Mortgage-Backed Securities - Significant Credit Quality Indicators (Details) $ in Thousands	Sep. 30, 2023 USD ($)	Dec. 31, 2022 USD ($)
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	$ 1,117,496	$ 1,469,977
Non-Agency RMBS - Senior
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	510,509	536,032
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	$ 96,668	$ 88,062
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Prepay Rate
Debt Securities, Available-for-sale [Line Items]
Significant Inputs	0.062	0.075
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | CDR
Debt Securities, Available-for-sale [Line Items]
Significant Inputs	0.020	0.024
Non-Agency RMBS - Senior | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Loss Severity
Debt Securities, Available-for-sale [Line Items]
Significant Inputs	0.342	0.397
Non-Agency RMBS - Subordinated
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	$ 301,427	$ 304,321
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly
Debt Securities, Available-for-sale [Line Items]
Amortized Cost	$ 75,294	$ 66,914
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Prepay Rate
Debt Securities, Available-for-sale [Line Items]
Significant Inputs	0.066	0.092
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | CDR
Debt Securities, Available-for-sale [Line Items]
Significant Inputs	0.003	0.004
Non-Agency RMBS - Subordinated | Credit Quality Indicator, Updated Quarterly | Weighted Average Borrowing Rates | Loss Severity
Debt Securities, Available-for-sale [Line Items]
Significant Inputs	0.419	0.409