Agency RMBS - Senior interest-only
Fair value
Less than one year, at fair value	140	2,300
Greater than one year and less than five years, at fair value	33,929	140,558
Greater than five years and less than ten years, at fair value	59,298	29,642
Greater than ten years, at fair value	2,861	1
Total maturities, at fair value	96,228	172,501
Amortized cost
Less than one year, at amortized cost	11,937	27,764
Greater than one year and less than five years, at amortized cost	69,251	140,757
Greater than five years and less than ten years, at amortized cost	74,880	22,648
Greater than ten years, at amortized cost	10,434	61
Amortized Cost	166,502	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	5,203	0
Greater than five years and less than ten years, at fair value	33,267	60,487
Greater than ten years, at fair value	0	0
Total maturities, at fair value	38,470	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	6,521	0
Greater than five years and less than ten years, at amortized cost	60,847	102,934
Greater than ten years, at amortized cost	0	0
Amortized Cost	67,368	102,934
Agency MBS - Commercial
Fair value
Less than one year, at fair value	8,182	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	289,077	606,031
Total maturities, at fair value	297,259	614,419
Amortized cost
Less than one year, at amortized cost	8,182	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	300,922	562,110
Amortized Cost	309,104	570,498
Agency CMBS - Interest-only
Fair value
Less than one year, at fair value	177	1,335
Greater than one year and less than five years, at fair value	130,548	141,997
Greater than five years and less than ten years, at fair value	0	3,457
Greater than ten years, at fair value	0	0
Total maturities, at fair value	130,725	146,789
Amortized cost
Less than one year, at amortized cost	519	1,540
Greater than one year and less than five years, at amortized cost	144,145	142,290
Greater than five years and less than ten years, at amortized cost	0	3,194
Greater than ten years, at amortized cost	0	0
Amortized Cost	$ 144,664	$ 147,024